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~subject:"Realized volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Realized volatility
Volatility
33
Volatilität
33
Capital income
22
Kapitaleinkommen
22
Time series analysis
20
Zeitreihenanalyse
20
Forecasting model
19
Prognoseverfahren
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Realized variance
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Nichtparametrisches Verfahren
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4
Risikomaß
4
Risk measure
4
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4
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18
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Gupta, Rangan
3
Pierdzioch, Christian
2
Wohar, Mark E.
2
Zhang, Yaojie
2
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1
Candido, Osvaldo
1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Finance research letters
24
International journal of forecasting
22
Energy economics
18
International review of economics & finance : IREF
17
Journal of econometrics
17
Economic modelling
14
Journal of empirical finance
14
CREATES Research Papers
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Economics letters
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International review of financial analysis
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Physica A: Statistical Mechanics and its Applications
9
Econometric Reviews
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Journal of banking & finance
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Research in international business and finance
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Applied economics letters
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Cowles Foundation Discussion Papers
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Department of Economics working paper series
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Economics Letters
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Energy Economics
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Global finance journal
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Journal of Empirical Finance
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NCER Working Paper Series
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China finance review international
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Computational Statistics & Data Analysis
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Economic Modelling
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Economics Papers from University Paris Dauphine
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of Asian economics
4
Journal of Banking & Finance
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Journal of international money and finance
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Review of quantitative finance and accounting
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Tinbergen Institute Discussion Papers
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Working Papers in Economics
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ECONIS (ZBW)
18
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Date (oldest first)
1
Forecasting the
realized
volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
2
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
3
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
4
Multivariate stochastic volatility model with
realized
volatilities and pairwise
realized
correlations
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 839-855
Persistent link: https://www.econbiz.de/10012313374
Saved in:
5
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
6
Out-of-sample prediction of Bitcoin
realized
volatility : do other cryptocurrencies help?
Yi, Yongsheng
;
He, Mengxi
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013534118
Saved in:
7
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
8
Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng
;
Chang, Xiaoming
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
Saved in:
9
Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization
Yang, Kun
;
Wei, Yu
;
Li, Shouwei
;
He, Jianmin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012660132
Saved in:
10
A stochastic volatility model with
realized
measures for option pricing
Bormetti, Giacomo
;
Casarin, Roberto
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 856-871
Persistent link: https://www.econbiz.de/10012313375
Saved in:
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