//--> //--> //--> //-->
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:"Realized Volatility."
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatilität
632
Volatility
623
Realized volatility
522
realized volatility
424
Prognoseverfahren
342
Forecasting model
340
ARCH-Modell
260
ARCH model
259
Zeitreihenanalyse
259
Time series analysis
247
Kapitaleinkommen
237
Capital income
235
Schätzung
233
Estimation
225
Theorie
201
Theory
184
Börsenkurs
158
Share price
149
Stock market
137
Aktienmarkt
136
Welt
99
World
98
Realized Volatility
96
Stochastischer Prozess
81
Stochastic process
79
forecasting
69
Forecast
66
Prognose
66
Schätztheorie
65
Estimation theory
63
Finanzmarkt
63
Forecasting
63
Financial market
60
Oil price
50
Ölpreis
50
volatility forecasting
47
Volatility forecasting
46
Wechselkurs
46
high-frequency data
45
Exchange rate
44
more ...
less ...
Online availability
All
Free
539
Undetermined
486
CC license
25
Type of publication
All
Article
678
Book / Working Paper
465
Other
1
Type of publication (narrower categories)
All
Article in journal
511
Aufsatz in Zeitschrift
511
Working Paper
178
Graue Literatur
98
Non-commercial literature
98
Arbeitspapier
96
Article
26
Conference paper
5
Konferenzbeitrag
5
Aufsatz im Buch
4
Book section
4
research-article
4
Hochschulschrift
2
Thesis
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
842
Undetermined
296
Italian
3
French
2
Portuguese
1
Author
All
McAleer, Michael
44
Gupta, Rangan
41
Ma, Feng
30
Bollerslev, Tim
29
Pierdzioch, Christian
27
Andersen, Torben G.
22
Sévi, Benoît
22
Chevallier, Julien
20
Degiannakis, Stavros
20
Diebold, Francis X.
20
Asai, Manabu
18
Scharth, Marcel
16
Yu, Jun
16
Allen, David E.
14
Caporin, Massimiliano
14
Christensen, Bent Jesper
14
Gallo, Giampiero M.
14
Medeiros, Marcelo C.
14
Audrino, Francesco
12
Nielsen, Morten Ørregaard
12
Bonato, Matteo
11
Cesa-Bianchi, Ambrogio
11
Clements, Adam
11
Corradi, Valentina
11
Liang, Chao
11
Rebucci, Alessandro
11
Swanson, Norman R.
11
Zhang, Yaojie
11
Distaso, Walter
10
Ji, Qiang
10
Leschinski, Christian
10
Liao, Yin
10
Luo, Jiawen
10
Meddahi, Nour
10
Pesaran, M. Hashem
10
Wei, Yu
10
Barunik, Jozef
9
Baruník, Jozef
9
Corsi, Fulvio
9
Hounyo, Ulrich
9
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
38
Center for Financial Studies
9
National Centre for Econometric Research (NCER)
9
Department of Economics and Finance, College of Business and Economics
7
Department of Economics, Rutgers University-New Brunswick
7
Institute of Economic Research, Hitotsubashi University
7
Université Paris-Dauphine (Paris IX)
7
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
6
Economics Department, Queen's University
6
School of Economics, Singapore Management University
6
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
6
Cowles Foundation for Research in Economics, Yale University
5
Econometric Society
5
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
5
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
5
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
5
School of Economics and Political Science, Universität St. Gallen
5
Tinbergen Instituut
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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
Duke University, Department of Economics
4
Erasmus University Rotterdam, Econometric Institute
4
HAL
4
Schweizerische Nationalbank (SNB)
4
Department of Econometrics and Business Statistics, Monash Business School
3
Department of Economics, Oxford University
3
East Asian Bureau of Economic Research (EABER)
3
EconWPA
3
Institute of Economic Research, Kyoto University
3
Society for Computational Economics - SCE
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
2
more ...
less ...
Published in...
All
CREATES Research Papers
36
Finance research letters
32
Energy economics
25
Journal of forecasting
25
International journal of forecasting
24
International review of economics & finance : IREF
20
Journal of econometrics
18
Journal of empirical finance
18
The North American journal of economics and finance : a journal of financial economics studies
17
Economic modelling
15
International review of financial analysis
15
Journal of Risk and Financial Management
14
Applied economics letters
13
Journal of risk and financial management : JRFM
13
Applied economics
12
Journal of financial econometrics
12
Department of Economics working paper series
11
Physica A: Statistical Mechanics and its Applications
10
Quantitative finance
10
Research in international business and finance
10
Working Paper
10
CFS Working Paper Series
9
Econometric Reviews
9
Economics letters
9
International journal of finance & economics : IJFE
9
Journal of banking & finance
9
NCER Working Paper Series
9
Discussion paper / Tinbergen Institute
8
Tinbergen Institute Discussion Paper
8
Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick
7
Econometric reviews
7
Economics Papers from University Paris Dauphine
7
Tinbergen Institute Discussion Papers
7
Working Papers in Economics
7
CIRANO Working Papers
6
Econometrics
6
Econometrics Working Papers Archive
6
Global COE Hi-Stat Discussion Paper Series
6
Global finance journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
more ...
less ...
Source
All
ECONIS (ZBW)
617
RePEc
407
EconStor
108
BASE
8
Other ZBW resources
4
Showing
221
-
230
of
1,144
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
221
Forecasting
realized
volatility
of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
222
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
223
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
224
The effect of short selling on volatility and jumps
Ho, Glenn Kit Foong
;
Sirimon Treepongkaruna
;
Wee, Marvin
; …
- In:
Australian journal of management
47
(
2022
)
1
,
pp. 34-52
Persistent link: https://www.econbiz.de/10012801592
Saved in:
225
Overnight volatility,
realized
volatility
, and option pricing
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1264-1283
Persistent link: https://www.econbiz.de/10013287956
Saved in:
226
How does the entropy function explain the distribution of high-frequency data?
Moriya, Hiroyuki
- In:
Digital Designs for Money, Markets, and Social Dilemmas
,
(pp. 363-383)
.
2022
Persistent link: https://www.econbiz.de/10013363391
Saved in:
227
Investor sentiment and stock volatility : new evidence
Gong, Xue
;
Zhang, Weiguo
;
Wang, Junbo
;
Wang, Chao
- In:
International review of financial analysis
80
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013366314
Saved in:
228
Improving the accuracy of tail risk forecasting models by combining several
realized
volatility
estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
229
Forecasting
realized
volatility
of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
230
Market regime detection via realized covariances
Bucci, Andrea
;
Ciciretti, Vito
- In:
Economic modelling
111
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013349063
Saved in:
First
Prev
18
19
20
21
22
23
24
25
26
27
28
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->