Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"realized range volatility"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
forecast assessment
2
quantile regression
2
realized range volatility
2
volatility quantiles and density forecasting
2
ARCH model
1
ARCH-Modell
1
Capital income
1
Econometrics
1
Forecasting methods
1
Forecasting model
1
Kapitaleinkommen
1
Long-memory
1
Prognoseverfahren
1
Realized Range Volatility
1
Realized Volatility
1
Regression analysis
1
Regressionsanalyse
1
Statistical analysis of financial data
1
Statistical distribution
1
Statistische Verteilung
1
Time series analysis
1
Volatility
1
Volatility forecasting
1
Volatilität
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article
1
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Undetermined
1
Author
All
Caporin, Massimiliano
3
Bonaccolto, Giovanni
2
Velo, Gabriel G.
1
Institution
All
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Published in...
All
"Marco Fanno" Working Papers
1
Journal of Risk and Financial Management
1
Journal of risk and financial management : JRFM
1
Source
All
ECONIS (ZBW)
1
EconStor
1
RePEc
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The determinants of equity risk and their forecasting implications: A quantile regression perspective
Bonaccolto, Giovanni
;
Caporin, Massimiliano
- In:
Journal of Risk and Financial Management
9
(
2016
)
3
,
pp. 1-25
low and high volatility states. By combining equity risk estimates, obtained from the
Realized
Range
Volatility
, corrected …
Persistent link: https://www.econbiz.de/10011843273
Saved in:
2
The determinants of equity risk and their forecasting implications : a quantile regression perspective
Bonaccolto, Giovanni
;
Caporin, Massimiliano
- In:
Journal of risk and financial management : JRFM
9
(
2016
)
3
,
pp. 1-25
low and high volatility states. By combining equity risk estimates, obtained from the
Realized
Range
Volatility
, corrected …
Persistent link: https://www.econbiz.de/10011543141
Saved in:
3
Modeling and forecasting
realized
range
volatility
Caporin, Massimiliano
;
Velo, Gabriel G.
-
Dipartimento di Scienze Economiche "Marco Fanno", …
-
2011
In this paper, we estimate, model and forecast
Realized
Range
Volatility
, a new realized measure and estimator of the …
Persistent link: https://www.econbiz.de/10009021695
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
