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United States
Volatilität
252
Theorie
246
Volatility
244
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236
Zeitreihenanalyse
163
Time series analysis
157
Schätztheorie
141
Estimation theory
136
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111
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111
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105
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104
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88
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87
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86
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86
USA
82
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75
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74
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67
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64
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61
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44
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40
Finanzmarkt
40
long memory
38
fractional cointegration
36
Einheitswurzeltest
35
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35
fractional integration
35
realized volatility
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English
79
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Bollerslev, Tim
57
Andersen, Torben
44
Diebold, Francis X.
21
Zhou, Hao
9
Todorov, Viktor
8
Benzoni, Luca
7
Christoffersen, Peter F.
7
Vega, Clara
5
Wu, Jin
5
Bondarenko, Oleg
4
Easley, David
3
Gibson, Michael S.
3
Lund, Jesper
3
O'Hara, Maureen
3
Baillie, Richard
2
Cai, Jun
2
Christensen, Bent Jesper
2
Domowitz, Ian
2
Fusari, Nicola
2
Hood, Benjamin
2
Huss, John
2
Labys, Paul
2
López de Prado, Marcos M.
2
Marrone, James
2
Meddahi, Nour
2
Mikkelsen, Hans Ole Æ.
2
Nielsen, Morten Ørregaard
2
Pedersen, Lasse Heje
2
Song, Frank M.
2
Tauchen, George Eugene
2
Xu, Lai
2
Andersen, Torben G.
1
Anderson, Torben G.
1
Campbell, John Y.
1
Engle, Robert F.
1
Ghysels, Eric
1
Gonzalez-Perez, Maria T.
1
Hodrick, Robert J.
1
Jubinski, Dan
1
Kyle, Albert S.
1
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10
The journal of finance : the journal of the American Finance Association
7
Finance and economics discussion series
5
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5
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4
CFS working paper series
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 economics and statistics
3
The review of financial studies
3
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3
Journal of empirical finance
2
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2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
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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1
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1
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1
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1
Econometric analysis of financial and economic time series ; part B
1
Econometric theory
1
Financial Institutions Center
1
Financial markets and asset pricing
1
International finance discussion papers
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
NBER Working Paper
1
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1
Review of futures markets
1
The American economic review
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers / Penn Institute for Economic Research
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ECONIS (ZBW)
79
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
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/10002636085
Saved in:
8
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:
9
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:
10
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:
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