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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
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259
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259
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225
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201
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184
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158
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149
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137
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136
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99
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98
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96
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81
Stochastic process
79
forecasting
69
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66
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66
Schätztheorie
65
Estimation theory
63
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63
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63
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60
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50
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50
volatility forecasting
47
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46
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46
high-frequency data
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539
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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
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9
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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
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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
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5
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5
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5
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5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
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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
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4
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4
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3
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3
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EconWPA
3
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3
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3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Université Paris-Dauphine
3
Agricultural and Applied Economics Association - AAEA
2
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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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81
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90
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81
Scenario generation for financial data with a machine learning approach based on
realized
volatility
and copulas
Mesquita, Caio Mário
;
Valle, Cristiano Arbex
;
Pereira, …
- In:
Computational economics
63
(
2024
)
5
,
pp. 1879-1919
Persistent link: https://www.econbiz.de/10014550838
Saved in:
82
On forecasting
realized
volatility
for bitcoin based on deep learning PSO-GRU model
Tang, Xiaolong
;
Song, Yuping
;
Jiao, Xingrui
;
Sun, Yankun
- In:
Computational economics
63
(
2024
)
5
,
pp. 2011-2033
Persistent link: https://www.econbiz.de/10014550858
Saved in:
83
Realized
volatility
, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
84
Liquidity and
realized
volatility
prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
85
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
86
Periodicity in cryptocurrency volatility and liquidity
Hansen, Peter Reinhard
;
Kim, Chan
;
Kimbrough, Wade
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 224-251
Persistent link: https://www.econbiz.de/10014526315
Saved in:
87
Doubly multiplicative error models with long- and short-run components
Amendola, Adalgiso
;
Candila, V.
;
Cipollini, F.
;
Gallo, …
- In:
Socio-economic planning sciences : the international …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014528556
Saved in:
88
Asymmetric effect of trading volume on
realized
volatility
Maki, Daiki
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582773
Saved in:
89
Harnessing volatility cascades with ensemble learning
Cheng, Mingmian
- In:
Journal of forecasting
43
(
2024
)
8
,
pp. 2954-2981
Persistent link: https://www.econbiz.de/10015110591
Saved in:
90
Volatility or higher moments : which is more important in return density forecasts of stochastic volatility model?
Li, Chenxing
;
Zhang, Zehua
;
Zhao, Ran
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015062448
Saved in:
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