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~subject:"Kapitaleinkommen"
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Correcting the Errors: Volatil...
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Kapitaleinkommen
Volatilität
253
Volatility
251
Theorie
186
Theory
184
Capital income
118
Zeitreihenanalyse
89
Time series analysis
87
Schätzung
85
Estimation
84
Prognoseverfahren
84
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83
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81
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78
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67
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67
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63
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63
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58
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57
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50
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50
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39
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38
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Finanzmarkt
38
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38
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38
CAPM
37
Statistical distribution
35
Statistische Verteilung
35
Ankündigungseffekt
31
Announcement effect
30
Risk
30
realized volatility
30
Market microstructure
29
Marktmikrostruktur
28
Risiko
28
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
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Free
68
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18
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1
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43
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English
118
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Bollerslev, Tim
79
Andersen, Torben
47
Todorov, Viktor
27
Diebold, Francis X.
19
Meddahi, Nour
17
Tauchen, George Eugene
12
Zhou, Hao
10
Xu, Lai
9
Andersen, Torben G.
8
Hounyo, Ulrich
8
Labys, Paul
8
Gonçalves, Sílvia
7
Sizova, Natalia
7
Benzoni, Luca
5
Fusari, Nicola
5
Li, Sophia Zhengzi
5
Dobrev, Dobrislav
4
Patton, Andrew J.
4
Bonomo, Marco Antonio
3
Christoffersen, Peter F.
3
Ebens, Heiko
3
Feunou, Bruno
3
Garcia, René
3
Jacobs, Kris
3
Lund, Jesper
3
Quaedvlieg, Rogier
3
Tédongap, Roméo
3
Anderson, Torben G.
2
Frederiksen, Per
2
Kretschmer, Uta
2
Li, Yingying
2
Marrone, James
2
Marrone, James V
2
Nielsen, Morten Ørregaard
2
Pigorsch, Christian
2
Thyrsgaard, Martin
2
Wright, Jonathan H.
2
Zhou, Bo
2
Cebiroglu, Gökhan
1
Das, Ashish
1
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National Bureau of Economic Research
8
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
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Journal of econometrics
14
CREATES research paper
13
Working paper / National Bureau of Economic Research, Inc.
9
NBER working paper series
8
Journal of financial economics
7
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5
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5
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4
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3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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2
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2
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2
The review of economics and statistics
2
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2
Working papers / Financial Institutions Center
2
AFA 2013 San Diego Meetings Paper
1
Econometric analysis of financial and economic time series
1
Econometric theory
1
Economics letters
1
Handbook of financial time series
1
International economic review
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
Quantitative economics : QE ; journal of the Econometric Society
1
Queen's Economics Department working paper
1
Review of finance : journal of the European Finance Association
1
Staff working paper / Bank of Canada
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The journal of finance : the journal of the American Finance Association
1
Working papers / Federal Reserve Bank of Chicago
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
118
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1
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
2
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:
3
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
9
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
10
Some like it smooth, and some like it rough : untanging continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001846702
Saved in:
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