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~language:"eng"
~person:"Christensen, Kim"
~person:"Degiannakis, Stavros"
~person:"Gallo, Giampiero M."
~person:"Molnár, Peter"
~subject:"Zeitreihenanalyse"
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Measuring volatility with the...
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Zeitreihenanalyse
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36
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Christensen, Kim
Degiannakis, Stavros
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Li, Jia
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ECONIS (ZBW)
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1
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
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2
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
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3
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
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4
Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
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5
The effects of oil price shocks on stock market volatility : evidence from European data
Degiannakis, Stavros
;
Filis, George
;
Kizys, Renatas
- In:
The energy journal
35
(
2014
)
1
,
pp. 35-56
Persistent link: https://www.econbiz.de/10010246079
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6
A dynamic conditional approach to portfolio weights forecasting
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2020
-
This version: May 12, 2020
Persistent link: https://www.econbiz.de/10012418423
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7
Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros
;
Floros, Christos
- In:
Global finance journal
29
(
2016
),
pp. 24-41
Persistent link: https://www.econbiz.de/10011714562
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8
Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros
- In:
Global finance journal
36
(
2018
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
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9
The one-trading-day-ahead forecast errors of intra-day realized volatility
Degiannakis, Stavros
- In:
Research in international business and finance
42
(
2017
),
pp. 1298-1314
Persistent link: https://www.econbiz.de/10011761003
Saved in:
10
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
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