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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Gallo, Giampiero M."
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Volatilität
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Gallo, Giampiero M.
Ghysels, Eric
4
Barndorff-Nielsen, Ole E.
3
Härdle, Wolfgang
3
Koopman, Siem Jan
3
Ruiz, Esther
3
Bos, Charles S.
2
Brownlees, Christian
2
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Engle, Robert F.
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Fleming, Jeff
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Garcia, René
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Herwartz, Helmut
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Horváth, Lajos
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Kokoszka, Piotr
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Maheu, John M.
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Okou, Cédric
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Olmo, Jose
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Rodrigues, Paulo M. M.
2
Rossi, Eduardo
2
Shephard, Neil G.
2
Tauchen, George Eugene
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Wu, Liuren
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Ahoniemi, Katja
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Asai, Manabu
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of forecasting
3
International journal of finance & economics : IJFE
2
Journal of econometrics
2
Applied financial economics
1
Australian economic papers
1
Econometrics : open access journal
1
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Journal of empirical finance
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Journal of financial econometrics
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Oxford bulletin of economics and statistics
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Quantitative finance
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Socio-economic planning sciences : the international journal of public sector decision-making
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The review of economics and statistics
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ECONIS (ZBW)
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Comparison of volatility measures : a risk management perspective
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10003997328
Saved in:
2
On variable selection for volatility forecasting : the role of focused selection criteria
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 513-539
Persistent link: https://www.econbiz.de/10003778985
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