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~subject:"Volatility"
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What good is a volatility mode...
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Volatility
Theorie
168
Theory
168
Time series analysis
104
Zeitreihenanalyse
104
Volatilität
92
Forecasting model
78
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78
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English
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Engle, Robert F.
66
Patton, Andrew J.
25
Bollerslev, Tim
9
Quaedvlieg, Rogier
8
Sheppard, Kevin
8
De Nard, Gianluca
5
Gallo, Giampiero M.
5
Kane, Alex
5
Ledoit, Olivier
5
Noh, Jaesun
5
Wolf, Michael
5
Ghysels, Eric
4
Itō, Takatoshi
4
Rosenberg, Joshua V.
4
Burns, Patrick
3
De Lira Salvatierra, Irving Arturo
3
Diebold, Francis X.
3
Fleming, Michael J.
3
Lee, Gary G. J.
3
Mezrich, Joseph
3
Nguyen, Giang H.
3
Rangel, Jose Gonzalo
3
Brownlees, Christian
2
Cappiello, Lorenzo
2
Conrad, Christian
2
Figlewski, Stephen
2
Hansen, Martin Klint
2
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2
Karagozoglu, Ahmet K.
2
Kelly, Bryan T.
2
Lin, Wen-ling Tsai
2
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2
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2
Ng, Victor K.
2
Oh, Dong Hwan
2
Rockinger, Michael
2
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2
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2
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1
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Discussion paper / Department of Economics, University of California San Diego
13
Journal of econometrics
11
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6
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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
Handbook of financial time series
2
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2
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2
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2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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2
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2
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2
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1
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1
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1
Forecasting volatility in the financial markets
1
Handbook of economic forecasting ; Volume 2B
1
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1
International journal of forecasting
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
NYU Stern School of Business
1
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1
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1
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1
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1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Review of Finance, Forthcoming
1
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1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
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ECONIS (ZBW)
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1
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
2
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
3
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Volatility and Time Series Econometrics: Essays in Honor of Robert F. .Engle Edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson OXFORD UNIVERSITY PRESS ...
Persistent link: https://www.econbiz.de/10003861657
Saved in:
4
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
5
Data-based ranking of realised volatility estimators
Patton, Andrew J.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
Saved in:
6
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
7
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10010231950
Saved in:
8
Volatility forecast comparison using imperfect volatility proxies
Patton, Andrew J.
-
2006
Persistent link: https://www.econbiz.de/10003329784
Saved in:
9
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
10
Evaluating volatility and correlation forecasts
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Handbook of financial time series
,
(pp. 801-838)
.
2009
Persistent link: https://www.econbiz.de/10003834236
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