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~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatilität
163
Volatility
159
Theorie
150
Theory
149
USA
102
United States
97
Capital income
92
Kapitaleinkommen
92
Wechselkurs
73
Exchange rate
69
Schätzung
69
Estimation
67
Forecasting model
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
33
Undetermined
13
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Book / Working Paper
42
Article
22
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Working Paper
25
Arbeitspapier
24
Graue Literatur
23
Non-commercial literature
23
Article in journal
19
Aufsatz in Zeitschrift
19
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2
Book section
2
Collection of articles of several authors
2
Sammelwerk
2
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1
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1
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1
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English
64
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Bollerslev, Tim
60
Andersen, Torben
19
Diebold, Francis X.
17
Patton, Andrew J.
12
Zhou, Hao
10
Xu, Lai
9
Quaedvlieg, Rogier
8
Christoffersen, Peter F.
7
Andersen, Torben G.
6
Meddahi, Nour
4
Melvin, Michael
4
Prins, John
4
Wang, Wenjing
4
Shand, Duncan
3
Hood, Benjamin
2
Huss, John
2
Labys, Paul
2
Marrone, James
2
Marrone, James V
2
Medeiros, Marcelo C.
2
Pedersen, Lasse Heje
2
Todorov, Viktor
2
Wright, Jonathan H.
2
Engle, Robert F.
1
Li, Sophia Zhengzi
1
Osterrieder, Daniela
1
Russell, Jeffrey R.
1
Shand, Duncan D.
1
Sizova, Natalia
1
Tang, Yushan
1
Tauchen, George Eugene
1
Watson, Mark W.
1
Wu, Jin
1
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National Bureau of Economic Research
4
The Wharton Financial Institutions Center
1
Université de Montréal / Département de sciences économiques
1
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CREATES research paper
6
Journal of econometrics
6
NBER working paper series
4
CFS working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Financial Institutions Center
3
ERID working paper
2
Finance and economics discussion series
2
International economic review
2
Journal of applied econometrics
2
Journal of financial economics
2
NBER Working Paper
2
The review of economics and statistics
2
Advanced texts in econometrics
1
CESifo Working Paper Series
1
CESifo working papers
1
CFS Working Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of economic forecasting ; Volume 2
1
Handbook of economic forecasting ; Volume 2B
1
International finance discussion papers
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of time series econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The review of financial studies
1
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ECONIS (ZBW)
63
EconStor
1
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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
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:
4
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:
5
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:
6
Volatility puzzles : a unified framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001787397
Saved in:
7
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
8
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
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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