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Search: subject:"Realized"
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Subject
All
Volatilität
873
Volatility
870
Kapitaleinkommen
500
Capital income
497
Realized volatility
484
Prognoseverfahren
471
Forecasting model
467
realized volatility
410
Schätzung
407
Estimation
398
Zeitreihenanalyse
392
Time series analysis
376
Theorie
331
ARCH-Modell
327
ARCH model
325
Theory
308
Börsenkurs
254
Share price
242
Aktienmarkt
178
Stock market
174
Korrelation
125
Correlation
123
Varianzanalyse
123
Schätztheorie
117
Analysis of variance
116
Estimation theory
113
Stochastischer Prozess
101
Welt
101
World
100
Stochastic process
99
Forecasting
96
Realized variance
96
Realized Volatility
94
forecasting
90
High-frequency data
87
high-frequency data
84
Portfolio-Management
75
Market microstructure
73
Portfolio selection
73
Statistische Verteilung
72
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Free
874
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801
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Article
1,111
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766
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3
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851
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851
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319
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179
Graue Literatur
179
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179
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44
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8
Book section
8
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7
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7
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6
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5
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2
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2
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2
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1
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1
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1
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English
1,401
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470
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4
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3
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1
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1
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All
McAleer, Michael
66
Gupta, Rangan
52
Bollerslev, Tim
45
Ma, Feng
36
Asai, Manabu
35
Pierdzioch, Christian
33
Andersen, Torben G.
26
Sévi, Benoît
24
Medeiros, Marcelo C.
23
Chevallier, Julien
22
Bonato, Matteo
21
Caporin, Massimiliano
21
Diebold, Francis X.
21
Degiannakis, Stavros
20
Audrino, Francesco
17
Barunik, Jozef
17
Watanabe, Toshiaki
17
Yu, Jun
17
Christensen, Bent Jesper
16
Patton, Andrew J.
16
Scharth, Marcel
16
Allen, David E.
15
Baruník, Jozef
15
Chang, Chia-Lin
15
Corsi, Fulvio
15
Gillas, Konstantinos Gkillas
15
Gribisch, Bastian
15
Meddahi, Nour
15
Nielsen, Morten Ørregaard
15
Nonejad, Nima
15
Opschoor, Anne
15
Rossi, Eduardo
15
Gallo, Giampiero M.
14
Hautsch, Nikolaus
14
Liao, Yin
14
Lucas, André
14
Lunde, Asger
14
Voev, Valeri
14
Zhang, Yaojie
14
Christiansen, Charlotte
13
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School of Economics and Management, University of Aarhus
64
Institute of Economic Research, Hitotsubashi University
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
School of Economics and Political Science, Universität St. Gallen
12
Center for Financial Studies
11
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
9
National Centre for Econometric Research (NCER)
9
Tinbergen Instituut
9
Department of Economics and Finance, College of Business and Economics
8
Econometric Society
8
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
8
Department of Economics, Rutgers University-New Brunswick
7
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
7
Duke University, Department of Economics
7
Economics Department, Queen's University
7
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
7
Université Paris-Dauphine (Paris IX)
7
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
7
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
6
Department of Economics, Oxford University
6
School of Economics, Singapore Management University
6
Cowles Foundation for Research in Economics, Yale University
5
Department of Economics, University of Peloponnese
5
Erasmus University Rotterdam, Econometric Institute
5
HAL
5
Institute of Economic Research, Kyoto University
5
International Centre for Economic Research (ICER)
5
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
4
Department of Econometrics and Business Statistics, Monash Business School
4
Department of Economics, European University Institute
4
Department of Economics, University of Pennsylvania
4
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
4
East Asian Bureau of Economic Research (EABER)
4
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
4
Schweizerische Nationalbank (SNB)
4
Agricultural and Applied Economics Association - AAEA
3
C.E.P.R. Discussion Papers
3
Département de Sciences Économiques, Université de Montréal
3
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CREATES Research Papers
62
Finance research letters
50
International journal of forecasting
39
Journal of econometrics
39
International review of economics & finance : IREF
30
Journal of forecasting
29
Energy economics
28
Economic modelling
26
Journal of financial econometrics
24
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of banking & finance
23
Journal of empirical finance
23
Discussion paper / Tinbergen Institute
22
International review of financial analysis
22
Tinbergen Institute Discussion Paper
20
Journal of Risk and Financial Management
19
Journal of risk and financial management : JRFM
18
Applied economics
17
Applied economics letters
17
Quantitative finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Department of Economics working paper series
13
Economics letters
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
CIRANO Working Papers
12
Econometric reviews
12
Global COE Hi-Stat Discussion Paper Series
12
Working Paper
12
CFS Working Paper Series
11
Econometric Reviews
11
Physica A: Statistical Mechanics and its Applications
11
Tinbergen Institute Discussion Papers
11
International journal of finance & economics : IJFE
10
MPRA Paper
10
Econometrics
9
Econometrics : open access journal
9
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
9
IES Working Paper
9
IES working paper
9
Journal of international money and finance
9
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Source
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ECONIS (ZBW)
1,049
RePEc
630
EconStor
184
BASE
16
Other ZBW resources
1
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91
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100
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1,880
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Date (oldest first)
91
Singlehanded or joint race? : stock market volatility prediction
Lu, Xinjie
;
Ma, Feng
;
Wang, Jianqiong
;
Dong, Dayong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 734-754
Persistent link: https://www.econbiz.de/10013342735
Saved in:
92
Forecasting
realized
volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
93
Weighted least squares
realized
covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
94
Modeling and forecasting
realized
portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461907
Saved in:
95
A two-component
realized
exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
96
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts
Hu, Junjie
;
Kuo, Weiyu
;
Härdle, Wolfgang Karl
-
2019
risk characteristics for Bitcoin are analyzed from a
realized
volatility dynamics view. The
realized
variance RV is …
Persistent link: https://www.econbiz.de/10012433238
Saved in:
97
A study on volatility spurious almost integration effect : a threshold
realized
GARCH approach
Xu, Dinghai
-
2019
Persistent link: https://www.econbiz.de/10012137575
Saved in:
98
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
99
Realized
volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
100
Liquidity and
realized
volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
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