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Volatility
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17,272
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16,826
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5,968
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5,788
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4,634
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McAleer, Michael
443
Gupta, Rangan
273
Caporale, Guglielmo Maria
219
Bollerslev, Tim
163
Chang, Chia-Lin
162
Koopman, Siem Jan
158
Härdle, Wolfgang
149
Chiarella, Carl
131
Diebold, Francis X.
129
Madan, Dilip B.
125
Pierdzioch, Christian
121
Bouri, Elie
120
Spagnolo, Nicola
117
Fabozzi, Frank J.
115
Aizenman, Joshua
111
Platen, Eckhard
111
Andersen, Torben
101
Lux, Thomas
100
Phillips, Peter C. B.
97
Engle, Robert F.
96
Todorov, Viktor
95
Ma, Feng
94
Hautsch, Nikolaus
92
Barndorff-Nielsen, Ole E.
88
Asai, Manabu
85
Bekaert, Geert
85
Cui, Zhenyu
85
Hammoudeh, Shawkat
85
Takahashi, Akihiko
85
Elliott, Robert J.
84
Gil-Alaña, Luis A.
83
Bauwens, Luc
82
Koskela, Erkki
78
Carr, Peter
77
Bahmani-Oskooee, Mohsen
76
Buch, Claudia M.
76
Caporin, Massimiliano
76
Bos, Charles S.
74
Christoffersen, Peter F.
74
Hafner, Christian M.
74
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National Bureau of Economic Research
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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International Monetary Fund (IMF)
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C.E.P.R. Discussion Papers
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Institut für Schweizerisches Bankwesen <Zürich>
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Centre for Analytical Finance <Århus>
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HAL
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EconWPA
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Department of Economics, Oxford University
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Tinbergen Instituut
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Society for Computational Economics - SCE
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Université Paris-Dauphine (Paris IX)
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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World Bank
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International Monetary Fund
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National Centre of Competence in Research North South <Bern>
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European Central Bank
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CESifo
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Center for Economic Research <Tilburg>
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European Association of Agricultural Economists - EAAE
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Reserve Bank of Australia
18
Springer Fachmedien Wiesbaden
18
Chambre de commerce et d'industrie de Paris
17
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
16
Department of Economics and Finance, College of Business and Economics
16
Econometric Society
16
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European journal of operational research : EJOR
919
Energy economics
762
Finance research letters
739
NBER working paper series
738
International journal of theoretical and applied finance
696
Working paper / National Bureau of Economic Research, Inc.
693
NBER Working Paper
613
Journal of econometrics
576
Journal of banking & finance
573
The journal of futures markets
566
Economic modelling
502
International review of financial analysis
487
Applied economics
477
Journal of economic dynamics & control
465
Economics letters
443
International review of economics & finance : IREF
425
Working paper
425
Discussion paper / Centre for Economic Policy Research
414
Insurance / Mathematics & economics
401
The North American journal of economics and finance : a journal of financial economics studies
396
Finance and stochastics
393
Mathematical finance : an international journal of mathematics, statistics and financial theory
380
Discussion paper / Tinbergen Institute
379
Applied economics letters
351
Quantitative finance
349
Journal of empirical finance
318
Applied mathematical finance
317
Applied financial economics
314
Research in international business and finance
314
CESifo working papers
297
The journal of computational finance
286
Computational economics
280
Journal of international money and finance
280
Risks : open access journal
272
Journal of financial economics
265
Journal of risk and financial management : JRFM
262
Operations research letters
261
Journal of international financial markets, institutions & money
260
Working Paper
258
The journal of derivatives : the official publication of the International Association of Financial Engineers
255
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ECONIS (ZBW)
73,413
RePEc
3,653
EconStor
1,799
USB Cologne (EcoSocSci)
441
USB Cologne (business full texts)
256
BASE
147
Other ZBW resources
118
OLC EcoSci
19
ArchiDok
4
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191
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191
Inference on self-exciting jumps in prices and
volatility
using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
192
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
193
Volatility
and quantile forecasts by realized stochastic
volatility
models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
Saved in:
194
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
195
An empirical application of a stochastic
volatility
model with GH skew Student's t-distribution to the
volatility
of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
196
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
197
A class of non-Gaussian state space models with exact likelihood inference
Creal, Drew
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 585-597
Persistent link: https://www.econbiz.de/10011893816
Saved in:
198
Bayesian analysis of moving average stochastic
volatility
models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
199
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe
;
El Kolei, Salima
;
Navarro, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012200019
Saved in:
200
Modeling of stock indices with HMM-SV models
Nkemnole, E. B.
;
Wulu, J. T.
- In:
Theoretical and applied economics : GAER review
24
(
2017
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011795001
Saved in:
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