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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
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486
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25
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Article
678
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465
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1
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511
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178
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26
Conference paper
5
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5
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English
842
Undetermined
296
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3
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2
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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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ECONIS (ZBW)
617
RePEc
407
EconStor
108
BASE
8
Other ZBW resources
4
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71
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71
Option valuation via nonaffine dynamics with
realized
volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
72
Evaluation of volatility spillovers for asymmetric realized covariance
Maki, Daiki
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014581009
Saved in:
73
Exploring the impact of oil security attention on oil volatility : a new perspective
Wang, Lu
;
Li, Shan
;
Liang, Chao
- In:
International finance : the only journal bridging the …
27
(
2024
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10014532201
Saved in:
74
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
75
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
76
Do shortages forecast aggregate and sectoral U.S. stock market realized variance? : evidence from a century of data
Bonato, Matteo
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015126965
Saved in:
77
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
78
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:
79
Machine-learning stock market volatility : predictability, drivers, and economic value
Díaz, Juan
;
Hansen, Erwin
;
Cabrera, Gabriel
- In:
International review of financial analysis
94
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014544073
Saved in:
80
Stabilizing global foreign exchange markets in the time of COVID-19 : the role of vaccinations
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
;
Li, Xiao-Ming
- In:
Global finance journal
59
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014545145
Saved in:
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