//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~subject:"long memory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Realized"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Portfolio-Management
long memory
Volatilität
901
Volatility
898
Kapitaleinkommen
513
Capital income
510
Realized volatility
497
Prognoseverfahren
489
Forecasting model
485
realized volatility
413
Schätzung
412
Estimation
403
Zeitreihenanalyse
398
Time series analysis
382
ARCH-Modell
340
ARCH model
338
Theorie
338
Theory
315
Börsenkurs
260
Share price
248
Aktienmarkt
183
Stock market
179
Varianzanalyse
128
Korrelation
127
Correlation
125
Analysis of variance
121
Schätztheorie
118
Estimation theory
114
Welt
105
World
104
Stochastischer Prozess
102
Realized variance
100
Stochastic process
100
Forecasting
99
Realized Volatility
95
forecasting
90
High-frequency data
88
high-frequency data
86
Market microstructure
75
realized variance
75
more ...
less ...
Online availability
All
Free
68
Undetermined
53
Type of publication
All
Article
69
Book / Working Paper
67
Type of publication (narrower categories)
All
Article in journal
68
Aufsatz in Zeitschrift
68
Working Paper
42
Arbeitspapier
28
Graue Literatur
28
Non-commercial literature
28
Collection of articles of several authors
1
Collection of articles written by one author
1
Hochschulschrift
1
Konferenzschrift
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
124
Undetermined
12
Author
All
Medeiros, Marcelo C.
6
Asai, Manabu
5
Bollerslev, Tim
5
Martens, Martin
5
McAleer, Michael
5
Andersen, Torben G.
4
Diebold, Francis X.
4
Dijk, Dick van
4
Gribisch, Bastian
4
Hautsch, Nikolaus
4
Malec, Peter
4
Pooter, Michiel de
4
Wu, Jin
4
Christensen, Bent Jesper
3
Golosnoy, Vasyl
3
Kyj, Lada M.
3
Lux, Thomas
3
Morales-Arias, Leonardo
3
Nielsen, Morten Ørregaard
3
Omori, Yasuhiro
3
Sattarhoff, Cristina
3
Shenai, Nikhil
3
Vander Elst, Harry
3
Yamauchi, Yuta
3
Zikes, Filip
3
Barunik, Jozef
2
Baruník, Jozef
2
Caporale, Guglielmo Maria
2
Cipollini, Fabrizio
2
Dapena, José P.
2
Faria, Gonçalo
2
Feng, Yuanhua
2
Gallo, Giampiero M.
2
Hillebrand, Eric
2
Kosowski, Robert L.
2
Ma, Feng
2
Martin-Valmayor, Miguel
2
Nolte, Ingmar
2
Oomen, Roel C. A.
2
Palandri, Alessandro
2
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
3
Center for Financial Studies
2
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
2
Economics Department, Queen's University
2
Abteilung "Marktprozesse und Steuerung", Wissenschaftszentrum Berlin für Sozialforschung (WZB)
1
Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, University of Peloponnese
1
Department of Economics, University of Pennsylvania
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
HAL
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
Tinbergen Institute
1
Tinbergen Instituut
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
5
Journal of forecasting
5
International journal of forecasting
4
Journal of banking & finance
4
Journal of empirical finance
4
Journal of financial econometrics
4
CREATES Research Papers
3
Discussion papers / CEPR
3
Applied economics
2
CFS Working Paper
2
CFS Working Paper Series
2
CIE working paper series
2
CIRJE discussion papers / F series
2
CREATES research paper
2
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Pacific-Basin finance journal
2
Queen's Economics Department Working Paper
2
Review of quantitative finance and accounting
2
Serie documentos de trabajo
2
Texto para discussão
2
Textos para discussão
2
Tinbergen Institute Discussion Papers
2
Working Papers / Economics Department, Queen's University
2
Annals of economics and statistics
1
Applied economics letters
1
Applied mathematical finance
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CESifo Working Paper
1
CESifo working papers
1
Cardiff economics working papers
1
Central European journal of economic modelling and econometrics
1
Cogent economics & finance
1
Computational economics
1
DISIA working paper
1
Department of Economics discussion paper series / University of Oxford
1
more ...
less ...
Source
All
ECONIS (ZBW)
98
RePEc
24
EconStor
14
Showing
21
-
30
of
136
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Time series momentum and reversal : intraday information from
realized
semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
22
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
23
Volatility puzzle : long memory or antipersistency
Shi, Shuping
;
Yu, Jun
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3861-3883
Persistent link: https://www.econbiz.de/10014338293
Saved in:
24
Bitcoin volatility and the introduction of bitcoin futures : a portfolio construction approach
Bouteska, Ahmed
;
Harasheh, Murad
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014513636
Saved in:
25
Good volatility, bad volatility, and the cross section of cryptocurrency returns
Zhang, Zehua
;
Zhao, Ran
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464825
Saved in:
26
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
27
The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall : a Complete
Realized
Exponential GARCH-X approach
Naimoli, Antonio
- In:
International economics : a journal published by CEPII …
176
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468603
Saved in:
28
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating
realized
measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
29
Multivariate fractional components analysis
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 880-914
Persistent link: https://www.econbiz.de/10014314837
Saved in:
30
Dynamic factor, leverage and
realized
covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->