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~subject:"Volatilität"
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Realized volatility forecastin...
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Volatilität
Theorie
434
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432
Volatility
254
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121
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94
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93
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Bollerslev, Tim
142
Andersen, Torben
123
Diebold, Francis X.
42
Meddahi, Nour
37
Todorov, Viktor
35
Andersen, Torben G.
23
Benzoni, Luca
14
Gonçalves, Sílvia
14
Bondarenko, Oleg
13
Christoffersen, Peter F.
13
Dobrev, Dobrislav
13
Fusari, Nicola
13
Tauchen, George Eugene
13
Zhou, Hao
11
Hounyo, Ulrich
10
Labys, Paul
9
Schaumburg, Ernst
9
Patton, Andrew J.
8
Quaedvlieg, Rogier
8
Li, Jia
7
Sizova, Natalia
7
Shephard, Neil G.
6
Anderson, Torben G.
5
Dovonon, Prosper
5
Xu, Lai
5
Das, Ashish
4
Lund, Jesper
4
Renault, Eric
4
Wu, Jin
4
Ebens, Heiko
3
Feunou, Bruno
3
Gibson, Michael S.
3
Gonzalez-Perez, Maria T.
3
Hood, Benjamin
3
Huss, John
3
Jacobs, Kris
3
Kretschmer, Uta
3
Kyle, Albert S.
3
Li, Sophia Zhengzi
3
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3
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National Bureau of Economic Research
20
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3
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2
Center for Economic Research <Tilburg>
1
Conference on Realized Volatility <2006, Montréal>
1
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1
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Journal of econometrics
35
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19
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17
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15
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15
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6
Journal of financial economics
6
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6
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6
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5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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5
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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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3
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2
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2
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2
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2
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2
Handbook of financial time series
2
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2
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2
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2
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2
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2
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2
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2
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ECONIS (ZBW)
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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
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
Saved in:
3
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:
4
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:
5
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:
6
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
7
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:
8
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:
9
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:
10
Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
Saved in:
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