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  • Search: subject:"HAR"
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Year of publication
Subject
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Volatilität 163 Volatility 160 Forecasting model 122 Prognoseverfahren 122 ARCH-Modell 102 ARCH model 101 HAR 86 Zeitreihenanalyse 72 Theorie 70 Time series analysis 70 Theory 69 HAR model 60 Realized volatility 58 Estimation 56 Schätzung 56 Indien 47 Jawaharlal Nehru 47 Börsenkurs 42 Share price 42 Aktienmarkt 41 Stock market 41 Capital income 39 India 39 Kapitaleinkommen 39 realized volatility 33 Welt 32 World 32 Volatility forecasting 31 Estimation theory 28 Schätztheorie 28 volatility forecasting 27 Forecast 25 Prognose 24 Forecasting 21 GARCH 19 HAR-RV model 19 Commodity derivative 17 Rohstoffderivat 17 Oil price 16 Ölpreis 16
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Online availability
All
Undetermined 150 Free 98 CC license 6
Type of publication
All
Article 200 Book / Working Paper 126
Type of publication (narrower categories)
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Article in journal 168 Aufsatz in Zeitschrift 168 Working Paper 33 Graue Literatur 25 Non-commercial literature 25 Arbeitspapier 24 Article 10 Biografie 9 Collection of articles of several authors 6 Sammelwerk 6 Konferenzschrift 4 Hochschulschrift 3 Aufsatz im Buch 2 Book section 2 Erlebnisbericht 2 Aufsatzsammlung 1 Autobiografie 1 Biography 1 Briefsammlung 1 Case study 1 Collection of articles written by one author 1 Conference paper 1 Conference proceedings 1 Dissertation u.a. Prüfungsschriften 1 Fallstudie 1 Gespräch 1 Interview 1 Konferenzbeitrag 1 Quelle 1 Sammlung 1 research-article 1
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Language
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English 261 Undetermined 47 German 17 French 1 Russian 1
Author
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Ma, Feng 12 Nehru, Jawaharlal 12 Bollerslev, Tim 10 McAleer, Michael 10 Sévi, Benoît 10 Todorova, Neda 10 Chang, Chia-Lin 8 Phillips, Peter C. B. 8 Zhang, Yaojie 8 Diebold, Francis X. 7 Luo, Jiawen 7 Wei, Yu 7 Audrino, Francesco 6 Chevallier, Julien 6 Clements, Adam 6 Degiannakis, Stavros 6 Allen, David E. 5 Andersen, Torben G. 5 Busch, Thomas 5 Caporin, Massimiliano 5 Christensen, Bent Jesper 5 Han, Heejoon 5 Hwang, Eunju 5 Lyócsa, Štefan 5 Nielsen, Morten Ørregaard 5 Ryu, Doojin 5 Buncic, Daniel 4 Cho, Dooyeon 4 Corsi, Fulvio 4 Filis, George 4 Gong, Xu 4 Ji, Qiang 4 Klein, Tony 4 Molnár, Peter 4 Rho, Seunghwa 4 Souček, Michael 4 Wang, Yudong 4 Andersen, Torben 3 Baillie, Richard 3 Camponovo, Lorenzo 3
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Institution
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School of Economics and Management, University of Aarhus 5 School of Economics and Political Science, Universität St. Gallen 4 Erasmus University Rotterdam, Econometric Institute 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 Center for Financial Studies 2 Cowles Foundation for Research in Economics, Yale University 2 Economics Department, Queen's University 2 HAL 2 Department of Economics and Finance, College of Business and Economics 1 Department of Economics and Finance, University of Central Missouri 1 Department of Economics, University of Pennsylvania 1 Department of Economics, University of Warwick 1 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Federation of Indian Chambers of Commerce and Industry 1 Fondazione ENI Enrico Mattei (FEEM) 1 Galatasaray Üniversitesi İktisadi Araştırmalar Merkezi (GİAM), Galatasaray Üniversitesi 1 Gandhi Labour Institute, Ahmedabad 1 Indian Economic Association 1 Indian National Congress 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institut für Weltwirtschaft (IfW) 1 Institute of Economic Research, Kyoto University 1 National Conference on Nehru's Vision of Industrial India <1989, Delhi> 1 Nehru Memorial Museum and Library <Delhi> 1 Progressive Peoples Sector Publications 1 Rheinisch-Westfälische Akademie der Wissenschaften 1 Sampradayikta Virodhi Committee 1 The Wharton Financial Institutions Center 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
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Published in...
