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~person:"Herwartz, Helmut"
~person:"Martin, Gael M."
~person:"Medeiros, Marcelo C."
~person:"Mittnik, Stefan"
~subject:"Measurement"
~subject:"Theorie"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Measurement
Theorie
Volatilität
78
Volatility
72
Theory
37
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35
Estimation
31
ARCH-Modell
30
Börsenkurs
28
Prognoseverfahren
25
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25
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24
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English
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Herwartz, Helmut
Martin, Gael M.
Medeiros, Marcelo C.
Mittnik, Stefan
Diebold, Francis X.
35
Koopman, Siem Jan
34
Bollerslev, Tim
30
Lux, Thomas
30
McAleer, Michael
28
Andersen, Torben
27
Härdle, Wolfgang
25
Merkl, Christian
20
Bos, Charles S.
18
Lucas, André
18
Chiarella, Carl
17
Fernández-Villaverde, Jesús
17
Hautsch, Nikolaus
17
Pierdzioch, Christian
15
Agénor, Pierre-Richard
13
Aizenman, Joshua
13
Christensen, Bent Jesper
13
Hafner, Christian M.
13
Mumtaz, Haroon
13
Carriero, Andrea
12
Clark, Todd E.
12
Clements, Adam
12
Lütkepohl, Helmut
12
Marcellino, Massimiliano
12
Meddahi, Nour
12
Rubio-Ramírez, Juan Francisco
12
Asai, Manabu
11
Gonçalves, Sílvia
11
Guerrón-Quintana, Pablo A.
11
Rose, Andrew
11
Bertola, Giuseppe
10
Christoffersen, Peter F.
10
Nielsen, Morten Ørregaard
10
Platen, Eckhard
10
Schlag, Christian
10
Swanson, Norman R.
10
Westerhoff, Frank H.
10
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Econometrisch Instituut <Rotterdam>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
10
CFS working paper series
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
CFS Working Paper
2
CORE discussion paper : DP
2
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1
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1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
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ECONIS (ZBW)
37
EconStor
3
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
3
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
4
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
5
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
Saved in:
6
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
7
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
8
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
9
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
-
2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
10
Heteroskedasticity-robust unit root testing for trending panels
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
-
2017
have proposed PURTs that are pivotal in the presence of
volatility
shifts. The applicability of these tests, however, has …
Persistent link: https://www.econbiz.de/10011665040
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