EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"range-based"
Narrow search

Narrow search

Year of publication
Subject
All
Volatility 33 Volatilität 32 ARCH model 19 ARCH-Modell 19 Theorie 16 Theory 16 Forecasting model 15 Prognoseverfahren 15 range-based volatility 12 Schätztheorie 10 Estimation theory 9 Börsenkurs 8 Estimation 8 Schätzung 8 Share price 8 Capital income 7 Kapitaleinkommen 7 Range-based volatility 7 exchange rates 7 Commodity derivative 6 Correlation 6 Rohstoffderivat 6 volatility 6 Anlageverhalten 5 Behavioural finance 5 Financial crisis 5 Korrelation 5 Range-based estimation 5 absence of arbitrage 5 asynchronous trading 5 bid-ask bounce 5 bond returns 5 correlation 5 covariance 5 stock returns 5 volatility forecasting 5 Bipower Variation 4 Handelsvolumen der Börse 4 Hedging 4 Markov chain 4
more ... less ...
Online availability
All
Undetermined 33 Free 32
Type of publication
All
Article 48 Book / Working Paper 28 Other 1
Type of publication (narrower categories)
All
Article in journal 33 Aufsatz in Zeitschrift 33 Working Paper 5 Arbeitspapier 1 Article 1 Aufsatz im Buch 1 Book section 1 Graue Literatur 1 Non-commercial literature 1 research-article 1
more ... less ...
Language
All
English 54 Undetermined 23
Author
All
Podolskij, Mark 7 Brandt, Michael W. 5 Christensen, Kim 5 Diebold, Francis X. 5 Ma, Feng 5 Tseng, Tseng-Chan 4 Karanasos, Menelaos 3 Kartsaklas, A. 3 Liu, Jing 3 Skoczylas, Tomasz 3 Vetter, Mathias 3 Bhaumik, S. 2 Caporale, Guglielmo Maria 2 Chan, Jennifer So Kuen 2 Chung, Huimin 2 Dutta, Anupam 2 Guesmi, Khaled 2 Huang, Dengshi 2 Hung, Jui-Cheng 2 Karanasos, M. 2 Kartsaklas, Aris 2 Kok Haur Ng 2 Lahiani, Amine 2 Lai, Hung-Cheng 2 Mahieu, Ronald 2 Maillet, Bertrand 2 Miao, Daniel Wei-Chung 2 Michel, Thierry 2 Médecin, Jean-Philippe 2 Su, Yi Kai 2 Tan, Shay Kee 2 Wang, Jying-Nan 2 Wei, Yu 2 Wu, Chun-chou 2 Yfanti, Stavroula 2 Ziggel, Daniel 2 Al-Faryan, Mamdouh Abdulaziz Saleh 1 Alshammari, Saad 1 April 1 Arya, Himani 1
more ... less ...
Institution
All
School of Economics and Management, University of Aarhus 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Center for Financial Studies 2 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Department of Economics, University of Peloponnese 1 Department of Economics, University of Pennsylvania 1 Dipartimento di Economia, Università Ca' Foscari Venezia 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Financial Institutions Center, Wharton School of Business 1 HAL 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institute for International Integration Studies (IIIS), Trinity College Dublin 1 William Davidson Institute, University of Michigan 1
more ... less ...
Published in...
All
Economic modelling 4 CREATES Research Papers 3 MPRA Paper 3 Applied economics 2 CFS Working Paper Series 2 Economics Bulletin 2 Technical Report 2 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 The North American journal of economics and finance : a journal of financial economics studies 2 Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Applied economics letters 1 Applied financial economics 1 Asian economic journal : journal of the East Asian Economic Association 1 Bank i kredyt 1 CESifo Working Paper 1 CESifo working papers 1 CFS Working Paper 1 Center for Financial Institutions Working Papers 1 Documents de travail du Centre d'Economie de la Sorbonne 1 ERIM Report Series Research in Management 1 Econometric Reviews 1 Economic Modelling 1 Energy economics 1 Finance and Stochastics 1 Finance research letters 1 Financial modeling and risk management of energy and environmental instruments and derivates 1 Global finance journal 1 International Journal of Information Security and Privacy (IJISP) 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of economics and business research : IJEBR 1 International journal of theoretical and applied finance 1 International review of economics & finance : IREF 1 International review of financial analysis 1 Journal of Applied Statistics 1 Journal of Economic Studies 1 Journal of econometrics 1 Journal of economic dynamics & control 1 Journal of economic studies 1 Journal of finance and investment analysis 1
more ... less ...
Source
All
ECONIS (ZBW) 35 RePEc 34 EconStor 5 Other ZBW resources 2 BASE 1
Showing 1 - 10 of 77
Cover Image
Optimal nonparametric range-based volatility estimation
Bollerslev, Tim; Li, Jia; Li, Qiyuan - In: Journal of econometrics 238 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015073787
Saved in:
Cover Image
Modelling and forecasting intraday volatility with range-based GARCH models for Indian stock market
Shakeel, Moonis; Arya, Himani - In: International journal of economics and business … 27 (2024) 4, pp. 633-650
Persistent link: https://www.econbiz.de/10015063292
Saved in:
Cover Image
Range-based risk measures and their applications
Righi, Marcelo Brutti; Müller, Fernanda Maria - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
Cover Image
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad; Obeid, Hassan - In: Finance research letters 56 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
Cover Image
Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange
Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - 2019
This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis events, the Asian crisis of 1997 and the 2008 global financial crash. We investigate the trading behaviour of domestic vs. foreign and institutional vs. individual investors. Our...
Persistent link: https://www.econbiz.de/10012179783
Saved in:
Cover Image
Investors' trading behaviour and stock market volatility during crisis periods : a dual long-memory model for the Korean stock exchange
Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - 2019
This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis events, the Asian crisis of 1997 and the 2008 global financial crash. We investigate the trading behaviour of domestic vs. foreign and institutional vs. individual investors. Our...
Persistent link: https://www.econbiz.de/10012138660
Saved in:
Cover Image
An improved cat swarm search-based deep ensemble learning model for group recommender systems
Roy, Deepjyoti; Dutta, Mala - In: Journal of information & knowledge management : JIKM 21 (2022) 3, pp. 1-44
Persistent link: https://www.econbiz.de/10013411146
Saved in:
Cover Image
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie; Ma, Feng; Wang, Jiqian; Liu, Jing - In: Journal of forecasting 41 (2022) 4, pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
Cover Image
A non-parametric decomposition of the environmental performance-income relationship : evidence from a non-linear model
Ben Lahouel, Bechir; Zaied, Younes Ben; Yang, Guo-liang; … - In: Financial modeling and risk management of energy and …, (pp. 525-558). 2022
Persistent link: https://www.econbiz.de/10013350129
Saved in:
Cover Image
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee; Chan, Jennifer So Kuen; Kok Haur Ng - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...