//--> //--> //--> //-->
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:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~subject:"Realized volatility"
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:"Realized"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Realized volatility
Volatility
54
Volatilität
54
Capital income
36
Kapitaleinkommen
36
Forecasting model
28
Prognoseverfahren
28
Estimation
23
Schätzung
23
ARCH model
22
ARCH-Modell
22
Time series analysis
19
Zeitreihenanalyse
19
Aktienmarkt
17
Börsenkurs
17
Share price
17
Stock market
17
Welt
9
World
9
Oil price
8
realized volatility
8
Ölpreis
8
China
7
Volatility forecasting
7
Commodity derivative
6
Estimation theory
6
Rohstoffderivat
6
Schätztheorie
6
Theorie
6
Theory
6
Forecast
5
Index futures
5
Index-Futures
5
Spillover effect
5
Spillover-Effekt
5
Aktienindex
4
Correlation
4
Erdöl
4
Exchange rate
4
High-frequency data
4
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
Author
All
Ma, Feng
4
Hwang, Eunju
2
Shin, Dong-wan
2
Todorova, Neda
2
Atak, Alev
1
Baek, Changryong
1
Bissoondoyal-Bheenick, Emawtee
1
Bouri, Elie
1
Brooks, Robert
1
Caporin, Massimiliano
1
Chen, Langnan
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Chu, Jielei
1
Chuang, Hongwei
1
Do, Hung Xuan
1
Dong, Dayong
1
Ge, Futing
1
Gong, Xue
1
Hong, Yun
1
Huang, Dengshi
1
Huang, Jingjing
1
Jiang, Yanhui
1
Kapetanios, George
1
Kim, Dongwoo
1
Kumar, Dilip
1
Kundu, Srikanta
1
Lahaye, Jérôme
1
Li, Hongliang
1
Li, Pan
1
Li, Steven
1
Li, Xiaodan
1
Lin, Tiantian
1
Liu, Dehong
1
Liu, Hung-Chun
1
Liu, Jiapeng
1
Liu, Jing
1
Liu, Liang
1
Liu, Zhichao
1
Lu, Xinjie
1
more ...
less ...
Published in...
All
Applied economics letters
Economics letters
International review of economics & finance : IREF
Finance research letters
24
International journal of forecasting
22
Energy economics
18
Journal of econometrics
17
Economic modelling
14
Journal of empirical finance
14
The North American journal of economics and finance : a journal of financial economics studies
13
International review of financial analysis
10
Journal of banking & finance
8
Quantitative finance
8
Research in international business and finance
8
CREATES Research Papers
6
Global finance journal
6
Cowles Foundation Discussion Papers
5
Department of Economics working paper series
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
China finance review international
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Financial innovation : FIN
4
Journal of Asian economics
4
Journal of international money and finance
4
Review of quantitative finance and accounting
4
Texto para discussão
4
Applied economics
3
Computational economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
3
Textos para discussão
3
Tinbergen Institute Discussion Paper
3
Working paper
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / Tinbergen Institute
2
Econometric reviews
2
Economic systems
2
Economics Working Paper
2
Economics Working Papers / Department of Economics, European University Institute
2
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Singlehanded or joint race? : stock market volatility prediction
Lu, Xinjie
;
Ma, Feng
;
Wang, Jianqiong
;
Dong, Dayong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 734-754
Persistent link: https://www.econbiz.de/10013342735
Saved in:
2
Realized
volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
3
Liquidity and
realized
volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
4
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
5
Realized
volatility forecasting based on rolling SW-SVR method : evidence from CSI 300 index
Li, Hongliang
;
Qiao, Gaoxiu
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 975-980
Persistent link: https://www.econbiz.de/10014303610
Saved in:
6
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
7
Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics
Kundu, Srikanta
;
Paul, Amartya
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 597-612
Persistent link: https://www.econbiz.de/10013342636
Saved in:
8
Factor portfolio and target volatility management : an analysis of portfolio performance in the U.S. and China
Xiong, Haifang
;
Yang, Gaofei
;
Wang, Zhiqiang
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 493-517
Persistent link: https://www.econbiz.de/10013345748
Saved in:
9
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
10
Asymmetric relationship between order imbalance and
realized
volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->