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Search: subject:"Realized"
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Subject
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Volatilität
924
Volatility
921
Kapitaleinkommen
525
Capital income
522
Realized volatility
514
Prognoseverfahren
501
Forecasting model
497
Schätzung
426
Estimation
417
realized volatility
415
Zeitreihenanalyse
407
Time series analysis
391
ARCH-Modell
354
ARCH model
352
Theorie
345
Theory
322
Börsenkurs
265
Share price
253
Aktienmarkt
185
Stock market
181
Korrelation
132
Varianzanalyse
131
Correlation
130
Analysis of variance
124
Schätztheorie
122
Estimation theory
118
Welt
111
World
110
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
84
Portfolio selection
82
Market microstructure
79
Statistische Verteilung
77
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Free
900
Undetermined
852
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Article
1,179
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775
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3
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902
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902
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328
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187
Graue Literatur
186
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186
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48
research-article
11
Aufsatz im Buch
9
Book section
9
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7
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7
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6
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5
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2
Collection of articles of several authors
2
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2
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1
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1
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1
conceptual-paper
1
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English
1,477
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470
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4
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3
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1
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1
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1
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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
Huang, Zhuo
14
Liao, Yin
14
Lucas, André
14
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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
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CREATES Research Papers
62
Finance research letters
59
Journal of econometrics
40
International journal of forecasting
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
Applied economics
18
Applied economics letters
18
Journal of risk and financial management : JRFM
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Department of Economics working paper series
15
Economics letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
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
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Source
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ECONIS (ZBW)
1,109
RePEc
630
EconStor
189
BASE
16
Other ZBW resources
13
Showing
31
-
40
of
1,957
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date (oldest first)
31
An econometric analysis of volatility discovery
Dias, Gustavo Fruet
;
Papailias, Fotis
;
Scherrer, Cristina
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Saved in:
32
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Yongdeng
;
Guan, Bo
;
Lu, Wenna
;
Heravi, Saeed M.
- In:
Energy economics
136
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015046875
Saved in:
33
Asymmetric models for
realized
covariances
Bauwens, Luc
;
Dzuverovic, Emilija
;
Hafner, Christian M.
-
2024
Persistent link: https://www.econbiz.de/10015072281
Saved in:
34
The factor structure of exchange rates volatility : global and intermittent factors
Caporin, Massimiliano
;
Rodríguez-Caballero, Carlos Vladimir
- In:
Empirical economics : a quarterly journal of the …
67
(
2024
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10015048346
Saved in:
35
Multi-task forecasting of the
realized
volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
36
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
37
Volatility dynamics of agricultural futures markets under uncertainties
Dutta, Anupam
;
Uddin, Mohammed Gazi Salah
;
Sheng, Lin Wen
; …
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046928
Saved in:
38
Cryptocurrency systematic risk dynamics
Bao Doan
;
Jayasuriya, Dulani
;
Lee, John B.
;
Reeves, …
- In:
Economics letters
241
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015077948
Saved in:
39
Realized
GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
40
"Good" and "bad" volatilities : a
realized
semivariance GARCH approach
Xu, Dinghai
- In:
Applied economics
56
(
2024
)
51
,
pp. 6391-6411
Persistent link: https://www.econbiz.de/10015073572
Saved in:
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