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Volatility
Theorie
238
Theory
227
Prognoseverfahren
198
Forecasting model
192
Capital income
85
Kapitaleinkommen
85
USA
73
Börsenkurs
72
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72
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71
Schätzung
71
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71
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69
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60
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56
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44
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34
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24
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23
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22
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21
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English
59
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Lunde, Asger
39
Hansen, Peter Reinhard
22
Timmermann, Allan
21
Pettenuzzo, Davide
7
Bennedsen, Mikkel
4
Olesen, Kasper V.
4
Nason, James Michael
3
Pakkanen, Mikko S.
3
Valkanov, Rossen I.
3
Voev, Valeri
3
Archakov, Ilya
2
Christoffersen, Peter F.
2
Elliott, Graham
2
Engle, Robert F.
2
Guidolin, Massimo
2
Hansen, Martin Klint
2
Horel, Guillaume
2
Pérez-Quirós, Gabriel
2
Smith, Simon C.
2
Zebedee, Allan A.
2
Bodilsen, Simon Tranberg
1
Brix, Anne Floor
1
Christoffersen, Peter
1
Floor Brix, Anne
1
Gargano, Antonio
1
Hansen, Peter R.
1
Karagozoglu, Ahmet K.
1
Large, Jeremy
1
Nason, James M.
1
Olesen, Kasper
1
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1
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2
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1
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1
Federal Reserve Bank of St. Louis
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CREATES research paper
8
Discussion paper / Department of Economics, University of California San Diego
3
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3
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2
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2
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2
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2
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2
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2
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2
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1
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1
Discussion papers / CEPR
1
Econometric reviews
1
Energy economics
1
Finance and stochastics
1
Financial markets and portfolio management
1
Forecasting volatility in the financial markets
1
Global COE Hi-Stat discussion paper series
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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1
Oxford bulletin of economics and statistics
1
Rotman School of Management Working Paper
1
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1
The Oxford handbook of economic forecasting
1
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1
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1
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1
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1
Working paper series of the network in financial markets
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ECONIS (ZBW)
58
RePEc
2
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1
Realized variance and market microstructure noise
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 127-161
Persistent link: https://www.econbiz.de/10003317169
Saved in:
2
Intraday volatility responses to monetary policy events
Lunde, Asger
;
Zebedee, Allan A.
- In:
Financial markets and portfolio management
23
(
2009
)
4
,
pp. 383-399
Persistent link: https://www.econbiz.de/10003903011
Saved in:
3
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
Saved in:
4
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008746092
Saved in:
5
A Markov chain estimator of multivariate volatility from high frequency data
Hansen, Peter Reinhard
;
Horel, Guillaume
;
Lunde, Asger
; …
-
2015
Persistent link: https://www.econbiz.de/10010514600
Saved in:
6
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
7
Modeling and forecasting the volatility of energy forward returns : evidence from the Nordic power exchange
Lunde, Asger
;
Olesen, Kasper V.
-
2013
Persistent link: https://www.econbiz.de/10009751838
Saved in:
8
And now, the rest of the news : volatility and firm specific news arrival
Engle, Robert F.
;
Hansen, Martin Klint
;
Lunde, Asger
-
2012
Persistent link: https://www.econbiz.de/10009785771
Saved in:
9
Factor structure in commodity futures return and volatility
Christoffersen, Peter F.
;
Lunde, Asger
;
Olesen, Kasper V.
-
2014
Persistent link: https://www.econbiz.de/10010406918
Saved in:
10
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 774-799
Persistent link: https://www.econbiz.de/10010414850
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