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subject:"Volatilität"
~person:"Bonato, Matteo"
~person:"Caporin, Massimiliano"
~type_genre:"Article in journal"
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Volatilität
Analysis of variance
3
Forecasting model
3
Prognoseverfahren
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Varianzanalyse
3
Volatility
3
Autocorrelation
2
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Baumwollmarkt
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HAR
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Multivariate Analyse
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Multivariate analysis
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Oil price
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Portfolio selection
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REITs
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Real estate fund
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Realized variance
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Schock
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Bonato, Matteo
Caporin, Massimiliano
Hansen, Peter Reinhard
4
Lunde, Asger
3
Patton, Andrew J.
3
Wese Simen, Chardin
3
Andersen, Torben
2
Bandi, Federico M.
2
Bauwens, Luc
2
Bollerslev, Tim
2
Chang, Yoosoon
2
Choi, Yongok
2
Engle, Robert F.
2
Fengler, Matthias
2
Franco, Sebastian
2
Halbleib, Roxana
2
Janus, Paweł
2
Jin, Xin
2
Kim, Hwagyun
2
Kim, Jeong-Hoon
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Kwok, Yue-Kuen
2
Liu, Cheng
2
Liu, Zhi
2
Lucas, André
2
Opschoor, Anne
2
Park, Joon Y.
2
Ranaldo, Angelo
2
Rombouts, Jeroen V. K.
2
Russell, Jeffrey R.
2
Santos, André A. P.
2
Serra, Teresa
2
Sheppard, Kevin
2
Sviščuk, Anatolij
2
Symeonidis, Lazaros
2
Tang, Cheng Yong
2
Voev, Valeri
2
Watanabe, Toshiaki
2
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Energy economics
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Journal of empirical finance
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The European journal of finance
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ECONIS (ZBW)
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Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
2
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
Saved in:
3
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 761-774
Persistent link: https://www.econbiz.de/10009691781
Saved in:
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