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Search: subject:"Realized volatility"
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Subject
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realized volatility
283
Volatilität
185
Volatility
174
Realized volatility
137
Prognoseverfahren
89
Forecasting model
87
Zeitreihenanalyse
82
Theorie
80
Realized Volatility
75
Kapitaleinkommen
73
Capital income
71
Time series analysis
70
Schätzung
67
Theory
63
ARCH-Modell
59
Estimation
59
ARCH model
58
Börsenkurs
52
forecasting
44
Share price
43
volatility forecasting
37
high-frequency data
34
Aktienmarkt
29
Stock market
29
jumps
29
long memory
29
Welt
24
World
23
implied volatility
22
Forecasting
20
Stochastischer Prozess
20
integrated volatility
20
stochastic volatility
20
Finanzmarkt
19
GARCH
19
Schätztheorie
18
Stochastic process
18
Estimation theory
16
Financial market
16
HAR
16
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Online availability
All
Free
539
CC license
25
Type of publication
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Book / Working Paper
411
Article
127
Other
1
Type of publication (narrower categories)
All
Working Paper
171
Graue Literatur
91
Non-commercial literature
91
Arbeitspapier
89
Article in journal
75
Aufsatz in Zeitschrift
75
Article
26
Hochschulschrift
2
Thesis
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
Sammelwerk
1
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Language
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English
381
Undetermined
153
Italian
3
French
1
Portuguese
1
Author
All
McAleer, Michael
33
Bollerslev, Tim
23
Andersen, Torben G.
17
Sévi, Benoît
16
Asai, Manabu
15
Gupta, Rangan
15
Christensen, Bent Jesper
14
Diebold, Francis X.
14
Yu, Jun
14
Scharth, Marcel
13
Chevallier, Julien
12
Nielsen, Morten Ørregaard
12
Allen, David E.
11
Cesa-Bianchi, Ambrogio
11
Gallo, Giampiero M.
11
Medeiros, Marcelo C.
11
Pierdzioch, Christian
11
Rebucci, Alessandro
11
Pesaran, M. Hashem
10
Caporin, Massimiliano
9
Clements, Adam
9
Leschinski, Christian
9
Barunik, Jozef
8
Baruník, Jozef
8
Martens, Martin
8
Meddahi, Nour
8
Bonato, Matteo
7
Busch, Thomas
7
Corradi, Valentina
7
Hounyo, Ulrich
7
Otranto, Edoardo
7
Tauchen, George
7
Ślepaczuk, Robert
7
Dijk, Dick van
6
Dimpfl, Thomas
6
Distaso, Walter
6
Morimoto, Takayuki
6
Phillips, Peter C. B.
6
Pooter, Michiel de
6
Watanabe, Toshiaki
6
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Institution
All
School of Economics and Management, University of Aarhus
38
Center for Financial Studies
9
National Centre for Econometric Research (NCER)
9
Institute of Economic Research, Hitotsubashi University
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
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
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
East Asian Bureau of Economic Research (EABER)
3
Institute of Economic Research, Kyoto University
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Université Paris-Dauphine
3
Université Paris-Dauphine (Paris IX)
3
Agricultural and Applied Economics Association - AAEA
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
Département de Sciences Économiques, Université de Montréal
2
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
2
European Central Bank
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
2
Institut ekonomických studií, Univerzita Karlova v Praze
2
London School of Economics (LSE)
2
Tinbergen Institute
2
University of Toronto, Department of Economics
2
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Published in...
All
CREATES Research Papers
36
Journal of Risk and Financial Management
14
Journal of risk and financial management : JRFM
13
Working Paper
10
CFS Working Paper Series
9
NCER Working Paper Series
9
Department of Economics working paper series
8
Discussion paper / Tinbergen Institute
8
Tinbergen Institute Discussion Paper
8
Tinbergen Institute Discussion Papers
7
CIRANO Working Papers
6
Econometrics Working Papers Archive
6
Global COE Hi-Stat Discussion Paper Series
6
Queen's Economics Department Working Paper
6
Working Papers / Economics Department, Queen's University
6
Working Papers / School of Economics, Singapore Management University
6
Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
6
CFS Working Paper
5
Cowles Foundation Discussion Papers
5
Documentos de Trabajo del ICAE
5
Econometric Institute Research Papers
5
Econometrics
5
Econometrics : open access journal
5
Financial innovation : FIN
5
MPRA Paper
5
SFB 649 Discussion Paper
5
Texto para discussão
5
Working paper
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
Econometric Institute Report
4
Economics Working Paper
4
Hannover Economic Papers (HEP)
4
IES Working Paper
4
IES working paper
4
Journal of forecasting
4
Textos para discussão
4
Working Papers / Department of Economics, University of Peloponnese
4
Working Papers / Duke University, Department of Economics
4
Working Papers / HAL
4
Working Papers / Schweizerische Nationalbank (SNB)
4
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Source
All
RePEc
254
ECONIS (ZBW)
169
EconStor
108
BASE
8
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1
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539
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1
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2025
Persistent link: https://www.econbiz.de/10015359814
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Multivariate rough volatility
Dugo, Ranieri
;
Giorgio, Giacomo
;
Pigato, Paolo
-
2024
Persistent link: https://www.econbiz.de/10015326256
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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