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~subject:"Volatilität"
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Intraday periodicity, long mem...
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Volatilität
Theorie
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154
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92
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83
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80
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Bollerslev, Tim
142
Andersen, Torben
55
Diebold, Francis X.
42
Andersen, Torben G.
15
Tauchen, George Eugene
12
Todorov, Viktor
12
Zhou, Hao
11
Christoffersen, Peter F.
10
Labys, Paul
9
Patton, Andrew J.
8
Quaedvlieg, Rogier
8
Song, Frank M.
8
Cai, Jun
7
Li, Jia
7
Sizova, Natalia
7
Chatrath, Arjun
5
Meddahi, Nour
5
Xu, Lai
5
Cheung, Stephen Y. L.
4
Das, Ashish
4
Dobrev, Dobrislav
4
Wu, Jin
4
Anderson, Torben G.
3
Ebens, Heiko
3
Gibson, Michael S.
3
Hood, Benjamin
3
Huss, John
3
Kretschmer, Uta
3
Li, Sophia Zhengzi
3
Pedersen, Lasse Heje
3
Pigorsch, Christian
3
Wright, Jonathan H.
3
Li, Qiyuan
2
Medeiros, Marcelo C.
2
Mikkelsen, Hans Ole Æ.
2
Ramchander, Sanjay
2
Wong, Michael C. S.
2
Wu, Jin (Ginger)
2
Xue, Yuan
2
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National Bureau of Economic Research
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Journal of econometrics
20
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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
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3
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3
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2
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1
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European financial management : the journal of the European Financial Management Association
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1
Handbook of economic forecasting ; Vol. 1
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ECONIS (ZBW)
154
EconStor
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1
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Saved in:
2
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:
3
What moves the gold market?
Cai, Jun
;
Cheung, Stephen Y. L.
;
Wong, Michael C. S.
-
1999
Persistent link: https://www.econbiz.de/10001432958
Saved in:
4
'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow
Cai, Jun
(
contributor
)
- In:
Journal of international money and finance
20
(
2001
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10001580063
Saved in:
5
What moves the gold market?
Cai, Jun
;
Cheung, Stephen Y. L.
;
Wong, Michael C. S.
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 257-278
Persistent link: https://www.econbiz.de/10001556711
Saved in:
6
Information-based trading in the treasury note interdealer broker market
Huang, Roger D.
;
Cai, Jun
;
Wang, Xiaozu
- In:
Journal of financial intermediation
11
(
2002
)
3
,
pp. 269-296
Persistent link: https://www.econbiz.de/10001718636
Saved in:
7
What moves German Bund futures contracts on the Eurex?
Ahn, Hee-joon
;
Cai, Jun
;
Cheung, Stephen Y. L.
- In:
The journal of futures markets
22
(
2002
)
7
,
pp. 679-696
Persistent link: https://www.econbiz.de/10001678562
Saved in:
8
'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow
Cai, Jun
;
Cheung, Stephen Y. L.
;
Lee, Raymond Siu-kuen
; …
- In:
Foreign exchange markets
,
(pp. 180-200)
.
2005
Persistent link: https://www.econbiz.de/10003290903
Saved in:
9
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
10
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:
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