Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Realized volatility forecastin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
433
Theory
431
Volatilität
255
Capital income
121
Kapitaleinkommen
121
Schätzung
94
Estimation
93
USA
90
Zeitreihenanalyse
88
United States
87
Time series analysis
86
Denmark
85
Dänemark
85
Prognoseverfahren
82
Forecasting model
81
Börsenkurs
67
Share price
67
Estimation theory
62
Schätztheorie
62
ARCH-Modell
58
Welfare state
58
ARCH model
57
Sozialstaat
57
Risikoprämie
53
Risk
53
Risk premium
53
Risiko
52
Financial market
50
Finanzmarkt
50
Wechselkurs
48
Exchange rate
47
Schock
44
Shock
44
Wirkungsanalyse
43
Fiscal policy
41
Impact assessment
41
Finanzpolitik
40
Overlapping Generations
40
Overlapping generations
40
more ...
less ...
Online availability
All
Free
132
Undetermined
33
CC license
2
Type of publication
All
Book / Working Paper
160
Article
93
Type of publication (narrower categories)
All
Arbeitspapier
93
Working Paper
93
Graue Literatur
87
Non-commercial literature
87
Article in journal
85
Aufsatz in Zeitschrift
85
Aufsatz im Buch
6
Book section
6
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Festschrift
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
253
Author
All
Bollerslev, Tim
141
Andersen, Torben
122
Diebold, Francis X.
41
Meddahi, Nour
37
Todorov, Viktor
34
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
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
Obižaeva, Anna
3
more ...
less ...
Institution
All
National Bureau of Economic Research
20
The Wharton Financial Institutions Center
3
Rodney L. White Center for Financial Research
2
Center for Economic Research <Tilburg>
1
Conference on Realized Volatility <2006, Montréal>
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Journal of econometrics
35
NBER working paper series
19
Working paper / National Bureau of Economic Research, Inc.
17
CREATES research paper
15
NBER Working Paper
15
ERID working paper
6
Journal of financial economics
6
The journal of finance : the journal of the American Finance Association
6
Working papers / Financial Institutions Center
6
CFS working paper series
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economic Research Initiatives at Duke (ERID) Working Paper
5
CREATES Research Paper
4
Finance and economics discussion series
4
Financial Institutions Center
3
IDEI working papers
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Staff working paper / Bank of Canada
3
The review of financial studies
3
Working papers / Federal Reserve Bank of Chicago
3
Working papers / TSE : WP
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Center for Economic Research, Tilburg University
2
Econometric theory
2
Foreign exchange markets
2
Global COE Hi-Stat discussion paper series
2
Handbook of financial time series
2
International economic review
2
International finance discussion papers
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Quantitative economics : QE ; journal of the Econometric Society
2
Review of finance : journal of the European Finance Association
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
The review of economics and statistics
2
Working papers / Rodney L. White Center for Financial Research
2
AFA 2013 San Diego Meetings Paper
1
Advanced texts in econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
253
Showing
1
-
10
of
253
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
