Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"High-frequency volatility models"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Estimation
2
High-frequency volatility models
2
Schätzung
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Estimation theory
1
Forecast
1
Forecasting evaluation
1
Forecasting model
1
Functional QMLE
1
Functional time series
1
Intraday returns
1
Prognose
1
Prognoseverfahren
1
Schätztheorie
1
Signed jump variation
1
Stationarity of functional GARCH
1
Stochastic process
1
Stochastischer Prozess
1
Volatility forecasting
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Cerovecki, Clément
1
Chen, Wang
1
Francq, Christian
1
He, Feng
1
Hörmann, Siegfried
1
Ma, Feng
1
Wei, Yu
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
2
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
