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Search: subject:"Realized"
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Volatilität
1,057
Volatility
1,055
Prognoseverfahren
584
Forecasting model
580
Realized volatility
549
ARCH-Modell
455
ARCH model
453
Zeitreihenanalyse
453
Time series analysis
437
realized volatility
437
Kapitaleinkommen
433
Capital income
430
Schätzung
429
Estimation
420
Theorie
385
Theory
362
Börsenkurs
294
Share price
282
Aktienmarkt
201
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198
Varianzanalyse
181
Schätztheorie
180
Estimation theory
176
Analysis of variance
174
Korrelation
150
Correlation
148
Welt
139
World
138
Stochastischer Prozess
129
Stochastic process
127
Portfolio-Management
123
Portfolio selection
121
Forecasting
112
Realized variance
105
Risk
102
Forecast
97
Realized Volatility
97
Risiko
97
Prognose
96
High-frequency data
95
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Free
957
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913
CC license
53
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1,282
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795
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3
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Article in journal
995
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995
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348
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206
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205
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205
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54
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12
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12
research-article
12
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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
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1
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1,600
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470
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4
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3
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1
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Gupta, Rangan
67
McAleer, Michael
66
Bollerslev, Tim
45
Pierdzioch, Christian
43
Ma, Feng
37
Asai, Manabu
35
Bonato, Matteo
27
Andersen, Torben G.
26
Caporin, Massimiliano
24
Medeiros, Marcelo C.
24
Sévi, Benoît
24
Chevallier, Julien
22
Degiannakis, Stavros
22
Diebold, Francis X.
21
Audrino, Francesco
18
Opschoor, Anne
18
Watanabe, Toshiaki
18
Yu, Jun
18
Barunik, Jozef
17
Christensen, Bent Jesper
16
Gallo, Giampiero M.
16
Gillas, Konstantinos Gkillas
16
Huang, Zhuo
16
Patton, Andrew J.
16
Scharth, Marcel
16
Zhang, Yaojie
16
Allen, David E.
15
Baruník, Jozef
15
Chang, Chia-Lin
15
Corsi, Fulvio
15
Gribisch, Bastian
15
Hounyo, Ulrich
15
Lunde, Asger
15
Meddahi, Nour
15
Nielsen, Morten Ørregaard
15
Nonejad, Nima
15
Rossi, Eduardo
15
Voev, Valeri
15
Hansen, Peter Reinhard
14
Hautsch, Nikolaus
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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Finance research letters
63
CREATES Research Papers
62
International journal of forecasting
42
Journal of econometrics
41
Journal of forecasting
41
Energy economics
36
Journal of financial econometrics
34
International review of economics & finance : IREF
32
Journal of empirical finance
29
Economic modelling
27
Quantitative finance
25
Discussion paper / Tinbergen Institute
24
International review of financial analysis
24
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of banking & finance
23
Department of Economics working paper series
21
Tinbergen Institute Discussion Paper
21
Applied economics
19
Applied economics letters
19
Journal of Risk and Financial Management
19
Journal of risk and financial management : JRFM
18
Economics letters
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
The journal of futures markets
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Econometric reviews
13
Pacific-Basin finance journal
13
CIRANO Working Papers
12
Computational economics
12
Global COE Hi-Stat Discussion Paper Series
12
International journal of finance & economics : IJFE
12
Research in international business and finance
12
Working Paper
12
CFS Working Paper Series
11
Econometric Reviews
11
Physica A: Statistical Mechanics and its Applications
11
Tinbergen Institute Discussion Papers
11
Econometrics : open access journal
10
MPRA Paper
10
Econometrics
9
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Source
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ECONIS (ZBW)
1,224
RePEc
630
EconStor
196
BASE
16
Other ZBW resources
14
Showing
1
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10
of
2,080
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date (newest first)
date (oldest first)
1
Deciphering asymmetric spillovers in US industries : insights from higher-order moments
Muhammad Shafiullah
;
Senthilkumar, Arunachalam
;
Lucey, …
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10015053386
Saved in:
2
Using daily stock returns to estimate the unconditional and conditional variances of lower-frequency stock returns
Kirby, Chris
- In:
Risks : open access journal
13
(
2025
)
10
,
pp. 1-17
If intraday price data are unavailable, then using daily returns to construct
realized
measures of the variances of … application of this approach yields
realized
measures that are unbiased estimators of the unconditional and conditional variances … the merits of constructing
realized
measures in this fashion. First, I conduct a Monte Carlo study using a data generating …
Persistent link: https://www.econbiz.de/10015492451
Saved in:
3
Machine learning and the forecastability of cross-sectional
realized
variance : the role of
realized
moments
Plakandaras, Vasilios
;
Bonato, Matteo
;
Gupta, Rangan
; …
-
2025
Persistent link: https://www.econbiz.de/10015398295
Saved in:
4
Forecasting the
realized
volatility of agricultural commodity prices : does sentiment matter?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 2088-2125
Persistent link: https://www.econbiz.de/10015110366
Saved in:
5
Financial stress and
realized
volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015061759
Saved in:
6
Dynamic tail risk forecasting : what do
realized
skewness and kurtosis add?
Gallo, Giampiero M.
;
Okhrin, Ostap
;
Storti, Giuseppe
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10015099208
Saved in:
7
U.S .- Korea yield synchronization and its implications for monetary policy transmission
Kim, Jihyun
;
Kim, Somin
;
Kwak, Boreum
-
2026
Persistent link: https://www.econbiz.de/10015605080
Saved in:
8
Price discovery with a richer market microstructure noise
Dias, Gustavo Fruet
;
Fernandes, Marcelo
;
Scherrer, Cristina
-
2026
-
This version: January 29, 2022
Persistent link: https://www.econbiz.de/10015615683
Saved in:
9
Uncertain climate policy as a source of macro-financial shocks : evidence from carbon futures volatility
Guidolin, Massimo
;
Ionta, Serena
-
2026
Persistent link: https://www.econbiz.de/10015609451
Saved in:
10
Study on the validity of volatility trading
Castillo, Alberto
;
Mcwilliams, Jose Manuel Mira
- In:
FinTech
5
(
2026
)
1
,
pp. 1-50
valuation, we compare
realized
volatility, GARCH-based forecasts, range-based estimators, and widely used implied volatility …
Persistent link: https://www.econbiz.de/10015628389
Saved in:
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