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  • Search: subject:"Realized variation"
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Year of publication
Subject
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Realized variation 11 Volatility 11 Volatilität 11 Börsenkurs 9 Share price 9 realized variation 8 Capital income 6 Forecasting model 6 Kapitaleinkommen 6 Prognoseverfahren 6 Time series analysis 6 Zeitreihenanalyse 6 High-frequency data 5 Theorie 5 Theory 5 Estimation 4 Estimation theory 4 GARCH 4 Schätztheorie 4 Schätzung 4 ARCH model 3 ARCH-Modell 3 Bipower variation 3 DCS 3 Finite activity jumps 3 Market microstructure 3 Marktmikrostruktur 3 VaR 3 high frequency data 3 jumps 3 leverage effect 3 range estimator 3 volatility forecasting 3 Analysis of variance 2 Ankündigungseffekt 2 Announcement effect 2 Energy futures price 2 Handelsvolumen der Börse 2 Intraday jump statistics 2 Jump diffusion process 2
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Online availability
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Free 10 Undetermined 8
Type of publication
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Article 11 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 7 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4
Language
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English 17 Undetermined 4
Author
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Bollerslev, Tim 6 Bjursell, Johan 3 Bos, Charles S. 3 Lilla, Francesca 3 Medeiros, Marcelo C. 3 Patton, Andrew J. 3 Quaedvlieg, Rogier 3 Gentle, James E. 2 Hwang, Eunju 2 Janus, Pawel 2 Podolskij, Mark 2 Wang, George H. K. 2 Andersen, Torben G. 1 Christensen, Kim 1 Christensen, Kimberly 1 Huang, Xin 1 Janus, Paweł 1 Liu, Huifang 1 Liu, Yi 1 Oomen, Roel C. A. 1 Oomen, Roel C.A. 1 Palandri, Alessandro 1 Shin, Dong Wan 1 Shin, Dong-wan 1 Todorov, Viktor 1 Wang, George H.K. 1 Webb, Robert I. 1 Zhang, Lei 1
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Institution
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School of Economics and Management, University of Aarhus 2 Tinbergen Instituut 1
Published in...
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CREATES Research Papers 2 Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics 2 Asia-Pacific journal of financial studies 1 Discussion paper / Tinbergen Institute 1 Economic modelling 1 Economics Letters 1 Economics letters 1 Energy Economics 1 Energy economics 1 Journal of Financial Economics 1 Journal of banking & finance 1 Journal of econometrics 1 Journal of financial econometrics 1 Journal of financial economics 1 Quaderni - Working Paper DSE 1 Texto para discussão 1 Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1
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Source
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ECONIS (ZBW) 12 RePEc 6 EconStor 3
Showing 21 - 21 of 21
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Jumps and trading activity in interest rate futures markets : the response to macroeconomic announcements
Bjursell, Johan; Wang, George H. K.; Webb, Robert I. - In: Asia-Pacific journal of financial studies 42 (2013) 5, pp. 689-723
Persistent link: https://www.econbiz.de/10010249006
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