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~subject:"Analysis of variance"
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Analysis of variance
Volatility
120
Volatilität
114
Realized variance
96
Prognoseverfahren
80
Forecasting model
77
realized variance
72
Zeitreihenanalyse
62
Time series analysis
60
Estimation
56
Schätzung
56
Theorie
51
Theory
48
Kapitaleinkommen
47
Varianzanalyse
47
ARCH-Modell
45
Capital income
45
ARCH model
43
Realized Variance
39
Börsenkurs
28
Share price
28
predictive likelihood
27
Realized GARCH
24
Estimation theory
22
Schätztheorie
22
Statistische Verteilung
20
Statistical distribution
19
Stochastic process
19
Stochastischer Prozess
19
Bayesian inference
18
Predictive likelihood
17
Forecasting
16
High-frequency data
16
Risikomaß
16
Risk measure
16
Bayes-Statistik
15
Volatility forecasting
15
Aktienmarkt
14
Market microstructure
14
Realized range
14
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Undetermined
25
Free
10
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Article
38
Book / Working Paper
8
Type of publication (narrower categories)
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Article in journal
37
Aufsatz in Zeitschrift
37
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Working Paper
7
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1
Aufsatzsammlung
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1
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English
46
Author
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Rombouts, Jeroen V. K.
3
Chang, Yoosoon
2
Choi, Yongok
2
Croux, Christophe
2
Karanasos, Menelaos
2
Kim, Hwagyun
2
Lucas, André
2
Opschoor, Anne
2
Park, Joon Y.
2
Patton, Andrew J.
2
Watanabe, Toshiaki
2
Yfanti, Stavroula
2
Andrikopoulos, Alexandru
1
Bandi, Federico M.
1
Bannouh, Karim
1
Barunik, Jozef
1
Becker, Janis
1
Bonato, Matteo
1
Boucher, Christophe
1
Calzolari, Giorgio
1
Caporale, Guglielmo Maria
1
Chakrabarti, Prasenjit
1
Cheng, Hang
1
Chiarella, Carl
1
Christensen, Kim
1
Cipollini, Fabrizio
1
Couleau, Anabelle
1
Cui, Zhenyu
1
Dijk, Dick van
1
Dong, Yingjie
1
Dufays, Arnaud
1
Dumitrescu, Elena-Ivona
1
Fengler, Matthias
1
Fičura, Milan
1
Gallo, Giampiero M.
1
García, Philip
1
Guhr, Thomas
1
Guo, Hui
1
Gupta, Rangan
1
Halbleib, Roxana
1
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Gottfried Wilhelm Leibniz Universität Hannover
1
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Journal of econometrics
4
International journal of forecasting
3
Journal of banking & finance
3
Econometric reviews
2
Finmap working paper
2
Journal of financial econometrics
2
Quantitative economics : QE ; journal of the Econometric Society
2
American journal of agricultural economics
1
Application of operations research to financial markets
1
CESifo working papers
1
Cardiff economics working papers
1
Discussion paper / Tinbergen Institute
1
Document de travail
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European financial and accounting journal : EFAJ
1
Finance research letters
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of the Operational Research Society
1
KBI
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Multinational finance journal
1
Pacific-Basin finance journal
1
Review of managerial science
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of computational finance
1
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ECONIS (ZBW)
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1
Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
Saved in:
2
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
3
Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias
;
Mammen, Enno
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
Saved in:
4
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
5
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
6
Prediction power of high-frequency based volatility measures : a model based approach
Hamid, Alain
- In:
Review of managerial science
9
(
2015
)
3
,
pp. 549-576
Persistent link: https://www.econbiz.de/10011283668
Saved in:
7
An efficient Monte Carlo method for discrete variance contracts
Merener, Nicolas
;
Vicchi, Leonardo
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011298488
Saved in:
8
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
9
Sparse change-point HAR Models for Realized Variance
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 857-880
Persistent link: https://www.econbiz.de/10012181370
Saved in:
10
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
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