//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"The review of financial studies"
~subject:"Realized volatility"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Realized volatility
Theorie
Volatility
353
Volatilität
265
Theory
130
Forecasting model
126
Prognoseverfahren
126
USA
88
United States
88
volatility
83
Capital income
76
Kapitaleinkommen
76
ARCH model
65
ARCH-Modell
64
Börsenkurs
61
Share price
61
Time series analysis
61
Zeitreihenanalyse
61
Estimation
53
Schätzung
53
Stock market
29
Aktienmarkt
27
GARCH
25
Risikoprämie
22
Risk premium
22
Exchange rate
21
Portfolio selection
21
Portfolio-Management
21
Stochastic process
21
Stochastischer Prozess
21
CAPM
19
Risikomaß
18
Risk
18
Risk measure
18
Volatility forecasting
18
Wechselkurs
18
Yield curve
18
Zinsstruktur
18
Estimation theory
16
Forecasting
16
more ...
less ...
Online availability
All
Undetermined
71
Free
1
Type of publication
All
Article
140
Type of publication (narrower categories)
All
Article in journal
140
Aufsatz in Zeitschrift
140
Language
All
English
140
Author
All
Viceira, Luis M.
3
Arroyo, Javier
2
Bekaert, Geert
2
Chan, Joshua
2
Chen, Langnan
2
Cipollini, Fabrizio
2
Cross, Jamie
2
Gallo, Giampiero M.
2
Gerlach, Richard
2
González-Rivera, Gloria
2
Liao, Yin
2
Lucas, André
2
Lyócsa, Štefan
2
Opschoor, Anne
2
Rice, Gregory
2
Ruiz, Esther
2
Storti, Giuseppe
2
Taylor, Nicholas
2
Veronesi, Pietro
2
Wu, Chongfeng
2
Wu, Guojun
2
Ahmed, Shamim
1
Ajello, Andrea
1
Almeida, Daniel de
1
Amendola, Alessandra
1
Amin, Kaushik I.
1
Andrada Félix, Julián
1
Andrei, Daniel
1
Ang, Andrew
1
Arvanitis, Stelios
1
Atmaz, Adem
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Bakshi, Gurdip S.
1
Ballinari, Daniele
1
Banerjee, Snehal
1
Bansal, Ravi
1
Bauwens, Luc
1
Başak, Suleyman
1
Bekierman, Jeremias
1
more ...
less ...
Published in...
All
MPRA Paper
International journal of forecasting
The review of financial studies
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
138
Journal of banking & finance
116
Finance research letters
98
Economics letters
90
Economic modelling
89
Journal of empirical finance
88
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of financial economics
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Energy economics
70
Journal of economic dynamics & control
70
International review of economics & finance : IREF
69
Working paper
69
International review of financial analysis
68
Journal of international money and finance
68
Applied economics
59
The European journal of finance
58
The North American journal of economics and finance : a journal of financial economics studies
56
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
51
Applied economics letters
49
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Research paper series / Swiss Finance Institute
45
Applied mathematical finance
44
Computational economics
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
CREATES research paper
40
Journal of monetary economics
40
The journal of futures markets
39
more ...
less ...
Source
All
ECONIS (ZBW)
140
Showing
1
-
10
of
140
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1348-1393
Persistent link: https://www.econbiz.de/10012878993
Saved in:
2
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
3
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
4
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
5
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
6
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
7
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
8
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
Saved in:
9
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
10
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
Shang, Han Lin
;
Kearney, Fearghal
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 1025-1049
Persistent link: https://www.econbiz.de/10013349639
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->