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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Volatilität
163
Volatility
159
Theorie
150
Theory
149
USA
102
United States
97
Capital income
92
Wechselkurs
73
Exchange rate
69
Schätzung
69
Estimation
67
Forecasting model
64
Prognoseverfahren
64
Börsenkurs
60
Share price
59
Devisenmarkt
57
Foreign exchange market
53
Time series analysis
46
Zeitreihenanalyse
46
ARCH-Modell
42
ARCH model
41
Ankündigungseffekt
40
Risikoprämie
39
Risk premium
39
Announcement effect
38
Japan
34
Portfolio-Management
33
Portfolio selection
32
Deutschland
30
Estimation theory
30
Schätztheorie
30
Welt
30
World
29
Germany
28
Aktienmarkt
27
Financial market
26
Finanzmarkt
26
Stock market
26
Market microstructure
25
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Free
53
Undetermined
13
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Book / Working Paper
61
Article
31
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Arbeitspapier
34
Working Paper
34
Graue Literatur
33
Non-commercial literature
33
Article in journal
30
Aufsatz in Zeitschrift
30
Language
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English
92
Author
All
Bollerslev, Tim
79
Andersen, Torben
25
Diebold, Francis X.
19
Todorov, Viktor
15
Melvin, Michael
13
Tauchen, George Eugene
12
Zhou, Hao
10
Xu, Lai
9
Labys, Paul
8
Andersen, Torben G.
7
Sizova, Natalia
7
Li, Sophia Zhengzi
5
Dobrev, Dobrislav
4
Patton, Andrew J.
4
Taylor, Mark P.
4
Ebens, Heiko
3
Pan, Wenqiang
3
Quaedvlieg, Rogier
3
Shand, Duncan
3
Wikstrom, Petra
3
Anderson, Torben G.
2
Frederiksen, Per
2
Kretschmer, Uta
2
Marrone, James
2
Marrone, James V
2
Nielsen, Morten Ørregaard
2
Pigorsch, Christian
2
Wright, Jonathan H.
2
Das, Ashish
1
Itō, Takatoshi
1
Law, Tzuo Hann
1
Lyons, Richard K.
1
Meddahi, Nour
1
Nyawa, Serge
1
Ormiston, Michael B.
1
Osterrieder, Daniela
1
Shand, Duncan D.
1
Wu, Jin
1
Zhang, Haozhe
1
Zhao, Bingzhi
1
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National Bureau of Economic Research
7
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
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Journal of econometrics
8
CREATES research paper
7
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
6
ERID working paper
5
Journal of financial economics
5
NBER Working Paper
5
CESifo working papers
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
CESifo Working Paper Series
2
CFS working paper series
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance and economics discussion series
2
Financial Institutions Center
2
The review of economics and statistics
2
Working papers / Financial Institutions Center
2
CESifo Working Paper
1
CREATES Research Paper
1
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series
1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Financial analysts' journal : FAJ
1
International economic review
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial markets
1
Journal of international money and finance
1
NBER reporter online
1
Queen's Economics Department working paper
1
Review of finance : journal of the European Finance Association
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
Working papers / Rodney L. White Center for Financial Research
1
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ECONIS (ZBW)
92
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1
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
2
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
3
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
4
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
5
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
6
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10000673940
Saved in:
7
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
8
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
9
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
10
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
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