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subject:"Volatilität"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~subject:"Statistische Verteilung"
~type:"article"
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Volatilität
Statistische Verteilung
Estimation
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Volatility
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Bali, Turan G.
Bollerslev, Tim
Andersen, Torben
2
Li, Jia
2
Todorov, Viktor
2
Barro, Robert J.
1
Di Giovanni, Julian
1
Diebold, Francis X.
1
Jin, Tao
1
Kyle, Albert S.
1
Labys, Paul
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Meddahi, Nour
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Méjean, Isabelle
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
8
Journal of financial economics
6
Journal of financial and quantitative analysis : JFQA
2
The journal of finance : the journal of the American Finance Association
2
Economics letters
1
Handbook of economic forecasting ; 1
1
International economic review
1
Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of money, credit and banking : JMCB
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The American economic review
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The journal of business : B
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The journal of fixed income
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The journal of futures markets
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The review of economic studies
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ECONIS (ZBW)
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Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
2
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:
3
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
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