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Search: subject:"Realized Volatility."
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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
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Free
539
Undetermined
486
CC license
25
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Article
678
Book / Working Paper
465
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1
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Article in journal
511
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511
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178
Graue Literatur
98
Non-commercial literature
98
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96
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26
Conference paper
5
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5
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4
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4
research-article
4
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2
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2
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English
842
Undetermined
296
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3
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2
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1
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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
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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
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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
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Source
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ECONIS (ZBW)
617
RePEc
407
EconStor
108
BASE
8
Other ZBW resources
4
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301
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310
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301
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Saved in:
302
A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
Saved in:
303
Dimensionality reduction in forecasting with temporal hierarchies
Nystrup, Peter
;
Lindström, Erik
;
Møller, Jan K.
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1127-1146
Persistent link: https://www.econbiz.de/10012794823
Saved in:
304
Impacts of asymmetry on forecasting
realized
volatility
in Japanese stock markets
Maki, Daiki
;
Ota, Yasushi
- In:
Economic modelling
101
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012796559
Saved in:
305
A note on investor happiness and the predictability of
realized
volatility
of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
306
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
307
Stock market volatility and jumps in times of uncertainty
Megaritis, Anastasios
;
Vlastakis, Nikolaos
; …
- In:
Journal of international money and finance
113
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012798473
Saved in:
308
The information content of Chinese volatility index for volatility forecasting
Li, Zhe
;
Zhang, Wei-guo
;
Zhang, Yue
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 365-372
Persistent link: https://www.econbiz.de/10012484999
Saved in:
309
Political uncertainty,
realized
volatility
, and jumps in the Chinese stock market
Jiang, Yanhui
;
Liu, Liang
;
Hong, Yun
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 518-522
Persistent link: https://www.econbiz.de/10012485065
Saved in:
310
Forecasting
realized
volatility
of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
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