//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of econometrics"
~isPartOf:"Handbook of economic forecasting ; Volume 2B"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Patton, Andrew J."
~subject:"ARCH-Modell"
~subject:"Forecast evaluation"
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
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Forecast evaluation
Volatility
8
Volatilität
8
Forecasting model
6
Prognoseverfahren
6
Time series analysis
5
Zeitreihenanalyse
5
Analysis of variance
3
Estimation
3
Schätzung
3
Varianzanalyse
3
ARCH model
2
Capital income
2
Correlation
2
Estimation theory
2
High-frequency data
2
Kapitaleinkommen
2
Korrelation
2
Realized variance
2
Realized volatility
2
Schätztheorie
2
Theorie
2
Theory
2
Volatility forecasting
2
Asymmetric dependence
1
Börsenkurs
1
Comparison
1
Forecasting
1
HAR
1
HARQ
1
High frequency data
1
Jumps
1
Market microstructure
1
Marktmikrostruktur
1
Martingal
1
Martingale
1
Measurement errors
1
Ranking method
1
Ranking-Verfahren
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Patton, Andrew J.
Bollerslev, Tim
4
Francq, Christian
4
McAleer, Michael
4
Zakoïan, Jean-Michel
4
Hallin, Marc
3
Kim, Donggyu
3
Paolella, Marc S.
3
Storti, Giuseppe
3
Xiu, Dacheng
3
Zhu, Ke
3
Ali, Shoaib
2
Allen, David E.
2
Asai, Manabu
2
Barigozzi, Matteo
2
Bhatti, Muhammad Ishaq
2
Caporin, Massimiliano
2
Chiang, Thomas C.
2
Fatima, Sameen
2
Fekete-Farkas, Maria
2
Gan, Christopher
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Hu, Baiding
2
Li, Guodong
2
Li, Wai Keung
2
Linton, Oliver
2
Maré, E.
2
Meddahi, Nour
2
Nadarajah, Saralees
2
Polak, Pawel
2
Venter, Pierre J.
2
Wang, Yazhen
2
Wong, Wing Keung
2
Wu, Jianbin
2
Yousaf, Imran
2
Abdallah, Marwa Ben
1
Abraham, Rebecca
1
Adrangi, Bahram
1
Aguilar, Mike
1
more ...
less ...
Published in...
All
Journal of econometrics
Handbook of economic forecasting ; Volume 2B
Journal of risk and financial management : JRFM
Finance and economics discussion series
1
Forecasting volatility in the financial markets
1
Journal of empirical finance
1
Working Papers / Duke University, Department of Economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
2
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->