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Realized volatility forecastin...
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USA
Theorie
434
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432
Volatilität
256
Volatility
254
Capital income
121
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121
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94
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93
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89
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87
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44
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41
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Bollerslev, Tim
60
Andersen, Torben
46
Diebold, Francis X.
24
Zhou, Hao
9
Christoffersen, Peter F.
8
Todorov, Viktor
8
Benzoni, Luca
7
Vega, Clara
6
Wu, Jin
6
Andersen, Torben G.
4
Bondarenko, Oleg
4
Andersen, Torben M.
3
Anderson, Torben G.
3
Easley, David
3
Gibson, Michael S.
3
Lund, Jesper
3
Meddahi, Nour
3
O'Hara, Maureen
3
Andersen, Torben Juul
2
Baillie, Richard
2
Cai, Jun
2
Domowitz, Ian
2
Fatás, Antonio
2
Fusari, Nicola
2
Hood, Benjamin
2
Huss, John
2
Labys, Paul
2
López de Prado, Marcos M.
2
Marrone, James
2
Martin, Philippe J.
2
Mikkelsen, Hans Ole Æ.
2
Pedersen, Lasse Heje
2
Song, Frank M.
2
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2
Xu, Lai
2
Campbell, John Y.
1
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1
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1
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1
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1
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Working paper / National Bureau of Economic Research, Inc.
11
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7
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5
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4
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4
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4
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3
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial markets
3
The review of financial studies
3
Economic inquiry : journal of the Western Economic Association International
2
Journal of empirical finance
2
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2
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2
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1
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1
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1
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1
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1
EMU : prospects and challenges for the Euro
1
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1
Econometric analysis of financial and economic time series ; part B
1
Econometric reviews
1
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1
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1
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1
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1
International finance discussion papers
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1
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1
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1
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1
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ECONIS (ZBW)
87
EconStor
3
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1
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
2
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
3
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
4
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
5
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
6
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:
7
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
8
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
9
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
10
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
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