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~isPartOf:"International finance discussion papers"
~isPartOf:"Working paper"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Martin, Gael M."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Forecasting model"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
Forecasting model
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatility
4
Volatilität
4
Prognoseverfahren
3
1996-2009
1
Algorithm
1
Algorithmus
1
Analysis of variance
1
Capital income
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation
1
Functional Filtering
1
High-Frequency Data
1
Inference on Integrated Variance
1
Inference on Jumps
1
Integrated Quarticity
1
Kapitaleinkommen
1
Messung
1
Neural networks
1
Neuronale Netze
1
Nichtlineare Regression
1
Nonlinear regression
1
Risikomaß
1
Risk measure
1
Robust Neighborhood Truncation Estimator
1
Robust statistics
1
Robustes Verfahren
1
Sampling
1
Schätzung
1
Share price
1
Statistical distribution
1
Statistical error
1
Statistische Verteilung
1
Statistischer Fehler
1
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1
Stochastic process
1
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1
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Systematic review
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English
4
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Andersen, Torben
Christoffersen, Peter F.
Martin, Gael M.
Medeiros, Marcelo C.
McAleer, Michael
33
Mumtaz, Haroon
13
Neely, Christopher J.
13
Chang, Chia-Lin
10
Guo, Hui
7
Manera, Matteo
7
Nguyen, Hoang
6
Christiansen, Charlotte
5
Raunig, Burkhard
5
Theodoridis, Konstantinos
5
Bodenstein, Martin
4
Kapetanios, George
4
Karlsson, Sune
4
Piger, Jeremy Max
4
Roengchai Tansuchat
4
Österholm, Pär
4
Asai, Manabu
3
Baker, Scott
3
Bastianin, Andrea
3
Bloom, Nicholas
3
Chen, Chi-chung
3
Davis, Steven J.
3
Erdemlioglu, Deniz
3
Escribano, Álvaro
3
Guerrieri, Luca
3
Hammoudeh, Shawkat
3
Kim, Chang-jin
3
Laurent, Sébastien
3
Leduc, Sylvain
3
Nicolini, Marcella
3
Skiadopoulos, George
3
Wen, Yi
3
Alessandri, Piergiorgio
2
Allen, David E.
2
Baillie, Richard
2
Baldi, Lucia
2
Białkowski, Je̜drzej
2
Birinci, Serdar
2
Blazsek, Szabolcs
2
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University of Canterbury / Dept. of Economics and Finance
1
Published in...
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International finance discussion papers
Working paper
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Working paper / National Bureau of Economic Research, Inc.
16
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
10
CREATES research paper
9
Working papers / Financial Institutions Center
7
CFS working paper series
4
Econometric Institute research papers
4
Financial Institutions Center
3
Global COE Hi-Stat discussion paper series
2
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2
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2
American Economic Review papers and proceedings
1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
Handbook of economic forecasting ; Vol. 1
1
Staff working paper / Bank of Canada
1
Technical working paper / National Bureau of Economic Research
1
Texto para discussão
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
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ECONIS (ZBW)
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1
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2013
Persistent link: https://www.econbiz.de/10009735127
Saved in:
2
Modelling and forecasting noisy realized
volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
3
Asymmetry and long memory in
volatility
modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
4
Forecasting realized
volatility
with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
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