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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Degiannakis, Stavros"
~person:"Diebold, Francis X."
~person:"Ghysels, Eric"
~person:"Gil-Alaña, Luis A."
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Aktienmarkt
Capital income
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Oil price
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Volatility
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Volatilität
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Deutschland
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Andersen, Torben
Bahmani-Oskooee, Mohsen
Degiannakis, Stavros
Diebold, Francis X.
Ghysels, Eric
Gil-Alaña, Luis A.
Hammoudeh, Shawkat
Yoon, Seong-min
Bollerslev, Tim
3
Li, Jia
3
Todorov, Viktor
3
Tauchen, George Eugene
2
Foster, Dean P.
1
Hansen, Bruce E.
1
Jacod, Jean
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King, Mervyn
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Labys, Paul
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Li, Yingying
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Meddahi, Nour
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Mykland, Per A.
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Nelson, Daniel B.
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Sakata, Shinichi
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Schaal, Edouard
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Sentana, Enrique
1
Uhlig, Harald
1
Wadhwani, Sushil B.
1
White, Halbert
1
Xiu, Dacheng
1
Zhang, Lan
1
Zheng, Xinghua
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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
Energy economics
25
Working paper / National Bureau of Economic Research, Inc.
19
Journal of econometrics
15
NBER working paper series
11
CFS working paper series
9
Economics and finance working paper series
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International review of financial analysis
8
NBER Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
8
Working papers / Financial Institutions Center
8
CESifo working papers
7
International review of economics & finance : IREF
7
Applied economics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Journal of international financial markets, institutions & money
6
Finance research letters
5
The energy journal
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Working papers / Rodney L. White Center for Financial Research
5
Financial Institutions Center
4
Bank of Greece Working Paper
3
Economic modelling
3
Global finance journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of finance & economics : IJFE
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Korea and the world economy
3
Research in international business and finance
3
The Korean economic review
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Working Paper / Bank of Greece
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Applied financial economics
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Econometric Institute research papers
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Econometric theory
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy policy
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International economic review
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International journal of forecasting
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Journal of applied econometrics
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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:
2
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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