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Search: subject:"Realized"
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Subject
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Volatilität
999
Volatility
996
Prognoseverfahren
540
Forecasting model
536
Realized volatility
522
Zeitreihenanalyse
432
ARCH-Modell
424
realized volatility
424
ARCH model
422
Kapitaleinkommen
416
Time series analysis
416
Capital income
413
Schätzung
405
Estimation
396
Theorie
361
Theory
338
Börsenkurs
276
Share price
264
Aktienmarkt
192
Stock market
189
Varianzanalyse
177
Schätztheorie
173
Analysis of variance
170
Estimation theory
169
Korrelation
148
Correlation
146
Welt
130
World
129
Stochastischer Prozess
123
Stochastic process
121
Portfolio-Management
116
Portfolio selection
114
Forecasting
105
Realized variance
103
Realized Volatility
96
Risk
95
forecasting
93
High-frequency data
92
high-frequency data
92
Market microstructure
90
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Free
922
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876
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46
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Article
1,220
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784
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3
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940
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940
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337
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197
Graue Literatur
196
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196
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49
research-article
12
Aufsatz im Buch
10
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10
Conference paper
7
Konferenzbeitrag
7
Thesis
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
1,527
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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
63
Bollerslev, Tim
45
Pierdzioch, Christian
41
Ma, Feng
37
Asai, Manabu
35
Andersen, Torben G.
26
Bonato, Matteo
25
Medeiros, Marcelo C.
24
Sévi, Benoît
24
Caporin, Massimiliano
23
Chevallier, Julien
22
Diebold, Francis X.
21
Degiannakis, Stavros
20
Audrino, Francesco
18
Watanabe, Toshiaki
18
Barunik, Jozef
17
Opschoor, Anne
17
Yu, Jun
17
Christensen, Bent Jesper
16
Gallo, Giampiero M.
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
Gribisch, Bastian
15
Huang, Zhuo
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
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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
61
Journal of econometrics
40
International journal of forecasting
39
Journal of forecasting
38
Energy economics
32
International review of economics & finance : IREF
32
Journal of empirical finance
28
Journal of financial econometrics
28
Economic modelling
27
Discussion paper / Tinbergen Institute
24
The North American journal of economics and finance : a journal of financial economics studies
24
International review of financial analysis
23
Journal of banking & finance
23
Quantitative finance
21
Tinbergen Institute Discussion Paper
20
Journal of Risk and Financial Management
19
Applied economics
18
Applied economics letters
18
Journal of risk and financial management : JRFM
18
Department of Economics working paper series
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Economics letters
14
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
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
The journal of futures markets
10
Econometrics
9
Econometrics : open access journal
9
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
9
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Source
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ECONIS (ZBW)
1,158
RePEc
630
EconStor
189
BASE
16
Other ZBW resources
14
Showing
1
-
10
of
2,007
Sort
relevance
articles prioritized
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
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:
3
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:
4
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:
5
Evaluation of volatility spillovers for asymmetric
realized
covariance
Maki, Daiki
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014581009
Saved in:
6
Realized
higher moments and trading activity
Yuan, Shu-Fang
- In:
Review of quantitative finance and accounting
62
(
2024
)
3
,
pp. 971-1005
Persistent link: https://www.econbiz.de/10014503204
Saved in:
7
Augmenting the
Realized
-GARCH : the role of signed-jumps, attenuation-biases and long-memory effects
Papantonis, Ioannis
;
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 171-198
Persistent link: https://www.econbiz.de/10014288888
Saved in:
8
Financial stress and
realized
volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317311
Saved in:
9
Does the
realized
distribution-based measure dominate particular moments? : evidence from cryptocurrency markets
Yang, Jen-Wei
;
Chiu, Shih-Yung
;
Yen, Kuang-Chieh
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014287045
Saved in:
10
A common component of Fama and French factor variances
Fathi, Masoumeh
;
Grobys, Klaus
;
Äijö, Janne
-
2025
Persistent link: https://www.econbiz.de/10015359779
Saved in:
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