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~subject:"Realized volatility"
~type_genre:"Graue Literatur"
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Realized volatility
Volatility
135
Volatilität
135
Capital income
88
Kapitaleinkommen
88
Forecasting model
77
Prognoseverfahren
77
Time series analysis
76
Zeitreihenanalyse
76
Theorie
68
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68
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62
Schätzung
62
realized volatility
39
Börsenkurs
38
Share price
38
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31
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31
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31
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31
Analysis of variance
25
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25
Estimation theory
21
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18
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18
Portfolio selection
17
Portfolio-Management
17
Stochastic process
17
Stochastischer Prozess
17
Welt
17
World
17
Forecasting
15
Realized Volatility
15
high-frequency data
12
Capital market returns
10
Kapitalmarktrendite
10
Modellierung
10
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10
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10
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Graue Literatur
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266
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Gupta, Rangan
5
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4
Bonato, Matteo
3
Shi, Shuping
3
Yu, Jun
3
Cesa-Bianchi, Ambrogio
2
Li, Jia
2
Pesaran, M. Hashem
2
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2
Rebucci, Alessandro
2
Ҫepni, Oğuzhan
2
Allen, David E.
1
Audrino, Francesco
1
Baillie, Richard
1
Barunik, Jozef
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Lux, Thomas
1
Ma, Chaoqun
1
Ma, Feng
1
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1
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1
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3
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1
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1
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1
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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
Stock market bubbles and the
realized
volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
3
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
Saved in:
4
Forecasting
realized
volatility in turbulent times using temporal fusion transformers
Frank, Johannes
-
2023
This paper analyzes the performance of temporal fusion transformers in forecasting
realized
volatilities of stocks …
Persistent link: https://www.econbiz.de/10013552533
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
6
Business applications and state-level stock market
realized
volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
7
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
8
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
9
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L.
-
2021
Persistent link: https://www.econbiz.de/10012940044
Saved in:
10
Forecasting the variability of stock index returns with the multifractal random walk model for
realized
volatilities
Sattarhoff, Cristina
;
Lux, Thomas
-
2021
We adapt the multifractal random walk model by Bacry et al. (2001) to
realized
volatilities (denoted RV-MRW) and take …
Persistent link: https://www.econbiz.de/10012672178
Saved in:
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