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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:"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
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Monte-Carlo-Simulation
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United States
Volatility
4
Volatilität
4
Forecasting model
3
Prognoseverfahren
3
1996-2009
1
Algorithm
1
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1
Analysis of variance
1
Capital income
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation
1
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1
High-Frequency Data
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Inference on Integrated Variance
1
Inference on Jumps
1
Integrated Quarticity
1
Kapitaleinkommen
1
Messung
1
Neural networks
1
Neuronale Netze
1
Nichtlineare Regression
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Nonlinear regression
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Risikomaß
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Risk measure
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Robust Neighborhood Truncation Estimator
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Statistical distribution
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Statistical error
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Andersen, Torben
Christoffersen, Peter F.
Martin, Gael M.
Medeiros, Marcelo C.
McAleer, Michael
27
Mumtaz, Haroon
13
Neely, Christopher J.
12
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
Piger, Jeremy Max
4
Roengchai Tansuchat
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
Karlsson, Sune
3
Kim, Chang-jin
3
Laurent, Sébastien
3
Leduc, Sylvain
3
Nicolini, Marcella
3
Skiadopoulos, George
3
Wen, Yi
3
Österholm, Pär
3
Alessandri, Piergiorgio
2
Baillie, Richard
2
Baldi, Lucia
2
Białkowski, Je̜drzej
2
Birinci, Serdar
2
Blazsek, Szabolcs
2
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2
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International finance discussion papers
Working paper
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16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
CREATES research paper
7
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
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Handbook of economic forecasting ; Vol. 1
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ECONIS (ZBW)
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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
Asymmetry and long memory in
volatility
modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
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