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Energy economics 13 Finance research letters 10 International journal of forecasting 10 Journal of forecasting 10 Journal of econometrics 8 Applied economics 7 Economic modelling 6 Economics letters 6 CREATES Research Papers 5 International review of financial analysis 5 The journal of futures markets 5 Applied economics letters 4 International journal of finance & economics : IJFE 4 International review of economics & finance : IREF 4 Journal of Risk and Financial Management 4 Journal of international financial markets, institutions & money 4 Journal of risk and financial management : JRFM 4 Cowles Foundation discussion paper 3 Econometric Institute Report 3 Econometric Institute Research Papers 3 Economics Letters 3 Empirical economics : a quarterly journal of the Institute for Advanced Studies 3 Journal of banking & finance 3 Journal of empirical finance 3 Quantitative finance 3 Research in international business and finance 3 Schriften zur Soziologie der Kultur 3 The North American journal of economics and finance : a journal of financial economics studies 3 Working paper 3 A. Lowe, P. C. Mahalanobis: un double centenaire 2 CFS Working Paper Series 2 CFS working paper series 2 Cowles Foundation Discussion Papers 2 Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics 2 Econometric Reviews 2 Econometric reviews 2 Econometrics 2 Econometrics : open access journal 2 Economic Modelling 2 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 2
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Source
All
ECONIS (ZBW) 243 RePEc 58 EconStor 19 USB Cologne (EcoSocSci) 5 Other ZBW resources 1
Showing 1 - 10 of 326
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Predicting cryptocurrency volatility : the power of model clustering
Qiu, Yue; Qu, Shaoguang; Shi, Zhentao; Xie, Tian - In: Economic modelling 144 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015195169
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Trading VIX on volatility forecasts : another volatility puzzle?
Degiannakis, Stavros; Delis, Panagiotis; Filis, George; … - 2025
Persistent link: https://www.econbiz.de/10015197247
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Graph-based methods for forecasting realized covariances
Zhang, Chao; Pu, Xingyue; Cucuringu, Mihai; Dong, Xiaowen - 2025
Persistent link: https://www.econbiz.de/10015339744
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Does natural gas volatility affect Bitcoin volatility? : evidence from the HAR-RV model
Omura, Akihiro; Cheung, Adrian Wai Kong; Su, Jen-je - In: Applied economics 56 (2024) 4, pp. 414-425
Persistent link: https://www.econbiz.de/10014440071
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Predicting expected idiosyncratic volatility : empirical evidence from ARFIMA, HAR, and EGARCH models
Xiao, Chuxuan; Huang, Winifred; Newton, David P. - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 979-1006
Persistent link: https://www.econbiz.de/10015178466
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Cross-exchange crypto risk : a high-frequency dynamic network perspective
Wang, Yifu; Lu, Wanbo; Liu, Min-Nin; Ren, Riu; Hardle, … - 2024
Persistent link: https://www.econbiz.de/10015135926
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Forecast combination puzzle in the HAR model
Clements, Adam; Vasnev, Andrey L - In: Journal of forecasting 43 (2024) 1, pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
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HARd to beat : the overlooked impact of rolling windows in the era of machine learning
Audrino, Francesco; Chassot, Jonathan - 2024
Persistent link: https://www.econbiz.de/10015130715
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The Nehru-era economic history and thought & their lasting impact
Panagariya, Arvind - 2024
"Economists and policy analysts can influence economic-policy outcomes at various levels. Those directly employed in the government can influence their other bureaucratic colleagues and politicians. They serve on important committees appointed to recommend solutions to specific policy problems....
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Persistent link: https://www.econbiz.de/10015067175
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Impact of crude oil volatility jumps on sustainable investments : evidence from India
Dutta, Anupam; Kanjilal, Kakali; Ghosh, Sajal; Park, … - In: The journal of futures markets 43 (2023) 10, pp. 1450-1468
Persistent link: https://www.econbiz.de/10014339454
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