EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Realized Volatility."
Narrow search

Narrow search

Year of publication
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 281 - 290 of 1,144
Cover Image
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 222 (2021) 1,2, pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
Cover Image
Same firm, two volatilities : how variance risk is priced in credit and equity markets
Kita, Arben; Tortorice, Daniel L. - In: The journal of corporate finance : contracting, … 69 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012629725
Saved in:
Cover Image
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš; Lyócsa, Štefan - In: International review of economics & finance : IREF 71 (2021), pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
Saved in:
Cover Image
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie; Lucey, Brian M.; Saeed, Tareq; Vo Xuan Vinh - In: International review of economics & finance : IREF 73 (2021), pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
Cover Image
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio; Gallo, Giampiero M.; Otranto, Edoardo - In: International journal of forecasting 37 (2021) 1, pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
Cover Image
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue; Wang, Zongrun; Xie, Tian; Zhang, Xinyu - In: Journal of empirical finance 62 (2021), pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
Cover Image
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon - In: Quantitative finance 21 (2021) 11, pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
Cover Image
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza; Gupta, Rangan; Pierdzioch, Christian; … - In: Applied economics letters 28 (2021) 21, pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
Cover Image
News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F.; Hansen, Martin Klint; Karagozoglu, … - In: Journal of financial econometrics 19 (2021) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
Saved in:
Cover Image
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi; Lu, Jin; Pelletier, Denis - In: Journal of financial econometrics 19 (2021) 1, pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
  • First
  • Prev
  • 24
  • 25
  • 26
  • 27
  • 28
  • 29
  • 30
  • 31
  • 32
  • 33
  • 34
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...