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Search: subject:"Realized kernel"
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Subject
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Volatility
22
Volatilität
19
Zeitreihenanalyse
13
Schätztheorie
12
realized kernel
12
Time series analysis
11
Estimation theory
10
Varianzanalyse
10
ARCH model
9
ARCH-Modell
9
Capital income
9
Kapitaleinkommen
9
Schätzung
9
Theorie
9
Analysis of variance
8
Korrelation
8
Prognoseverfahren
8
Realized Kernel
8
Realized kernel
8
Estimation
7
Portfolio-Management
7
Correlation
6
Forecasting model
6
Realized GARCH
6
blocked realized kernel
6
covariance prediction
6
portfolio optimization
6
regularization
6
spectral decomposition
6
Core
5
Portfolio selection
5
Risikomaß
5
Risk measure
5
Theory
5
Value-at-Risk
5
Forecasting
4
Market microstructure
4
Marktmikrostruktur
4
Noise Trading
4
Noise trading
4
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Free
24
Undetermined
15
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Book / Working Paper
23
Article
20
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Article in journal
16
Aufsatz in Zeitschrift
16
Working Paper
13
Arbeitspapier
6
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6
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English
32
Undetermined
11
Author
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Hautsch, Nikolaus
12
Kyj, Lada M.
10
Malec, Peter
8
Lunde, Asger
4
Sharma, Prateek
4
Sheppard, Kevin
4
Xu, Dinghai
4
Lucas, André
3
Opschoor, Anne
3
Wirjanto, Tony S.
3
Wu, Xinyu
3
Asai, Manabu
2
Carrasco, Marine
2
Kotchoni, Rachidi
2
Kyj, Lada. M.
2
McAleer, Michael
2
Ning, Cathy Q.
2
Oomen, Roel C.A.
2
Paul, Samit
2
Sharma, Swati
2
Xu, Wen
2
Borup, Daniel
1
Brix, Anne Floor
1
Brownlees, Christian
1
Griffin, Jim
1
Hansen, Peter R.
1
Hong, Seok Young
1
Huang, Zhuo
1
Ikeda, Shin S.
1
Jakobsen, Johan S.
1
Linton, Oliver
1
Liu, Hao
1
Liu, Jia
1
Maheu, John M.
1
Ning, Cathy
1
Nualart, Eulalia
1
Olesen, Kasper V.
1
Park, Sujin
1
Shephard, Neil G.
1
Sun, Yucheng
1
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School of Economics and Management, University of Aarhus
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Center for Financial Studies
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Department of Economics, Oxford University
1
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CREATES Research Papers
3
SFB 649 Discussion Paper
3
SFB 649 Discussion Papers
3
CFS Working Paper
2
CFS Working Paper Series
2
Discussion paper / Tinbergen Institute
2
Economics Bulletin
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Tinbergen Institute Discussion Paper
2
Applied economics letters
1
CIRANO Working Papers
1
Department of Economics discussion paper series / University of Oxford
1
Econometric reviews
1
Economic modelling
1
Economics Series Working Papers / Department of Economics, Oxford University
1
Finance research letters
1
International journal of forecasting
1
Journal of Banking & Finance
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of risk
1
Quantitative finance
1
SFB 649 discussion paper
1
Studies in Economics and Finance
1
Studies in economics and finance
1
Waterloo economic series : working paper
1
Working papers / Ryerson University, Department of Economics
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ECONIS (ZBW)
22
RePEc
13
EconStor
7
Other ZBW resources
1
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41
Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Journal of banking & finance
52
(
2015
),
pp. 62-76
Persistent link: https://www.econbiz.de/10011377303
Saved in:
42
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Malec, Peter
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
Saved in:
43
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
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