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  • Search: subject:"Realized Volatility."
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Year of publication
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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Online availability
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Free 539 Undetermined 486 CC license 25
Type of publication
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Article 678 Book / Working Paper 465 Other 1
Type of publication (narrower categories)
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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
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Language
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English 842 Undetermined 296 Italian 3 French 2 Portuguese 1
Author
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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
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ECONIS (ZBW) 617 RePEc 407 EconStor 108 BASE 8 Other ZBW resources 4
Showing 1 - 10 of 1,144
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Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - 2025
Persistent link: https://www.econbiz.de/10015359814
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A long short-term memory enhanced realized conditional heteroskedasticity model
Wang, Chao; Minh-Ngoc Tran; Kohn, Robert - In: Economic modelling 142 (2025), pp. 1-10
Persistent link: https://www.econbiz.de/10015192384
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Does natural gas volatility affect Bitcoin volatility? : evidence from the HAR-RV model
Omura, Akihiro; Cheung, Adrian Wai Kong; Su, Jen-je - In: Applied economics 56 (2024) 4, pp. 414-425
Persistent link: https://www.econbiz.de/10014440071
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Multivariate rough volatility
Dugo, Ranieri; Giorgio, Giacomo; Pigato, Paolo - 2024
Persistent link: https://www.econbiz.de/10015326256
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Forecasting stock market realized volatility using random forest and artificial neural network in South Africa
Diane, Lamine; Brijlal, Pradeep - In: International journal of economics and financial issues … 14 (2024) 2, pp. 5-14
Persistent link: https://www.econbiz.de/10014581568
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HARd to beat : the overlooked impact of rolling windows in the era of machine learning
Audrino, Francesco; Chassot, Jonathan - 2024
Persistent link: https://www.econbiz.de/10015130715
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The risk-return tradeoff among equity factors
Barroso, Pedro; Maio, Paulo - In: Journal of empirical finance 78 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015132822
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Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 43 (2024) 2, pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
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A hybrid model for forecasting realized volatility based on heterogeneous autoregressive model and support vector regression
Zhuo, Yue; Morimoto, Takayuki - In: Risks : open access journal 12 (2024) 1, pp. 1-16
vector regression (SVR) model to forecast realized volatility (RV). The first model is a residual-type model, where the RV is …
Persistent link: https://www.econbiz.de/10014480965
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A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Quantitative finance 24 (2024) 5, pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
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