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Search: subject:"Realized Volatility."
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Subject
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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
Other
1
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Article in journal
511
Aufsatz in Zeitschrift
511
Working Paper
178
Graue Literatur
98
Non-commercial literature
98
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96
Article
26
Conference paper
5
Konferenzbeitrag
5
Aufsatz im Buch
4
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4
research-article
4
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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
842
Undetermined
296
Italian
3
French
2
Portuguese
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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Institution
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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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Published in...
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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
All
ECONIS (ZBW)
617
RePEc
407
EconStor
108
BASE
8
Other ZBW resources
4
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391
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400
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391
A lesson from the four recent large public Japanese FX interventions
Kitamura, Yoshihiro
- In:
Journal of the Japanese and international economies : …
57
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012800623
Saved in:
392
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
393
Forecasting the aggregate stock market volatility in a data-rich world
Liu, Li
;
Ma, Feng
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Applied economics
52
(
2020
)
32
,
pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945
Saved in:
394
Dynamic principal component CAW models for high-dimensional realized covariance matrices
Gribisch, Bastian
;
Stollenwerk, Michael
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 799-821
Persistent link: https://www.econbiz.de/10012262622
Saved in:
395
A jump and smile ride : jump and variance risk premia in option pricing
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 121-157
Persistent link: https://www.econbiz.de/10012180409
Saved in:
396
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
397
A forecast comparison of volatility models using
realized
volatility
: evidence from the Bitcoin market
Hattori, Takahiro
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 591-595
Persistent link: https://www.econbiz.de/10012205740
Saved in:
398
What drives U.S. financial sector volatility? : A Bayesian model averaging perspective
Gernát, Peter
;
Košťálová, Zuzana
;
Lyócsa, Štefan
- In:
Research in international business and finance
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208218
Saved in:
399
Dependent microstructure noise and integrated volatility estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 536-558
Persistent link: https://www.econbiz.de/10012439499
Saved in:
400
Volatility forecasting : the role of internet search activity and implied volatility
Basistha, Arabinda
;
Kurov, Alexander
;
Halova Wolfe, Marketa
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 35-63
Persistent link: https://www.econbiz.de/10014335915
Saved in:
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