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type_genre:"Arbeitspapier"
type_genre:"Series"
~accessRights:"restricted"
~person:"Gribisch, Bastian"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
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Volatility
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Gribisch, Bastian
Gupta, Rangan
18
Chan, Joshua
11
Wang, Yudong
11
McAleer, Michael
10
Aït-Sahalia, Yacine
9
Rodriguez, Gabriel
9
Wohar, Mark E.
8
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Asai, Manabu
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6
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6
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6
Nonejad, Nima
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Shi, Yanlin
6
Tiwari, Aviral Kumar
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Wu, Chongfeng
6
Zehri, Chokri
6
Zhang, Yaojie
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Barigozzi, Matteo
5
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Bekiros, Stelios
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Bouri, Elie
5
Caballero, Ricardo J.
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5
Ghysels, Eric
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of financial econometrics
1
Journal of international money and finance
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
A mixed frequency stochastic volatility model for intraday stock market returns
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 496-530
Persistent link: https://www.econbiz.de/10012654963
Saved in:
2
Dynamic principal component CAW models for high-dimensional realized covariance matrices
Gribisch, Bastian
;
Stollenwerk, Michael
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 799-821
Persistent link: https://www.econbiz.de/10012262622
Saved in:
3
A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
Saved in:
4
Estimating stochastic volatility models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
Saved in:
5
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
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