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~subject:"Volatility"
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Bid-ask spreads and volatility...
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Volatility
Volatilität
163
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
Prognoseverfahren
64
Börsenkurs
60
Share price
59
Devisenmarkt
57
Foreign exchange market
53
Time series analysis
46
Zeitreihenanalyse
46
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42
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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
77
Undetermined
21
CC license
1
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Book / Working Paper
95
Article
64
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Article in journal
56
Aufsatz in Zeitschrift
56
Arbeitspapier
52
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52
Graue Literatur
46
Non-commercial literature
46
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6
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6
Aufsatzsammlung
1
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1
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1
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Language
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English
159
Author
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Bollerslev, Tim
142
Andersen, Torben
55
Diebold, Francis X.
41
Melvin, Michael
17
Andersen, Torben G.
14
Tauchen, George Eugene
12
Todorov, Viktor
12
Zhou, Hao
11
Christoffersen, Peter F.
9
Labys, Paul
9
Patton, Andrew J.
8
Quaedvlieg, Rogier
8
Li, Jia
7
Sizova, Natalia
7
Meddahi, Nour
5
Taylor, Mark P.
5
Xu, Lai
5
Das, Ashish
4
Dobrev, Dobrislav
4
Itō, Takatoshi
4
Wu, Jin
4
Anderson, Torben G.
3
Cai, Jun
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
Melvin, Bettina Peiers
2
Mikkelsen, Hans Ole Æ.
2
Song, Frank M.
2
Wu, Jin (Ginger)
2
Xue, Yuan
2
Zhao, Bingzhi
2
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National Bureau of Economic Research
15
Rodney L. White Center for Financial Research
2
The Wharton Financial Institutions Center
2
Université de Montréal / Département de sciences économiques
1
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Journal of econometrics
20
NBER working paper series
14
NBER Working Paper
11
Working paper / National Bureau of Economic Research, Inc.
10
CREATES research paper
7
ERID working paper
6
Economic Research Initiatives at Duke (ERID) Working Paper
5
Working papers / Financial Institutions Center
5
CFS working paper series
4
Finance and economics discussion series
4
Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
CESifo working papers
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Foreign exchange markets
3
The review of economics and statistics
3
Discussion paper / Centre for Economic Policy Research
2
Financial Institutions Center
2
International economic review
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Working papers / Rodney L. White Center for Financial Research
2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
1
Atlantic economic journal : AEJ
1
CESifo Working Paper Series
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Edward Elgar E-Book Archive
1
Edward Elgar books
1
Elgaronline
1
European financial management : the journal of the European Financial Management Association
1
Financial markets and asset pricing
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
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ECONIS (ZBW)
159
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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
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:
3
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:
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
Intraday periodicity, long memory volatility, and macro announcements in the US Treasury bond market
Cai, Jun
;
Bollerslev, Tim
;
Song, Frank M.
-
1999
Persistent link: https://www.econbiz.de/10001432959
Saved in:
6
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
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/10001440693
Saved in:
8
Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001400092
Saved in:
9
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
10
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:
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