//--> //--> //--> //-->
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
~subject:"Zeitreihenanalyse"
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
Measuring volatility with the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Volatilität
879
Volatility
877
Realized volatility
514
Schätzung
435
Kapitaleinkommen
428
Capital income
426
Estimation
416
realized volatility
413
Prognoseverfahren
387
Forecasting model
383
Time series analysis
380
high-frequency data
378
Börsenkurs
365
Share price
348
High-frequency data
346
Theorie
316
Theory
295
ARCH-Modell
281
ARCH model
279
Aktienmarkt
174
Stock market
171
Market microstructure
127
Schätztheorie
121
Marktmikrostruktur
120
Estimation theory
118
Stochastischer Prozess
117
Stochastic process
115
Finanzmarkt
101
Realized Volatility
96
Welt
96
Financial market
94
World
93
Forecasting
78
Wechselkurs
78
forecasting
78
jumps
76
Exchange rate
75
High-Frequency Data
70
Nichtparametrisches Verfahren
69
more ...
less ...
Online availability
All
Undetermined
223
Free
126
Type of publication
All
Article
301
Book / Working Paper
93
Type of publication (narrower categories)
All
Article in journal
299
Aufsatz in Zeitschrift
299
Working Paper
88
Arbeitspapier
73
Graue Literatur
73
Non-commercial literature
73
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
394
Author
All
Li, Jia
11
Bollerslev, Tim
10
Tauchen, George Eugene
10
Hounyo, Ulrich
9
Todorov, Viktor
9
Ma, Feng
7
Degiannakis, Stavros
6
Gupta, Rangan
6
Andersen, Torben
5
Caporin, Massimiliano
5
Hautsch, Nikolaus
5
Leschinski, Christian
5
Li, Yingying
5
Meddahi, Nour
5
Patton, Andrew J.
5
Xu, Yongdeng
5
Audrino, Francesco
4
Baruník, Jozef
4
Glocker, Christian
4
Gonçalves, Sílvia
4
Izzeldin, Marwan
4
Lai, Yu-Sheng
4
Liu, Zhi
4
Lyócsa, Štefan
4
Martens, Martin
4
Podolskij, Mark
4
Quaedvlieg, Rogier
4
Shi, Shuping
4
Sibbertsen, Philipp
4
Storti, Giuseppe
4
Stübinger, Johannes
4
Swanson, Norman R.
4
Tse, Yiu Kuen
4
Wegmüller, Philipp
4
Xiu, Dacheng
4
Yang, Xiye
4
Yu, Jun
4
Asai, Manabu
3
Barunik, Jozef
3
Bauwens, Luc
3
more ...
less ...
Institution
All
Gottfried Wilhelm Leibniz Universität Hannover
1
Schweiz / Staatssekretariat für Wirtschaft
1
Published in...
All
Journal of econometrics
39
International journal of forecasting
16
Finance research letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Quantitative finance
11
Economic modelling
9
International review of economics & finance : IREF
9
Journal of empirical finance
9
Journal of financial econometrics
9
Journal of forecasting
9
Research in international business and finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Econometrics : open access journal
7
Energy economics
7
Journal of banking & finance
7
SFB 649 Discussion Paper
7
Discussion paper / Tinbergen Institute
6
Econometric reviews
6
Economics letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of risk and financial management : JRFM
6
Applied economics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
Finmap working paper
4
Working paper
4
Applied economics letters
3
Cardiff economics working papers
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Global finance journal
3
IES working paper
3
International journal of finance & economics : IJFE
3
Journal of financial economics
3
Journal of risk
3
SFB 649 discussion paper
3
Applied financial economics
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
2
CESifo working papers
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
379
EconStor
15
Showing
1
-
10
of
394
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
Saved in:
2
A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise
Li, Yingying
;
Zhang, Zhiyuan
;
Li, Yichu
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 187-222
Persistent link: https://www.econbiz.de/10011974656
Saved in:
3
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
Saved in:
4
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
Saved in:
5
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
8
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
Saved in:
9
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10012265896
Saved in:
10
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10011731265
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->