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Search: subject:"High‐frequency data"
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Volatility
471
Volatilität
466
high-frequency data
393
High-frequency data
363
Zeitreihenanalyse
300
Time series analysis
288
Börsenkurs
283
Share price
272
Schätzung
262
Estimation
249
Theorie
222
Theory
207
high frequency data
164
High frequency data
154
Prognoseverfahren
151
Forecasting model
148
Market microstructure
141
Capital income
123
Kapitaleinkommen
123
Stochastischer Prozess
123
Marktmikrostruktur
122
Stochastic process
122
ARCH-Modell
120
ARCH model
119
Schätztheorie
115
Estimation theory
111
Finanzmarkt
88
Financial market
81
Ankündigungseffekt
74
Aktienmarkt
73
High-Frequency Data
72
Stock market
70
Announcement effect
67
Correlation
67
Korrelation
67
Varianzanalyse
57
Wechselkurs
56
Analysis of variance
55
Portfolio selection
55
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6
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Bollerslev, Tim
45
Podolskij, Mark
36
Todorov, Viktor
35
Hautsch, Nikolaus
33
Andersen, Torben G.
20
Diebold, Francis X.
16
Li, Jia
15
Ranaldo, Angelo
15
Tauchen, George Eugene
15
Caporale, Guglielmo Maria
14
Hansen, Peter Reinhard
14
Hounyo, Ulrich
14
Lunde, Asger
14
Stübinger, Johannes
14
Bibinger, Markus
13
McAleer, Michael
13
Patton, Andrew J.
13
Christensen, Kim
11
Ehrmann, Michael
11
Martens, Martin
11
Tauchen, George
11
Yang, Xiye
11
Audrino, Francesco
10
Ben Omrane, Walid
10
Dijk, Dick van
10
Hirayama, Kenjiro
10
Vetter, Mathias
10
Voev, Valeri
10
Andersen, Torben
9
Dungey, Mardi H.
9
Endres, Sylvia
9
Erdemlioglu, Deniz
9
Li, Yingying
9
Meddahi, Nour
9
Nishimura, Yusaku
9
Oya, Kosuke
9
Tsutsui, Yoshiro
9
Winkelmann, Lars
9
van Dijk, Dick
9
Ghysels, Eric
8
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School of Economics and Management, University of Aarhus
49
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
12
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
11
Center for Financial Studies
10
HAL
10
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
9
Schweizerische Nationalbank (SNB)
9
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
9
C.E.P.R. Discussion Papers
8
Duke University, Department of Economics
8
Graduate School of Economics, Osaka University
8
School of Economics and Political Science, Universität St. Gallen
7
Department of Economics, Oxford University
6
European Central Bank
6
Université Paris-Dauphine (Paris IX)
6
Society for Computational Economics - SCE
5
Tinbergen Instituut
5
EconWPA
4
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
4
Tinbergen Institute
4
Banco de México
3
CESifo
3
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
3
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
3
Department of Economics, University of Pennsylvania
3
Dipartimento di Economia, Università Ca' Foscari Venezia
3
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
3
Econometric Society
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
3
Institute of Economic Research, Hitotsubashi University
3
Bank for International Settlements (BIS)
2
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Department of Economics, European University Institute
2
Department of Economics, University of California-San Diego (UCSD)
2
Deutsche Bank Research
2
Deutsche Bundesbank
2
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
2
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
2
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Journal of econometrics
52
CREATES Research Papers
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Physica A: Statistical Mechanics and its Applications
17
Journal of financial econometrics
16
Economic modelling
15
Journal of international financial markets, institutions & money
15
Quantitative finance
15
Finance research letters
12
Journal of forecasting
12
MPRA Paper
12
CFS Working Paper Series
11
CIRANO Working Papers
11
Econometrics
11
Journal of Risk and Financial Management
11
Journal of empirical finance
11
SFB 649 Discussion Paper
11
Economics letters
10
International review of financial analysis
10
Journal of risk and financial management : JRFM
10
Applied economics letters
9
CORE Discussion Papers
9
Discussion paper / Tinbergen Institute
9
Econometrics : open access journal
9
International review of economics & finance : IREF
9
SFB 649 Discussion Papers
9
The North American journal of economics and finance : a journal of financial economics studies
9
Tinbergen Institute Discussion Papers
9
Working Paper
9
Working Papers / Schweizerische Nationalbank (SNB)
9
CEPR Discussion Papers
8
CFS Working Paper
8
Discussion Papers in Economics and Business
8
Energy economics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Research in international business and finance
8
Tinbergen Institute Discussion Paper
8
Working Papers / Duke University, Department of Economics
8
CESifo Working Paper
7
ECB Working Paper
7
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Source
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ECONIS (ZBW)
660
RePEc
456
EconStor
146
Other ZBW resources
8
BASE
6
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181
Drawdown risk measures for asset portfolios with
high
frequency
data
Masala, Giovanni
;
Petroni, Filippo
- In:
Annals of finance
19
(
2023
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10014326787
Saved in:
182
Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
Dai, Zhifeng
;
Zhu, Haoyang
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 421-450
Persistent link: https://www.econbiz.de/10014246725
Saved in:
183
Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information
Lang, Qiaoqi
;
Wang, Jiqian
;
Ma, Feng
;
Huang, Dengshi
; …
- In:
China finance review international
13
(
2023
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10014312401
Saved in:
184
Predicting energy futures high-frequency volatility using technical indicators : the role of interaction
Gong, Xue
;
Ye, Xin
;
Zhang, Weiguo
;
Zhang, Yue
- In:
Energy economics
119
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014280143
Saved in:
185
The short-run, dynamic employment effects of natural disasters : New insights from Puerto Rico
Barattieri, Alessandro
;
Borda, Patrice
;
Brugnoli, Alberto
; …
- In:
Ecological economics : the transdisciplinary journal of …
205
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014258892
Saved in:
186
Effects of geopolitical risks on gold market return dynamics : evidence from a nonparametric causality-in-quantiles approach
Huang, Jianbai
;
Li, Yingli
;
Suleman, Muhammad Tahir
; …
- In:
Defence and peace economics
34
(
2023
)
3
,
pp. 308-322
Persistent link: https://www.econbiz.de/10014292959
Saved in:
187
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
188
Connectedness between cryptocurrencies using
high-frequency
data
: a novel insight from the Silicon Valley Banks collapse
Ali, Shoaib
;
Moussa, Faten
;
Youssef, Manel
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014583389
Saved in:
189
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
190
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
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