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The Stabilizing Effect of Hydr...
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Volatility
333
Volatilität
333
Forecasting model
296
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296
Theorie
242
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242
Estimation theory
191
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Bollerslev, Tim
21
Todorov, Viktor
19
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15
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15
Andersen, Torben
14
Aït-Sahalia, Yacine
13
Patton, Andrew J.
13
Swanson, Norman R.
12
Taylor, Robert
11
Xiu, Dacheng
11
Diebold, Francis X.
10
Ghysels, Eric
10
Mykland, Per A.
10
Clark, Todd E.
9
Corradi, Valentina
9
Linton, Oliver
9
McAleer, Michael
9
Li, Jia
8
Meddahi, Nour
8
Dijk, Herman K. van
7
Schorfheide, Frank
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Elliott, Graham
6
Kim, Donggyu
6
Koopman, Siem Jan
6
Li, Yingying
6
Maheu, John M.
6
Marcellino, Massimiliano
6
McCracken, Michael W.
6
Zhang, Lan
6
Asai, Manabu
5
Carriero, Andrea
5
Fan, Jianqing
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Hong, Yongmiao
5
Lee, Ji Hyung
5
Park, Joon Y.
5
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Kom / Kommission der Europäischen Gemeinschaften
3,123
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1,639
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1,633
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1,508
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1,426
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1,329
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1,187
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1,101
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1,061
Journal of common market studies : JCMS
1,023
Applied economics
1,018
Finance research letters
973
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908
Economic modelling
869
Journal of banking & finance
760
Applied economics letters
744
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Economics letters
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International review of financial analysis
662
MPRA Paper
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632
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618
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567
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560
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Technological forecasting & social change : an international journal
533
IZA Discussion Paper
528
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524
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International Journal of Energy Economics and Policy : IJEEP
498
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ECONIS (ZBW)
589
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1
Threshold bipower variation and the impact of jumps on
volatility
forecasting
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
- In:
Journal of econometrics
159
(
2010
)
2
,
pp. 276-288
Persistent link: https://www.econbiz.de/10008840480
Saved in:
2
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:
3
Volatillity forecast comparison using imperfect
volatility
proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
4
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:
5
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
6
Forecasting multivariate realized stock market
volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
7
Do high-frequency measures of
volatility
improve forecasts of return distributions?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009242544
Saved in:
8
The role of implied
volatility
in forecasting future realized
volatility
and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
9
Probabilistic forecasts of
volatility
and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
10
On loss functions and ranking forecasting performances of multivariate
volatility
models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
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