//--> //--> //-->
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
Retain my current filters
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Bollerslev, Tim"
~person:"Härdle, Wolfgang"
~subject:"Forecasting model"
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
The relationship between econo...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
5
Volatilität
5
Theorie
4
Theory
4
Prognoseverfahren
3
USA
3
United States
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
1990-2002
1
Autocorrelation
1
Autokorrelation
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
Currency derivative
1
Futures
1
HAR-RV model
1
Impact assessment
1
Measurement
1
Messung
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Share price
1
Time series analysis
1
Wirkungsanalyse
1
Währungsderivat
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Bollerslev, Tim
Härdle, Wolfgang
Diebold, Francis X.
6
Andersen, Torben
3
Christoffersen, Peter F.
3
Crone, Theodore Michael
2
Khettry, N. Neil K.
2
Mester, Loretta J.
2
Novak, Jason A.
2
Aruoba, S. Borağan
1
Banegas, Ayelen
1
Foster, Dean P.
1
Gillen, Ben
1
Mariano, Roberto S.
1
Scotti, Chiara
1
Stine, Robert A.
1
Tay, Anthony S. A.
1
Timmermann, Allan
1
Tse, Yiu Kuen
1
Wermers, Russ
1
Wilcox, James A.
1
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
1
Published in...
All
Working papers / Financial Institutions Center
SFB 649 discussion paper
27
CFS working paper series
4
CREATES research paper
4
Journal of econometrics
4
NBER working paper series
4
Journal of applied econometrics
3
Journal of financial economics
3
Working paper / National Bureau of Economic Research, Inc.
3
Finance and economics discussion series
2
International economic review
2
NBER Working Paper
2
The review of economics and statistics
2
Advanced texts in econometrics
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Discussion papers of interdisciplinary research project 373
1
ERID working paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics and finance working paper series
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of time series econometrics
1
Measuring risk in complex stochastic systems
1
Quantitative finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
2
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
3
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->