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~isPartOf:"Journal of econometrics"
~person:"Dhaene, Geert"
~person:"Meddahi, Nour"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatility
9
Volatilität
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Dhaene, Geert
Meddahi, Nour
Patton, Andrew J.
6
Bollerslev, Tim
5
Andersen, Torben
3
Ghysels, Eric
3
Hallin, Marc
3
Kim, Donggyu
3
Zhou, Hao
3
Barigozzi, Matteo
2
Fan, Jianqing
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An, Ran
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Carriero, Andrea
1
Chan, Joshua C. C.
1
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Journal of econometrics
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
IDEI working papers
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International economic review
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KU Leuven Department of Economics, Discussion Paper Series DPS16.12
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ECONIS (ZBW)
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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
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2
Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
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