//--> //--> //--> //-->
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 variation"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Realized variation
11
Volatility
11
Volatilität
11
realized variation
8
Börsenkurs
6
Estimation
6
Forecasting model
6
Prognoseverfahren
6
Schätzung
6
Share price
6
Time series analysis
6
Zeitreihenanalyse
6
Capital income
5
High-frequency data
5
Kapitaleinkommen
5
ARCH model
4
ARCH-Modell
4
GARCH
4
Theorie
4
Theory
4
Bipower variation
3
DCS
3
Estimation theory
3
Finite activity jumps
3
Market microstructure
3
Marktmikrostruktur
3
Schätztheorie
3
VaR
3
high frequency data
3
jumps
3
leverage effect
3
range estimator
3
volatility forecasting
3
Analysis of variance
2
Ankündigungseffekt
2
Announcement effect
2
Energy futures price
2
Handelsvolumen der Börse
2
Intraday jump statistics
2
Jump diffusion process
2
more ...
less ...
Online availability
All
Free
10
Undetermined
8
Type of publication
All
Article
11
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Working Paper
7
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Language
All
English
17
Undetermined
4
Author
All
Bollerslev, Tim
6
Bjursell, Johan
3
Bos, Charles S.
3
Lilla, Francesca
3
Medeiros, Marcelo C.
3
Patton, Andrew J.
3
Quaedvlieg, Rogier
3
Gentle, James E.
2
Hwang, Eunju
2
Janus, Pawel
2
Podolskij, Mark
2
Wang, George H. K.
2
Andersen, Torben G.
1
Christensen, Kim
1
Christensen, Kimberly
1
Huang, Xin
1
Janus, Paweł
1
Liu, Huifang
1
Liu, Yi
1
Oomen, Roel C. A.
1
Oomen, Roel C.A.
1
Palandri, Alessandro
1
Shin, Dong Wan
1
Shin, Dong-wan
1
Todorov, Viktor
1
Wang, George H.K.
1
Webb, Robert I.
1
Zhang, Lei
1
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
2
Tinbergen Instituut
1
Published in...
All
CREATES Research Papers
2
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
2
Asia-Pacific journal of financial studies
1
Discussion paper / Tinbergen Institute
1
Economic modelling
1
Economics Letters
1
Economics letters
1
Energy Economics
1
Energy economics
1
Journal of Financial Economics
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of financial economics
1
Quaderni - Working Paper DSE
1
Texto para discussão
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
RePEc
6
EconStor
3
Showing
21
-
21
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Jumps and trading activity in interest rate futures markets : the response to macroeconomic announcements
Bjursell, Johan
;
Wang, George H. K.
;
Webb, Robert I.
- In:
Asia-Pacific journal of financial studies
42
(
2013
)
5
,
pp. 689-723
Persistent link: https://www.econbiz.de/10010249006
Saved in:
First
Prev
1
2
3
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->