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:"Realised range"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Bayes-Statistik
1
Bayesian analysis
1
Bayesian inference
1
CARR model
1
Capital income
1
Estimation
1
Forecasting model
1
Generalised beta type II distribution
1
High-frequency data
1
Integrated variance
1
Kapitaleinkommen
1
Prognoseverfahren
1
Quadratic variation
1
Realised multipower variation
1
Realised range
1
Realised range-basedmultipower variation
1
Return model
1
Risikomaß
1
Risk measure
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Tail conditional VaR
1
Theorie
1
Theory
1
VAR model
1
VAR-Modell
1
VaR
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Chan, Jennifer So-Kuen
1
Christensen, Kim
1
Kok Haur Ng
1
Podolskij, Mark
1
Ragell, Rachel
1
Institution
All
School of Economics and Management, University of Aarhus
1
Published in...
All
CREATES Research Papers
1
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian return forecasts using
realised
range
and asymmetric CARR model with various distribution assumptions
Chan, Jennifer So-Kuen
;
Kok Haur Ng
;
Ragell, Rachel
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 188-212
Persistent link: https://www.econbiz.de/10012205409
Saved in:
2
Asymptotic theory of range-based multipower variation
Christensen, Kim
;
Podolskij, Mark
-
School of Economics and Management, University of Aarhus
-
2011
In this paper, we present a
realised
range
-based multipower variation theory, which can be used to estimate return …
Persistent link: https://www.econbiz.de/10009385750
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
