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~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Market microstructure
124
Marktmikrostruktur
124
Volatility
55
Volatilität
55
Börsenkurs
35
Estimation theory
35
Schätztheorie
35
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35
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Theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Analysis of variance
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Bid-ask spread
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Andersen, Torben
2
Bollerslev, Tim
2
Blau, Benjamin
1
Chang, Ming-Jen
1
Chen, Shikuan
1
Chien, Chih-Chung
1
Duong, Diep
1
Ghysels, Eric
1
Huang, Tao
1
Li, Junye
1
Li, Yifan
1
Li, Yingying
1
Meddahi, Nour
1
Medeiros, Marcelo C.
1
Nguyen Nga
1
Nolte, Ingmar
1
Patton, Andrew J.
1
Quaedvlieg, Rogier
1
Sinko, Arthur
1
Swanson, Norman R.
1
Todorov, Viktor
1
Vasios, Michalis
1
Voev, Valeri
1
Whitby, Ryan J.
1
Xu, Qi
1
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Journal of banking & finance
Journal of econometrics
Cogent economics & finance
7
Econometrics : open access journal
6
Quantitative finance
6
Financial innovation : FIN
5
China journal of accounting research : CJAR
4
International Journal of Financial Studies : open access journal
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Journal of forecasting
4
Borsa Istanbul Review
3
Journal of empirical finance
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E-Finanse : finansowy kwartalnik internetowy
2
Economics / Journal articles : the open-access, open-assessment journal
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Finance research letters
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International econometric review
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International journal of economic sciences and applied research : IJESAR
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Journal of business economics and management
2
Journal of financial economics
2
Journal of financial markets
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The Journal of finance and data science : JFDS
2
UTMS journal of economics / University of Tourism and Management : international, multidisciplinary journal for the area of south and southeastern Europe
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Advances in management & applied economics
1
Amfiteatru economic : an economic and business research periodical
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Applied economics
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Baltic journal of economics
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CBN journal of applied statistics
1
East Asian economic review
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Econometric reviews
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Economics and Business Letters : EBL
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of business and economic sciences applied research : IJBESAR
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International journal of forecasting
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International review of financial analysis
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Journal for labour market research
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Journal of applied finance & banking
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ECONIS (ZBW)
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1
Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao
;
Li, Junye
- In:
Journal of banking & finance
101
(
2019
),
pp. 21-36
Persistent link: https://www.econbiz.de/10012162590
Saved in:
2
The information content of option ratios
Blau, Benjamin
;
Nguyen Nga
;
Whitby, Ryan J.
- In:
Journal of banking & finance
43
(
2014
),
pp. 179-187
Persistent link: https://www.econbiz.de/10010410010
Saved in:
3
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
4
Order flow, bid–ask spread and trading density in foreign exchange markets
Chen, Shikuan
;
Chien, Chih-Chung
;
Chang, Ming-Jen
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 597-612
Persistent link: https://www.econbiz.de/10009511764
Saved in:
5
Volatility forecasting and microstructure noise
Ghysels, Eric
;
Sinko, Arthur
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10009242520
Saved in:
6
Realized volatility forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
7
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
8
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:
9
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
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