//--> //--> //--> //-->
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
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
Narrow search
Year of publication
From:
To:
Subject
All
Volatilität
919
Volatility
916
Kapitaleinkommen
523
Capital income
520
Realized volatility
514
Prognoseverfahren
500
Forecasting model
496
Schätzung
420
realized volatility
414
Estimation
411
Zeitreihenanalyse
403
Time series analysis
387
ARCH-Modell
349
ARCH model
347
Theorie
344
Theory
321
Börsenkurs
263
Share price
251
Aktienmarkt
185
Stock market
181
Korrelation
130
Varianzanalyse
130
Correlation
128
Analysis of variance
123
Schätztheorie
119
Estimation theory
115
Welt
110
World
109
Stochastischer Prozess
104
Forecasting
102
Stochastic process
102
Realized variance
100
Realized Volatility
96
High-frequency data
91
forecasting
91
high-frequency data
88
Portfolio-Management
82
Portfolio selection
80
Market microstructure
77
Statistische Verteilung
76
more ...
less ...
Online availability
All
Free
896
Undetermined
848
Type of publication
All
Article
1,172
Book / Working Paper
774
Other
3
Type of publication (narrower categories)
All
Article in journal
897
Aufsatz in Zeitschrift
897
Working Paper
327
Arbeitspapier
186
Graue Literatur
185
Non-commercial literature
185
Article
46
research-article
11
Aufsatz im Buch
9
Book section
9
Conference paper
7
Konferenzbeitrag
7
Thesis
6
Hochschulschrift
5
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
Collection of articles written by one author
1
Konferenzschrift
1
Sammlung
1
conceptual-paper
1
more ...
less ...
Language
All
English
1,469
Undetermined
470
Italian
4
French
3
German
1
Portuguese
1
Spanish
1
more ...
less ...
Author
All
McAleer, Michael
66
Gupta, Rangan
59
Bollerslev, Tim
45
Pierdzioch, Christian
38
Ma, Feng
37
Asai, Manabu
35
Andersen, Torben G.
26
Medeiros, Marcelo C.
24
Sévi, Benoît
24
Bonato, Matteo
22
Caporin, Massimiliano
22
Chevallier, Julien
22
Diebold, Francis X.
21
Degiannakis, Stavros
20
Audrino, Francesco
17
Barunik, Jozef
17
Opschoor, Anne
17
Watanabe, Toshiaki
17
Yu, Jun
17
Christensen, Bent Jesper
16
Gillas, Konstantinos Gkillas
16
Patton, Andrew J.
16
Scharth, Marcel
16
Allen, David E.
15
Baruník, Jozef
15
Chang, Chia-Lin
15
Corsi, Fulvio
15
Gallo, Giampiero M.
15
Gribisch, Bastian
15
Meddahi, Nour
15
Nielsen, Morten Ørregaard
15
Nonejad, Nima
15
Rossi, Eduardo
15
Voev, Valeri
15
Hansen, Peter Reinhard
14
Hautsch, Nikolaus
14
Hounyo, Ulrich
14
Liao, Yin
14
Lucas, André
14
Lunde, Asger
14
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
64
Institute of Economic Research, Hitotsubashi University
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
School of Economics and Political Science, Universität St. Gallen
12
Center for Financial Studies
11
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
9
National Centre for Econometric Research (NCER)
9
Tinbergen Instituut
9
Department of Economics and Finance, College of Business and Economics
8
Econometric Society
8
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
8
Department of Economics, Rutgers University-New Brunswick
7
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
7
Duke University, Department of Economics
7
Economics Department, Queen's University
7
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
7
Université Paris-Dauphine (Paris IX)
7
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
7
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
6
Department of Economics, Oxford University
6
School of Economics, Singapore Management University
6
Cowles Foundation for Research in Economics, Yale University
5
Department of Economics, University of Peloponnese
5
Erasmus University Rotterdam, Econometric Institute
5
HAL
5
Institute of Economic Research, Kyoto University
5
International Centre for Economic Research (ICER)
5
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
4
Department of Econometrics and Business Statistics, Monash Business School
4
Department of Economics, European University Institute
4
Department of Economics, University of Pennsylvania
4
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
4
East Asian Bureau of Economic Research (EABER)
4
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
4
Schweizerische Nationalbank (SNB)
4
Agricultural and Applied Economics Association - AAEA
3
C.E.P.R. Discussion Papers
3
Département de Sciences Économiques, Université de Montréal
3
more ...
less ...
Published in...
All
CREATES Research Papers
62
Finance research letters
59
International journal of forecasting
39
Journal of econometrics
39
Energy economics
32
International review of economics & finance : IREF
32
Journal of forecasting
29
Journal of financial econometrics
28
Economic modelling
26
Journal of empirical finance
24
The North American journal of economics and finance : a journal of financial economics studies
24
Discussion paper / Tinbergen Institute
23
International review of financial analysis
23
Journal of banking & finance
23
Tinbergen Institute Discussion Paper
21
Journal of Risk and Financial Management
19
Quantitative finance
19
Journal of risk and financial management : JRFM
18
Applied economics
17
Applied economics letters
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Department of Economics working paper series
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Economics letters
13
CIRANO Working Papers
12
Econometric reviews
12
Global COE Hi-Stat Discussion Paper Series
12
International journal of finance & economics : IJFE
12
Working Paper
12
CFS Working Paper Series
11
Econometric Reviews
11
Physica A: Statistical Mechanics and its Applications
11
Research in international business and finance
11
Tinbergen Institute Discussion Papers
11
MPRA Paper
10
Econometrics
9
Econometrics : open access journal
9
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
9
IES Working Paper
9
IES working paper
9
more ...
less ...
Source
All
ECONIS (ZBW)
1,103
RePEc
630
EconStor
187
BASE
16
Other ZBW resources
13
Showing
111
-
120
of
1,949
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
111
Do high-frequency data improve multivariate volatility forecasting for investors with different investment horizons?
Yu, Limin
;
Huang, Zhuo
-
2022
Persistent link: https://www.econbiz.de/10015053841
Saved in:
112
What does the cross-section tell about itself? : explaining equity risk premia with stock return moments
Cooper, Ilan
;
Ma, Liang
;
Maio, Paulo
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 73-118
Persistent link: https://www.econbiz.de/10012819566
Saved in:
113
Improving the accuracy of tail risk forecasting models by combining several
realized
volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
114
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:
115
Forecasting
realized
volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
116
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:
117
Weighted least squares
realized
covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
118
Modeling and forecasting
realized
portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461907
Saved in:
119
Singlehanded or joint race? : stock market volatility prediction
Lu, Xinjie
;
Ma, Feng
;
Wang, Jianqiong
;
Dong, Dayong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 734-754
Persistent link: https://www.econbiz.de/10013342735
Saved in:
120
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts
Hu, Junjie
;
Kuo, Weiyu
;
Härdle, Wolfgang Karl
-
2019
risk characteristics for Bitcoin are analyzed from a
realized
volatility dynamics view. The
realized
variance RV is …
Persistent link: https://www.econbiz.de/10012433238
Saved in:
First
Prev
8
9
10
11
12
13
14
15
16
17
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->