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~subject:"Volatilität"
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Search: subject:"Theorie"
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Volatilität
Theorie
1,607
Theory
1,607
Estimation theory
444
Schätztheorie
444
Time series analysis
334
Zeitreihenanalyse
334
Estimation
203
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203
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168
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Todorov, Viktor
9
Aït-Sahalia, Yacine
8
Bollerslev, Tim
7
Tauchen, George Eugene
7
Xiu, Dacheng
6
Andersen, Torben
5
Gallant, A. Ronald
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Ghysels, Eric
3
Gouriéroux, Christian
3
Nielsen, Morten Ørregaard
3
Paolella, Marc S.
3
Yu, Jun
3
Bandi, Federico M.
2
Banerjee, Anindya
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Calvet, Laurent E.
2
Caporin, Massimiliano
2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Diebold, Francis X.
2
Fisher, Adlai
2
Gonçalves, Sílvia
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Jensen, Mark J.
2
Liesenfeld, Roman
2
Linton, Oliver
2
Liu, Ming
2
Maheu, John M.
2
Mancini, Loriano
2
Meddahi, Nour
2
Park, Joon Y.
2
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Journal of econometrics
NBER working paper series
222
International journal of theoretical and applied finance
204
NBER Working Paper
195
Journal of banking & finance
192
Working paper / National Bureau of Economic Research, Inc.
189
Finance research letters
151
Quantitative finance
146
Journal of economic dynamics & control
111
Journal of empirical finance
109
Journal of financial economics
108
Applied mathematical finance
106
Economic modelling
105
Economics letters
105
The journal of futures markets
104
The North American journal of economics and finance : a journal of financial economics studies
102
Energy economics
101
Discussion paper / Tinbergen Institute
98
International review of financial analysis
98
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Discussion paper / Centre for Economic Policy Research
96
Applied economics
93
International review of economics & finance : IREF
93
Working paper
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
International journal of forecasting
83
Computational economics
80
The European journal of finance
79
Research paper series / Swiss Finance Institute
77
Journal of international money and finance
74
The journal of computational finance
74
Finance and stochastics
70
Journal of risk and financial management : JRFM
66
Applied economics letters
64
The review of financial studies
64
Risks : open access journal
63
Review of derivatives research
62
European journal of operational research : EJOR
61
Journal of forecasting
61
Journal of international financial markets, institutions & money
60
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ECONIS (ZBW)
168
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1
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
2
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
3
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
4
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
5
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
6
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
7
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
8
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
9
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
10
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
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