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~subject:"Agricultural commodities"
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Measuring volatility with the...
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Agricultural commodities
Volatilität
876
Volatility
874
Realized volatility
512
Schätzung
433
Kapitaleinkommen
428
Capital income
426
Estimation
414
realized volatility
413
Zeitreihenanalyse
392
Prognoseverfahren
384
Forecasting model
380
Time series analysis
378
high-frequency data
376
Börsenkurs
365
Share price
348
High-frequency data
346
Theorie
314
Theory
293
ARCH-Modell
279
ARCH model
277
Aktienmarkt
174
Stock market
171
Market microstructure
126
Schätztheorie
121
Marktmikrostruktur
119
Estimation theory
118
Stochastischer Prozess
116
Stochastic process
114
Finanzmarkt
99
Realized Volatility
96
Welt
96
World
93
Financial market
92
Forecasting
78
Wechselkurs
78
forecasting
78
jumps
76
Exchange rate
75
High-Frequency Data
70
Nichtparametrisches Verfahren
69
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2
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2
Graue Literatur
2
Non-commercial literature
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2
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1
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1
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English
4
Author
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Gupta, Rangan
3
Pierdzioch, Christian
3
Bonato, Matteo
1
Cepni, Oguzhan
1
Degiannakis, Stavros
1
Filis, George
1
Klein, Tony
1
Walther, Thomas
1
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Department of Economics working paper series
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
International journal of forecasting
1
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ECONIS (ZBW)
4
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Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
2
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
Saved in:
3
Financial stress and realized volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317311
Saved in:
4
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
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