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~language:"eng"
~person:"Andersen, Torben"
~person:"Hamori, Shigeyuki"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Prognoseverfahren
Volatilität
Volatility
69
Estimation
49
Schätzung
49
Japan
45
Theorie
40
Theory
40
USA
39
United States
39
Börsenkurs
30
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30
ARCH model
25
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25
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25
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25
Financial crisis
21
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Welt
21
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18
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15
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14
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75
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Graue Literatur
49
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7
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7
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Andersen, Torben
Hamori, Shigeyuki
Gupta, Rangan
272
Ma, Feng
103
Pierdzioch, Christian
100
Bouri, Elie
95
McAleer, Michael
86
McMillan, David G.
85
Wohar, Mark E.
83
Bahmani-Oskooee, Mohsen
72
Clements, Michael P.
72
Wang, Yudong
71
Franses, Philip Hans
70
Hammoudeh, Shawkat
67
Tiwari, Aviral Kumar
62
Baghestani, Hamid
60
Zhang, Yaojie
60
Balcilar, Mehmet
58
Narayan, Paresh Kumar
58
Fildes, Robert
57
Timmermann, Allan
57
Bollerslev, Tim
56
Salisu, Afees A.
56
Kang, Sang Hoon
55
Marcellino, Massimiliano
55
Xuan Vinh Vo
52
Mensi, Walid
51
Zaremba, Adam
49
Wang, Shouyang
48
Demirer, Rıza
47
Caporale, Guglielmo Maria
46
Stekler, Herman O.
46
Kumar, Dilip
45
Chevallier, Julien
43
Diebold, Francis X.
42
Petropoulos, Fotios
42
Fabozzi, Frank J.
41
Yin, Libo
41
Ghysels, Eric
40
Goodwin, Paul
40
Wei, Yu
40
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Journal of econometrics
13
The journal of finance : the journal of the American Finance Association
6
Journal of risk and financial management : JRFM
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Research in international business and finance
3
Applied economics
2
Applied financial economics
2
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
International review of financial analysis
2
Japan and the world economy : international journal of theory and policy
2
Journal of economics and finance
2
Journal of financial economics
2
Journal of financial markets
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of financial economics
1
Applied economics letters
1
Asian economic and political issues
1
Current politics and economics of Asia
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of economics and finance
1
International review of economics & finance : IREF
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
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ECONIS (ZBW)
75
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
5
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
6
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
7
Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula appro...
Zhang, Wenting
;
He, Xie
;
Hamori, Shigeyuki
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013454962
Saved in:
8
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
9
Continuous wavelet analysis of Chinese renminbi : co-movement and lead-lag relationship between onshore and offshore exchange rates
Xu, Lei
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821307
Saved in:
10
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
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