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Search: subject:"realized"
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Subject
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Volatilität
284
realized volatility
283
Volatility
278
Zeitreihenanalyse
142
Prognoseverfahren
141
Forecasting model
137
Realized volatility
137
Theorie
126
Time series analysis
126
Kapitaleinkommen
123
Capital income
120
Schätzung
115
Estimation
106
Theory
103
ARCH-Modell
101
ARCH model
99
Börsenkurs
86
Realized Volatility
75
Share price
74
high-frequency data
66
forecasting
61
jumps
57
Varianzanalyse
52
Schätztheorie
50
realized variance
47
Estimation theory
46
Korrelation
46
Analysis of variance
45
volatility forecasting
44
Correlation
43
long memory
42
Forecasting
40
Aktienmarkt
39
Portfolio-Management
38
Portfolio selection
36
Stock market
35
Welt
34
Realized Variance
33
World
33
Risk
32
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Online availability
All
Free
920
CC license
45
Type of publication
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Book / Working Paper
694
Article
223
Other
3
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All
Working Paper
316
Arbeitspapier
176
Graue Literatur
174
Non-commercial literature
174
Article in journal
133
Aufsatz in Zeitschrift
133
Article
49
Thesis
6
Hochschulschrift
4
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Collection of articles written by one author
1
Conference paper
1
Konferenzbeitrag
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Konferenzschrift
1
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1
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English
654
Undetermined
258
Italian
4
French
2
Portuguese
1
Spanish
1
Author
All
McAleer, Michael
47
Bollerslev, Tim
33
Asai, Manabu
27
Gupta, Rangan
26
Andersen, Torben G.
21
Pierdzioch, Christian
18
Medeiros, Marcelo C.
17
Caporin, Massimiliano
16
Sévi, Benoît
16
Bonato, Matteo
15
Nielsen, Morten Ørregaard
15
Yu, Jun
15
Christensen, Bent Jesper
14
Diebold, Francis X.
14
Barunik, Jozef
13
Chevallier, Julien
13
Hautsch, Nikolaus
13
Scharth, Marcel
13
Baruník, Jozef
12
Gallo, Giampiero M.
12
Allen, David E.
11
Cesa-Bianchi, Ambrogio
11
Rebucci, Alessandro
11
Watanabe, Toshiaki
11
Boll, Christina
10
Clements, Adam
10
Hansen, Peter Reinhard
10
Hounyo, Ulrich
10
Lunde, Asger
10
Meddahi, Nour
10
Pesaran, M. Hashem
10
Rossen, Anja
10
Rossi, Eduardo
10
Tauchen, George
10
Voev, Valeri
10
Bauwens, Luc
9
Chang, Chia-Lin
9
Kyj, Lada M.
9
Leschinski, Christian
9
Opschoor, Anne
9
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Institution
All
School of Economics and Management, University of Aarhus
64
Institute of Economic Research, Hitotsubashi University
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Center for Financial Studies
11
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
9
National Centre for Econometric Research (NCER)
9
Tinbergen Instituut
9
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
8
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
7
Duke University, Department of Economics
7
Econometric Society
7
Economics Department, Queen's University
7
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
7
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
7
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
6
School of Economics, Singapore Management University
6
Cowles Foundation for Research in Economics, Yale University
5
Department of Economics, University of Peloponnese
5
Erasmus University Rotterdam, Econometric Institute
5
HAL
5
Institute of Economic Research, Kyoto University
5
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
4
Department of Econometrics and Business Statistics, Monash Business School
4
Department of Economics, European University Institute
4
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
4
East Asian Bureau of Economic Research (EABER)
4
Schweizerische Nationalbank (SNB)
4
Agricultural and Applied Economics Association - AAEA
3
Department of Economics, Oxford University
3
Département de Sciences Économiques, Université de Montréal
3
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
3
European Central Bank
3
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
3
London School of Economics (LSE)
3
Université Paris-Dauphine
3
Université Paris-Dauphine (Paris IX)
3
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
2
Departamento de Estadistica, Universidad Carlos III de Madrid
2
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Published in...
All
CREATES Research Papers
62
Tinbergen Institute Discussion Paper
20
Discussion paper / Tinbergen Institute
19
Journal of Risk and Financial Management
19
Journal of risk and financial management : JRFM
18
CIRANO Working Papers
12
Department of Economics working paper series
12
Global COE Hi-Stat Discussion Paper Series
12
Working Paper
12
CFS Working Paper Series
11
Tinbergen Institute Discussion Papers
11
MPRA Paper
10
Econometrics : open access journal
9
IES Working Paper
9
IES working paper
9
NCER Working Paper Series
9
SFB 649 Discussion Paper
9
Working paper
9
Econometric Institute Research Papers
8
Econometrics
8
Financial innovation : FIN
8
Journal of forecasting
8
CFS Working Paper
7
Documentos de Trabajo del ICAE
7
Econometrics Working Papers Archive
7
FinMaP-Working Paper
7
Finmap working paper
7
Queen's Economics Department Working Paper
7
SFB 649 Discussion Papers
7
Working Papers / Duke University, Department of Economics
7
Working Papers / Economics Department, Queen's University
7
Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
7
CORE Discussion Papers
6
Economics Bulletin
6
Texto para discussão
6
Working Papers / School of Economics, Singapore Management University
6
Working papers
6
CESifo Working Paper
5
CESifo working papers
5
CORE discussion papers : DP
5
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Source
All
RePEc
399
ECONIS (ZBW)
317
EconStor
189
BASE
15
Showing
1
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920
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1
Deciphering asymmetric spillovers in US industries : insights from higher-order moments
Muhammad Shafiullah
;
Senthilkumar, Arunachalam
;
Lucey, …
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10015053386
Saved in:
2
Dynamic tail risk forecasting : what do
realized
skewness and kurtosis add?
Gallo, Giampiero M.
;
Okhrin, Ostap
;
Storti, Giuseppe
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10015099208
Saved in:
3
Forecasting the
realized
volatility of agricultural commodity prices : does sentiment matter?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 2088-2125
Persistent link: https://www.econbiz.de/10015110366
Saved in:
4
Financial stress and
realized
volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015061759
Saved in:
5
Augmenting the
Realized
-GARCH : the role of signed-jumps, attenuation-biases and long-memory effects
Papantonis, Ioannis
;
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 171-198
Persistent link: https://www.econbiz.de/10014288888
Saved in:
6
Financial stress and
realized
volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317311
Saved in:
7
A common component of Fama and French factor variances
Fathi, Masoumeh
;
Grobys, Klaus
;
Äijö, Janne
-
2025
Persistent link: https://www.econbiz.de/10015359779
Saved in:
8
Global and regional long-term climate forecasts : a heterogeneous future
Gadea, María Dolores
;
Gonzalo, Jesús
-
2025
Persistent link: https://www.econbiz.de/10015395839
Saved in:
9
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:
10
Graph-based methods for forecasting
realized
covariances
Zhang, Chao
;
Pu, Xingyue
;
Cucuringu, Mihai
;
Dong, Xiaowen
-
2025
Persistent link: https://www.econbiz.de/10015339744
Saved in:
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