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~subject:"Dynamic covariance matrix"
~subject:"Forecasting"
~subject:"Futures"
~subject:"long memory"
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Dynamic covariance matrix
Forecasting
Futures
long memory
Volatilität
916
Volatility
913
Kapitaleinkommen
523
Capital income
520
Realized volatility
512
Prognoseverfahren
497
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493
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418
realized volatility
414
Estimation
409
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401
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385
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347
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345
Theorie
341
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318
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263
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251
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185
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181
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129
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129
Correlation
127
Analysis of variance
122
Schätztheorie
119
Estimation theory
115
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110
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109
Stochastischer Prozess
103
Stochastic process
101
Realized variance
100
Realized Volatility
96
High-frequency data
91
forecasting
91
high-frequency data
86
Portfolio-Management
81
Portfolio selection
79
Market microstructure
76
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75
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Free
85
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65
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90
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73
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1
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62
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44
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26
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26
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1
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1
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1
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127
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36
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1
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Gupta, Rangan
22
Pierdzioch, Christian
20
McAleer, Michael
18
Asai, Manabu
14
Chevallier, Julien
10
Bonato, Matteo
9
Bollerslev, Tim
7
Nonejad, Nima
7
Grassi, Stefano
6
Martens, Martin
6
Medeiros, Marcelo C.
6
Sévi, Benoît
6
Gillas, Konstantinos Gkillas
5
Patton, Andrew J.
5
Andersen, Torben G.
4
Diebold, Francis X.
4
Dijk, Dick van
4
Halbleib, Roxana
4
Ji, Qiang
4
Lyócsa, Štefan
4
Ma, Feng
4
Santucci de Magistris, Paolo
4
Scharth, Marcel
4
Voev, Valeri
4
Wu, Jin
4
Çepni, Oğuzhan
4
Ҫepni, Oğuzhan
4
Chang, Chia-Lin
3
Hillebrand, Eric
3
Liao, Yin
3
Lux, Thomas
3
Magistris, Paolo Santucci de
3
Morales-Arias, Leonardo
3
Nielsen, Morten Ørregaard
3
Pooter, Michiel de
3
Quaedvlieg, Rogier
3
Sattarhoff, Cristina
3
Shenai, Nikhil
3
Todorova, Neda
3
Vander Elst, Harry
3
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School of Economics and Management, University of Aarhus
8
Center for Financial Studies
2
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
2
Economics Department, Queen's University
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
HAL
2
Tinbergen Instituut
2
Université Paris-Dauphine (Paris IX)
2
Abteilung "Marktprozesse und Steuerung", Wissenschaftszentrum Berlin für Sozialforschung (WZB)
1
Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Oxford University
1
Department of Economics, University of Peloponnese
1
Department of Economics, University of Pennsylvania
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
1
Fondazione ENI Enrico Mattei (FEEM)
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Institut für Weltwirtschaft (IfW)
1
Institute of Economic Research, Kyoto University
1
International Centre for Economic Research (ICER)
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
School of Economics and Finance, Tasmanian School of Business and Economics
1
School of Economics, University of Kent
1
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
1
Tinbergen Institute
1
Université Paris-Dauphine
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Department of Economics working paper series
9
International journal of forecasting
9
CREATES Research Papers
8
Energy economics
6
Finance research letters
6
Discussion paper / Tinbergen Institute
5
Journal of econometrics
4
Tinbergen Institute Discussion Paper
4
Economic modelling
3
International review of financial analysis
3
Journal of empirical finance
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Tinbergen Institute Discussion Papers
3
CFS Working Paper Series
2
CIE working paper series
2
CREATES research paper
2
Documentos de Trabajo del ICAE
2
Econometric Institute Research Papers
2
Econometric Reviews
2
Economics Papers from University Paris Dauphine
2
International review of economics & finance : IREF
2
Journal of financial econometrics
2
Queen's Economics Department Working Paper
2
Texto para discussão
2
Textos para discussão
2
Working Papers / Economics Department, Queen's University
2
Working Papers / HAL
2
Applied economics
1
Asia-Pacific financial markets
1
CESifo Working Paper
1
CESifo working papers
1
CFS Working Paper
1
CORE discussion papers : DP
1
Central European journal of economic modelling and econometrics
1
CoFE Discussion Paper
1
Computational Statistics & Data Analysis
1
Computational economics
1
Department of Economics discussion paper series / University of Oxford
1
Discussion Papers, Research Unit: Market Processes and Governance
1
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Source
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ECONIS (ZBW)
90
RePEc
54
EconStor
18
BASE
1
Other ZBW resources
1
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164
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1
Forecasting
realized
US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
2
Forecasting stock market
realized
volatility using random forest and artificial neural network in South Africa
Diane, Lamine
;
Brijlal, Pradeep
- In:
International journal of economics and financial issues …
14
(
2024
)
2
,
pp. 5-14
Persistent link: https://www.econbiz.de/10014581568
Saved in:
3
Stock market bubbles and the
realized
volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
4
Forecasting the conditional distribution of
realized
volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
5
Climate risks and
realized
volatility of major commodity currency exchange rates
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10012820396
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Climate risks and state-level stock-market
realized
volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
8
Business applications and state-level stock market
realized
volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
9
Realized
matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
10
A two-component
realized
exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
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