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Correcting the Errors: Volatil...
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Volatility
Volatilität
247
Theorie
159
Theory
157
Capital income
122
Kapitaleinkommen
122
Schätzung
98
Estimation
97
Zeitreihenanalyse
84
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82
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78
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77
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77
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74
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48
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39
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38
CAPM
33
Exchange rate
33
Wechselkurs
33
Ankündigungseffekt
30
Market microstructure
30
Marktmikrostruktur
30
Statistical distribution
30
Statistische Verteilung
30
realized volatility
30
Announcement effect
29
Financial market
27
Finanzmarkt
27
Risk
27
high-frequency data
26
Deutschland
25
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25
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Free
124
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English
245
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Bollerslev, Tim
145
Andersen, Torben
97
Diebold, Francis X.
41
Andersen, Torben G.
40
Meddahi, Nour
37
Todorov, Viktor
36
Gonçalves, Sílvia
14
Benzoni, Luca
13
Fusari, Nicola
13
Bondarenko, Oleg
12
Zhou, Hao
11
Christoffersen, Peter F.
10
Hounyo, Ulrich
10
Tauchen, George Eugene
10
Labys, Paul
9
Patton, Andrew J.
9
Quaedvlieg, Rogier
8
Li, Jia
7
Sizova, Natalia
7
Dobrev, Dobrislav
6
Shephard, Neil G.
6
Dovonon, Prosper
5
Xu, Lai
5
Das, Ashish
4
Li, Sophia Zhengzi
4
Lund, Jesper
4
Wu, Jin
4
Anderson, Torben G.
3
Ebens, Heiko
3
Feunou, Bruno
3
Gibson, Michael S.
3
Gonzalez-Perez, Maria T.
3
Hautsch, Nikolaus
3
Hood, Benjamin
3
Huss, John
3
Jacobs, Kris
3
Kretschmer, Uta
3
Kyle, Albert S.
3
Pedersen, Lasse Heje
3
Pigorsch, Christian
3
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National Bureau of Economic Research
19
Rodney L. White Center for Financial Research
2
The Wharton Financial Institutions Center
2
Center for Economic Research <Tilburg>
1
Conference on Realized Volatility <2006, Montréal>
1
Université de Montréal / Département de sciences économiques
1
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Journal of econometrics
35
NBER working paper series
18
Working paper / National Bureau of Economic Research, Inc.
16
CREATES research paper
15
NBER Working Paper
13
Journal of financial economics
7
ERID working paper
6
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economic Research Initiatives at Duke (ERID) Working Paper
5
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4
CREATES Research Paper
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3
The review of financial studies
3
Working papers / Federal Reserve Bank of Chicago
3
Working papers / TSE : WP
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Center for Economic Research, Tilburg University
2
Econometric theory
2
Economics letters
2
Foreign exchange markets
2
Global COE Hi-Stat discussion paper series
2
Handbook of financial time series
2
International economic review
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics
2
Journal of financial markets
2
Quantitative economics : QE ; journal of the Econometric Society
2
Review of finance : journal of the European Finance Association
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
The review of economics and statistics
2
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ECONIS (ZBW)
245
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1
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:
2
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
3
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
Saved in:
4
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
5
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
6
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
7
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
8
DM-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000609240
Saved in:
9
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
10
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10003350620
Saved in:
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