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~subject:"Realized volatility"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
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Search: subject_exact:"ARCH-Modell"
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Realized volatility
Statistical distribution
Theorie
Volatility
Welt
ARCH model
277
ARCH-Modell
277
Volatilität
147
Theory
87
Estimation
63
Schätzung
63
Börsenkurs
56
Share price
56
Aktienmarkt
47
Stock market
47
Capital income
46
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46
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36
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36
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33
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33
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31
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31
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29
Risk measure
29
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24
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24
Portfolio selection
23
Portfolio-Management
23
Exchange rate
21
Spillover effect
21
Spillover-Effekt
21
Wechselkurs
21
Großbritannien
18
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18
Aktienindex
17
GARCH
17
Stock index
17
China
16
Correlation
16
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16
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16
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16
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201
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Aufsatz im Buch
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Article in journal
5,294
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5,294
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1,252
Graue Literatur
1,191
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1,191
Arbeitspapier
1,166
Book section
184
Hochschulschrift
102
Thesis
81
Collection of articles written by one author
28
Sammlung
28
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27
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20
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20
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11
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9
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8
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Herwartz, Helmut
4
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4
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3
Ben Ameur, Hachmi
3
McAleer, Michael
3
Songsak Sriboonchitta
3
Amado, Cristina
2
Amilon, Henrik
2
Bollerslev, Tim
2
Brzeszczyński, Janusz
2
Chauveau, Thierry
2
Ftiti, Zied
2
Füss, Roland
2
Harvey, Andrew C.
2
Jawadi, Fredj
2
Karanasos, Menelaos
2
Laurent, Sébastien
2
Li, Wai Keung
2
Lindner, Alexander M.
2
Ling, Shiqing
2
Loperfido, Nicola
2
Louhichi, Wael
2
Maderitsch, Robert
2
Perote, Javier
2
Polasek, Wolfgang
2
Raters, F. H. C.
2
Rubia, Antonio
2
Shapovalova, Kateryna
2
Silvennoinen, Annastiina
2
Sin, Chor-yiu
2
Skoglund, Jimmy
2
Subbotin, Alexander
2
Terzioğlu, M. Kenan
2
Teräsvirta, Timo
2
Ñíguez, Trino-Manuel
2
Abdul Ghafar Ismail
1
Abergel, Frédéric
1
Ahmed, Salman
1
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1
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Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Forecasting volatility in the financial markets
7
Handbook of financial time series
7
Econometric analysis of financial and economic time series ; part a
6
Applied quantitative finance
5
Handbook of research on emerging theories, models, and applications of financial econometrics
4
The European journal of finance
4
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
4
Econometric analysis of financial and economic time series ; part B
3
Risk management decisions and value under uncertainty
3
Stock market volatility
3
Advances in Management Research : Emerging Challenges and Trends
2
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
2
Contemporary issues in business economics and finance
2
Contributions to financial econometrics : theoretical and practical issues
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
Economic modelling
2
Essays in nonlinear time series econometrics
2
Essays on Random Effects models and GARCH
2
Essays on financial models
2
Essays on financial time series models
2
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
Financial mathematics, volatility and covariance modelling
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
Handbook of economic forecasting ; Vol. 1
2
Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
2
Macromodels '99 : proceedings of the twenty six International Conference, december 1 - 4, 1999, Rydzyna - Poland
2
Maximum likelihood estimation of misspecified models : twenty years later
2
OPEC, oil prices and LNG
2
Quantitative analysis in financial markets ; [Vol. 1]
2
Revisiting Electricity Market Reforms : Lessons for ASEAN and East Asia
2
Stock returns : cyclicity, prediction and economic consequences
2
30th anniversary edition
1
Advances in applied business research : the L.A.B.S. initiative
1
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Advances in risk management
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Application of operations research to financial markets
1
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ECONIS (ZBW)
202
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1
Petroleum market volatility tracker in China
Bian, Huabin
;
Hua, Renhai
;
Liu, Qingfu
;
Zhang, Ping
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2022-2040
Persistent link: https://www.econbiz.de/10013465839
Saved in:
2
Diversification benefits and cross-volatility effects in cryptocurrency portfolios : a diagonal BEKK model perspective on Bitcoin and Bitgreen
Gupta, Muskan
;
Bhatnagar, Mukul
;
Kumar, Pawan
;
Taneja, …
- In:
Artificial intelligence and machine learning-powered …
,
(pp. 1-22)
.
2024
Persistent link: https://www.econbiz.de/10014524934
Saved in:
3
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
4
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
5
Impact of the COVID-19 pandemic on volatility spillover across sectors in the US markets
Ahzam, Tariq Syed
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 229-236)
.
2022
Persistent link: https://www.econbiz.de/10014434885
Saved in:
6
A study on risk return relationship of Indian equity markets
Thappa, Sankar
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 237-242)
.
2022
Persistent link: https://www.econbiz.de/10014434886
Saved in:
7
Bi-directional causality between volatility in output growth and price growth : evidence from rice production in India using ARCH/GARCH and panel VECM approach
Pal, Dipyaman
;
Chakraborty, Chandrima
- In:
Risks and Resilience of Emerging Economies : Essays in …
,
(pp. 71-90)
.
2023
Persistent link: https://www.econbiz.de/10014339164
Saved in:
8
Got crypto? : evidence from Markowitz, Kataoka, and conditional value-at-risk models
Du, Lanqing
;
Lee, Jinwook
;
Kim, Namjong
;
Choi, Paul Moon Sub
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 113-143)
.
2023
Persistent link: https://www.econbiz.de/10014245458
Saved in:
9
Measuring the relationship between intraday returns, volatility spillovers, and market beta during financial distress
Heymans, André
;
Brewer, Wayne
- In:
Business research : an illustrative guide to practical …
,
(pp. 77-98)
.
2023
Persistent link: https://www.econbiz.de/10014317750
Saved in:
10
Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
Persistent link: https://www.econbiz.de/10014282544
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