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~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Cette, Gilbert"
~person:"Hamori, Shigeyuki"
~person:"Nunnenkamp, Peter"
~person:"Pascha, Werner"
~person:"Schnabl, Gunther"
~person:"Seitz, Konrad"
~type_genre:"Aufsatz in Zeitschrift"
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Japan
2
2012-2019
1
Aktienmarkt
1
Börsenkurs
1
Corporate Social Responsibility
1
Corporate disclosure
1
Corporate social responsibility
1
ESG
1
Europa
1
Europe
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Financial crisis
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Finanzkrise
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Forecasting model
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Prognoseverfahren
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Risikomaß
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Tokyo Stock Exchange Co-Location dataset
1
USA
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Unternehmenspublizität
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Volatility
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Volatilität
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crash risk measure
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heterogeneous autoregressive model
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high-frequency traders
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random forest method
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realized volatility
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stock price crash risk
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Aufsatz in Zeitschrift
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Cette, Gilbert
Hamori, Shigeyuki
Nunnenkamp, Peter
Pascha, Werner
Schnabl, Gunther
Seitz, Konrad
Aruga, Kentaka
2
Sultonov, Mirzosaid
2
Adhikary, Bishnu Kumar
1
Akakpo, Koffi
1
Bago, Jean-Louis
1
Green, Christopher J.
1
Higashide, Takuo
1
Hoesli, Martin
1
Islam, Md. Monirul
1
Izumi, Kiyoshi
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Jannat, Arifa
1
Jehan, Shahzdah Nayyar
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Kang, Byung-Kook
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Kenett, Dror Y.
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Kinkyō, Takuji
1
Koji, Kojima
1
Lacava, Demetrio
1
Lai, Rose Neng
1
Maheshwari, Suneel
1
Marzuki, Muhammad Jufri
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Matsushima, Hiroyasu
1
Morimoto, Takayuki
1
Mullokandov, Asher
1
Murata, Rio
1
Muto, Makoto
1
Naik, Deepak Raghava
1
Newell, Graeme
1
Ogawa, Eiji
1
Ouédraogo, Ernest
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Qin, Jieye
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Rherrad, Imad
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Sakaji, Hiroki
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Sandoval Junior, Leonidas
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Scaffidi Domianello, Luca
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Shigemoto, Hideto
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Sirichand, Kavita
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Suimon, Yoshiyuki
1
Takaishi, Tetsuya
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Tanaka, Katsuyuki
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Journal of risk and financial management : JRFM
Japan and the world economy : international journal of theory and policy
7
Economics letters
4
International economics and economic policy : IEEP
4
The world economy : the leading journal on international economic relations
4
Applied economics letters
3
Intereconomics : review of European economic policy
3
Applied economics
2
Applied financial economics
2
Asia-Pacific financial markets
2
Asian economic and political issues
2
Aus Politik und Zeitgeschichte : APuZ
2
Credit and capital markets : Kredit und Kapital
2
Current politics and economics of Asia
2
Economic modelling
2
List-Forum für Wirtschafts- und Finanzpolitik
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Vierteljahrshefte zur Wirtschaftsforschung
2
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
2
Applied economics quarterly
1
Applied financial economics letters
1
Asian economic papers
1
Asien : the German journal on contemporary Asia
1
Aussenwirtschaft : schweizerische Zeitschrift für internationale Wirtschaftsbeziehungen ; the Swiss review of international economic relations
1
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
China & world economy
1
China economic review : an international journal
1
Controller Magazin : Praxiswissen zur Unternehmenssteuerung : Mitgliederzeitschrift des Internationalen Controller Vereins und der RMA Risk Management Association & Rating Association e.V.
1
Current politics and economics of Japan
1
Die Weltwirtschaft : Vierteljahresschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Econometric reviews
1
Economics of innovation and new technology
1
Economie & prévision : EP
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy policy
1
Financial engineering and the Japanese markets
1
Ifo Dresden berichtet
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of financial analysis
1
Jahrbuch normative und institutionelle Grundfragen der Ökonomik
1
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ECONIS (ZBW)
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1
ESG disclosures and stock price crash risk
Murata, Rio
;
Hamori, Shigeyuki
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
2/70
,
pp. 1-20
components in Europe, the United States, and
Japan
to perform regression analyses, after controlling for other potential stock …
Persistent link: https://www.econbiz.de/10012484063
Saved in:
2
New dataset for forecasting realized volatility : is the Tokyo stock exchange co-location dataset helpful for expansion of the heterogeneous autoregressive model in the Japanese st...
Higashide, Takuo
;
Tanaka, Katsuyuki
;
Kinkyō, Takuji
; …
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
5
,
pp. 1-18
This study analyzes the importance of the Tokyo Stock Exchange Co-Location dataset (TSE Co-Location dataset) to forecast the realized volatility (RV) of Tokyo stock price index futures. The heterogeneous autoregressive (HAR) model is a popular linear regression model used to forecast RV. This...
Persistent link: https://www.econbiz.de/10012534623
Saved in:
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