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isPartOf:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"The review of financial studies"
~language:"eng"
~subject:"Realized volatility"
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Realized volatility
Volatility
271
Volatilität
271
Theorie
134
Theory
134
Forecasting model
131
Prognoseverfahren
131
USA
89
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89
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Cipollini, Fabrizio
2
Gallo, Giampiero M.
2
Lyócsa, Štefan
2
Andrada Félix, Julián
1
Audrino, Francesco
1
Ballinari, Daniele
1
Bekierman, Jeremias
1
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1
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1
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1
Chen Zhou
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
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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
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1
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1
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1
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MPRA Paper
International journal of forecasting
The review of financial studies
Finance research letters
28
Energy economics
22
International review of economics & finance : IREF
18
Journal of econometrics
17
Journal of empirical finance
15
Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
13
International review of financial analysis
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Economics letters
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Research in international business and finance
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Journal of banking & finance
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Global finance journal
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Applied economics letters
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Department of Economics working paper series
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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China finance review international
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Financial innovation : FIN
4
Journal of Asian economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IES working paper
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Journal of management science and engineering
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ACRN journal of finance and risk perspectives
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Asia-Pacific financial markets
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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ECONIS (ZBW)
22
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1
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
2
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
3
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
4
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
5
Volatility forecasting in European government bond markets
Özbekler, Ali Gencay
;
Kontonikas, Alexandros
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332
Saved in:
6
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Saved in:
7
A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
Saved in:
8
Dimensionality reduction in forecasting with temporal hierarchies
Nystrup, Peter
;
Lindström, Erik
;
Møller, Jan K.
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1127-1146
Persistent link: https://www.econbiz.de/10012794823
Saved in:
9
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
10
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
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