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~subject:"Realized volatility"
~subject:"Korrelation"
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Realized volatility
Korrelation
realized volatility
Volatilität
878
Volatility
875
Kapitaleinkommen
504
Capital income
501
Prognoseverfahren
473
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469
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408
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117
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116
Estimation theory
113
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101
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101
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100
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99
Forecasting
96
Realized variance
96
Realized Volatility
94
forecasting
90
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88
high-frequency data
84
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75
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75
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73
realized variance
73
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436
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623
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378
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McAleer, Michael
36
Bollerslev, Tim
30
Gupta, Rangan
27
Ma, Feng
26
Andersen, Torben G.
20
Diebold, Francis X.
18
Pierdzioch, Christian
18
Degiannakis, Stavros
16
Scharth, Marcel
16
Sévi, Benoît
16
Yu, Jun
16
Medeiros, Marcelo C.
15
Allen, David E.
14
Asai, Manabu
14
Christensen, Bent Jesper
13
Chevallier, Julien
12
Gribisch, Bastian
12
Nielsen, Morten Ørregaard
12
Cesa-Bianchi, Ambrogio
11
Clements, Adam
11
Gallo, Giampiero M.
11
Rebucci, Alessandro
11
Baruník, Jozef
10
Bauwens, Luc
10
Bonato, Matteo
10
Hounyo, Ulrich
10
Liao, Yin
10
Meddahi, Nour
10
Otranto, Edoardo
10
Pesaran, M. Hashem
10
Storti, Giuseppe
10
Barunik, Jozef
9
Caporin, Massimiliano
9
Gillas, Konstantinos Gkillas
9
Liang, Chao
9
Liesenfeld, Roman
9
Martens, Martin
9
Patton, Andrew J.
9
Wei, Yu
9
Christiansen, Charlotte
8
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School of Economics and Management, University of Aarhus
29
National Centre for Econometric Research (NCER)
9
Center for Financial Studies
6
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Department of Economics and Finance, College of Business and Economics
6
Economics Department, Queen's University
6
School of Economics, Singapore Management University
6
Cowles Foundation for Research in Economics, Yale University
5
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
5
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
5
Institute of Economic Research, Hitotsubashi University
5
Université Paris-Dauphine (Paris IX)
5
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
5
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
4
Department of Economics, University of Peloponnese
4
Department of Economics, University of Pennsylvania
4
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
4
Duke University, Department of Economics
4
Econometric Society
4
Erasmus University Rotterdam, Econometric Institute
4
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
4
Schweizerische Nationalbank (SNB)
4
Tinbergen Instituut
4
Department of Economics, Rutgers University-New Brunswick
3
East Asian Bureau of Economic Research (EABER)
3
Institute of Economic Research, Kyoto University
3
Université Paris-Dauphine
3
Agricultural and Applied Economics Association - AAEA
2
C.E.P.R. Discussion Papers
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Department of Economics, European University Institute
2
Département de Sciences Économiques, Université de Montréal
2
EconWPA
2
Ehrvervøkonomisk Institut, Institut for Økonomi
2
European Central Bank
2
HAL
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
2
Institut ekonomických studií, Univerzita Karlova v Praze
2
International Centre for Economic Research (ICER)
2
London School of Economics (LSE)
2
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CREATES Research Papers
29
Finance research letters
27
Journal of econometrics
24
International journal of forecasting
23
Journal of forecasting
21
International review of economics & finance : IREF
19
Journal of empirical finance
19
Energy economics
18
Journal of financial econometrics
18
Economic modelling
17
Applied economics letters
14
Discussion paper / Tinbergen Institute
14
Journal of Risk and Financial Management
14
Journal of banking & finance
13
Journal of risk and financial management : JRFM
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
11
Quantitative finance
11
International review of financial analysis
10
Economics letters
9
International journal of finance & economics : IJFE
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
NCER Working Paper Series
9
Physica A: Statistical Mechanics and its Applications
9
Econometric Reviews
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Research in international business and finance
8
Econometric reviews
7
CFS Working Paper Series
6
CIRANO Working Papers
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Queen's Economics Department Working Paper
6
Tinbergen Institute Discussion Papers
6
Working Papers / Economics Department, Queen's University
6
Working Papers / School of Economics, Singapore Management University
6
Working Papers in Economics
6
CORE discussion papers : DP
5
Cowles Foundation Discussion Papers
5
Department of Economics working paper series
5
Econometric Institute Research Papers
5
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ECONIS (ZBW)
580
RePEc
331
EconStor
83
BASE
8
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1
Financial stress and
realized
volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317311
Saved in:
2
Volatility spillover among Japanese sectors in response to COVID-19
Shigemoto, Hideto
;
Morimoto, Takayuki
- In:
Journal of Risk and Financial Management
15
(
2022
)
10
,
pp. 1-21
Japanese stock market are mainly driven by negative
realized
semivariance. These results are useful for asset allocation and …
Persistent link: https://www.econbiz.de/10014332679
Saved in:
3
Volatility spillover among Japanese sectors in response to COVID-19
Shigemoto, Hideto
;
Morimoto, Takayuki
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
10
,
pp. 1-21
Japanese stock market are mainly driven by negative
realized
semivariance. These results are useful for asset allocation and …
Persistent link: https://www.econbiz.de/10013471003
Saved in:
4
Business applications and state-level stock market
realized
volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
5
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
Saved in:
6
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
Saved in:
7
A hybrid model for forecasting
realized
volatility based on heterogeneous autoregressive model and support vector regression
Zhuo, Yue
;
Morimoto, Takayuki
- In:
Risks : open access journal
12
(
2024
)
1
,
pp. 1-16
vector regression (SVR) model to forecast
realized
volatility (RV). The first model is a residual-type model, where the RV is …
Persistent link: https://www.econbiz.de/10014480965
Saved in:
8
Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
-
2024
Persistent link: https://www.econbiz.de/10014521306
Saved in:
9
Volatility forecasting with machine learning and intraday commonality
Zhang, Chao
;
Zhang, Yihuang
;
Cucuringu, Mihai
;
Qian, …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
10
A new measure of
realized
volatility : inertial and reverse
realized
semivariance
Luo, Xin
;
Tao, Yunqing
;
Zou, Kai
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013459886
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