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Correcting the Errors: Volatil...
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Volatility
Volatilität
253
Theorie
186
Theory
184
Capital income
118
Kapitaleinkommen
118
Zeitreihenanalyse
89
Time series analysis
87
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38
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37
Statistical distribution
35
Statistische Verteilung
35
Ankündigungseffekt
31
Announcement effect
30
Risk
30
realized volatility
30
Market microstructure
29
Marktmikrostruktur
28
Risiko
28
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27
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English
251
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Bollerslev, Tim
142
Andersen, Torben
124
Diebold, Francis X.
41
Meddahi, Nour
38
Todorov, Viktor
35
Andersen, Torben G.
21
Gonçalves, Sílvia
14
Benzoni, Luca
13
Bondarenko, Oleg
13
Dobrev, Dobrislav
13
Fusari, Nicola
13
Tauchen, George Eugene
13
Christoffersen, Peter F.
12
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
Dovonon, Prosper
5
Xu, Lai
5
Das, Ashish
4
Lund, Jesper
4
Renault, Eric
4
Wu, Jin
4
Anderson, Torben G.
3
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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2
The Wharton Financial Institutions Center
2
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1
Conference on Realized Volatility <2006, Montréal>
1
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1
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Journal of econometrics
36
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19
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Journal of financial economics
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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3
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3
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3
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2
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2
Econometric theory
2
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Global COE Hi-Stat discussion paper series
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Handbook of financial time series
2
International economic review
2
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2
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2
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ECONIS (ZBW)
251
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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
Realized volatility forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
5
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
6
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:
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
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
9
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:
10
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:
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