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Search: subject:"Range Based"
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Volatility
31
Volatilität
30
ARCH model
20
ARCH-Modell
20
Forecasting model
15
Prognoseverfahren
15
range-based volatility
12
Capital income
9
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9
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9
Schätztheorie
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9
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9
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8
Börsenkurs
7
Range-based volatility
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exchange rates
7
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6
Correlation
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Rohstoffderivat
6
volatility
6
Financial crisis
5
Korrelation
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Range-based estimation
5
absence of arbitrage
5
asynchronous trading
5
bid-ask bounce
5
bond returns
5
correlation
5
covariance
5
stock returns
5
volatility forecasting
5
Bipower Variation
4
Handelsvolumen der Börse
4
Hedging
4
Markov chain
4
Markov-Kette
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Range-Based Bipower Variation
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Undetermined
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32
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Article
48
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33
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Podolskij, Mark
7
Brandt, Michael W.
5
Christensen, Kim
5
Diebold, Francis X.
5
Ma, Feng
5
Tseng, Tseng-Chan
4
Karanasos, Menelaos
3
Kartsaklas, A.
3
Liu, Jing
3
Skoczylas, Tomasz
3
Vetter, Mathias
3
Bhaumik, S.
2
Caporale, Guglielmo Maria
2
Chan, Jennifer So Kuen
2
Chung, Huimin
2
Dutta, Anupam
2
Guesmi, Khaled
2
Huang, Dengshi
2
Hung, Jui-Cheng
2
Karanasos, M.
2
Kartsaklas, Aris
2
Kok Haur Ng
2
Lahiani, Amine
2
Lai, Hung-Cheng
2
Mahieu, Ronald
2
Maillet, Bertrand
2
Miao, Daniel Wei-Chung
2
Michel, Thierry
2
Médecin, Jean-Philippe
2
Su, Yi Kai
2
Tan, Shay Kee
2
Wang, Jying-Nan
2
Wei, Yu
2
Wu, Chun-chou
2
Yfanti, Stavroula
2
Ziggel, Daniel
2
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Alshammari, Saad
1
April
1
Arya, Himani
1
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School of Economics and Management, University of Aarhus
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Center for Financial Studies
2
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
2
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Department of Economics, University of Peloponnese
1
Department of Economics, University of Pennsylvania
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Financial Institutions Center, Wharton School of Business
1
HAL
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institute for International Integration Studies (IIIS), Trinity College Dublin
1
William Davidson Institute, University of Michigan
1
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Economic modelling
4
CREATES Research Papers
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MPRA Paper
3
Applied economics
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CFS Working Paper Series
2
Economics Bulletin
2
Technical Report
2
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied economics letters
1
Applied financial economics
1
Asian economic journal : journal of the East Asian Economic Association
1
Bank i kredyt
1
CESifo Working Paper
1
CESifo working papers
1
CFS Working Paper
1
Center for Financial Institutions Working Papers
1
Documents de travail du Centre d'Economie de la Sorbonne
1
ERIM Report Series Research in Management
1
Econometric Reviews
1
Economic Modelling
1
Energy economics
1
Finance and Stochastics
1
Finance research letters
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Global finance journal
1
International Journal of Information Security and Privacy (IJISP)
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of economics and business research : IJEBR
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Applied Statistics
1
Journal of Economic Studies
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of finance and investment analysis
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ECONIS (ZBW)
35
RePEc
34
EconStor
5
Other ZBW resources
2
BASE
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77
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1
Optimal nonparametric
range-based
volatility estimation
Bollerslev, Tim
;
Li, Jia
;
Li, Qiyuan
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015073787
Saved in:
2
Modelling and forecasting intraday volatility with
range-based
GARCH models for Indian stock market
Shakeel, Moonis
;
Arya, Himani
- In:
International journal of economics and business …
27
(
2024
)
4
,
pp. 633-650
Persistent link: https://www.econbiz.de/10015063292
Saved in:
3
Range-based
risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
4
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
5
Forecasting oil futures realized
range-based
volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
6
News-based sentiment and bitcoin volatility
Sapkota, Niranjan
- In:
International review of financial analysis
82
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013431118
Saved in:
7
A non-parametric decomposition of the environmental performance-income relationship : evidence from a non-linear model
Ben Lahouel, Bechir
;
Zaied, Younes Ben
;
Yang, Guo-liang
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 525-558)
.
2022
Persistent link: https://www.econbiz.de/10013350129
Saved in:
8
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
9
Impacts of relatively rational and irrational investor sentiment on realized volatility
Tseng, Tseng-Chan
;
Lai, Hung-Cheng
;
Chen, Jih-Kuang
- In:
Asian economic journal : journal of the East Asian …
36
(
2022
)
4
,
pp. 458-478
Persistent link: https://www.econbiz.de/10014280248
Saved in:
10
An improved cat swarm search-based deep ensemble learning model for group recommender systems
Roy, Deepjyoti
;
Dutta, Mala
- In:
Journal of information & knowledge management : JIKM
21
(
2022
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10013411146
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