//--> //--> //--> //-->
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
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
An empirical study of realized...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Schätzung
131,077
Estimation
124,953
Theorie
52,069
Theory
50,902
Volatility
40,930
Volatilität
40,662
Kapitaleinkommen
39,397
Capital income
39,297
Zeitreihenanalyse
29,743
Time series analysis
28,721
USA
25,769
United States
24,754
Börsenkurs
24,181
Share price
23,875
Welt
18,762
Deutschland
18,348
World
18,072
Germany
16,432
Prognoseverfahren
15,057
Forecasting model
14,757
Aktienmarkt
14,523
Stock market
14,367
Schätztheorie
11,656
Estimation theory
11,496
ARCH-Modell
10,584
ARCH model
10,403
Portfolio-Management
10,087
Wirtschaftswachstum
10,072
Portfolio selection
10,011
Economic growth
9,735
EU-Staaten
8,515
Wechselkurs
8,475
Wirkungsanalyse
8,283
Exchange rate
8,279
Impact assessment
8,061
EU countries
8,058
Konjunktur
7,952
Business cycle
7,686
Kointegration
7,469
CAPM
7,448
more ...
less ...
Online availability
All
Free
91,380
Undetermined
41,019
Type of publication
All
Book / Working Paper
114,277
Article
103,999
Other
66
Journal
41
Type of publication (narrower categories)
All
Article in journal
93,536
Aufsatz in Zeitschrift
93,536
Working Paper
57,102
Graue Literatur
52,124
Non-commercial literature
52,124
Arbeitspapier
49,802
Aufsatz im Buch
7,693
Book section
7,693
Hochschulschrift
6,050
Thesis
4,930
Collection of articles written by one author
1,297
Sammlung
1,297
Conference paper
858
Konferenzbeitrag
858
Collection of articles of several authors
678
Sammelwerk
678
Bibliografie enthalten
646
Bibliography included
646
Aufsatzsammlung
398
Article
378
Konferenzschrift
353
Amtsdruckschrift
286
Government document
286
Systematic review
273
Übersichtsarbeit
273
Lehrbuch
200
Dissertation u.a. Prüfungsschriften
176
research-article
174
Textbook
165
Forschungsbericht
161
Case study
153
Fallstudie
153
Conference proceedings
133
Rezension
97
Reprint
96
Statistik
93
Research Report
71
Mehrbändiges Werk
66
Multi-volume publication
66
Statistics
65
more ...
less ...
Language
All
English
206,488
German
6,602
Undetermined
3,074
French
885
Spanish
570
Italian
372
Portuguese
125
Polish
121
Russian
89
Czech
42
Hungarian
38
Dutch
32
Swedish
21
Romanian
18
Finnish
16
Danish
14
Croatian
14
Turkish
14
Norwegian
13
Slovak
9
Chinese
7
Bulgarian
5
Serbian
5
Malay (macrolanguage)
4
Slovenian
4
Bosnian
2
Lithuanian
2
Afrikaans
1
Arabic
1
Valencian
1
Modern Greek (1453-)
1
Indonesian
1
Japanese
1
Ukrainian
1
more ...
less ...
Author
All
Caporale, Guglielmo Maria
726
McAleer, Michael
589
Gupta, Rangan
512
Gil-Alaña, Luis A.
462
Wagner, Joachim
351
Koopman, Siem Jan
327
Belke, Ansgar
314
Phillips, Peter C. B.
299
Franses, Philip Hans
294
Pesaran, M. Hashem
294
Diebold, Francis X.
262
Narayan, Paresh Kumar
224
Buch, Claudia M.
222
Bahmani-Oskooee, Mohsen
215
Pierdzioch, Christian
214
Chang, Chia-Lin
209
Engle, Robert F.
209
Schneider, Friedrich
206
Härdle, Wolfgang
205
Herwartz, Helmut
197
Heckman, James J.
195
Kapetanios, George
195
Schnabel, Claus
194
Bollerslev, Tim
189
Campbell, John Y.
186
Gao, Jiti
186
Bekaert, Geert
183
Marcellino, Massimiliano
180
Teräsvirta, Timo
178
Zaremba, Adam
177
Tiwari, Aviral Kumar
175
Görg, Holger
172
Linton, Oliver
170
Nunnenkamp, Peter
170
Wohar, Mark E.
170
Addison, John T.
168
Aizenman, Joshua
168
Lütkepohl, Helmut
167
McMillan, David G.
165
Cheung, Yin-Wong
164
more ...
less ...
Institution
All
National Bureau of Economic Research
3,369
Forschungsinstitut zur Zukunft der Arbeit
348
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
220
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
159
Ekonomiska forskningsinstitutet <Stockholm>
133
International Monetary Fund (IMF)
102
Institut für Weltwirtschaft
98
Zentrum für Europäische Wirtschaftsforschung
76
OECD
73
Springer Fachmedien Wiesbaden
69
C.E.P.R. Discussion Papers
63
European University Institute / Department of Economics
57
William Davidson Institute <Ann Arbor, Mich.>
56
Tilburg University, Center for Economic Research
54
Federal Reserve Bank of St. Louis
53
Institut für Schweizerisches Bankwesen <Zürich>
52
International Monetary Fund
46
EconWPA
45
World Bank
44
Centre for Analytical Finance <Århus>
40
Internationaler Währungsfonds / Research Department
40
Deutsches Institut für Wirtschaftsforschung
38
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
36
Federal Reserve Bank of San Francisco
36
HAL
33
Birkbeck College / Department of Economics
32
Centre for Economic Performance
30
Federal Reserve System / Board of Governors
30
Verlag Dr. Kovač
30
Federal Reserve Bank of New York
28
Rodney L. White Center for Financial Research
28
Centre for Economic Policy Research
27
Econometrisch Instituut <Rotterdam>
27
Federal Reserve System / Division of Research and Statistics
27
Österreichisches Institut für Wirtschaftsforschung
27
Center for Economic Research <Tilburg>
26
Université Paris-Dauphine (Paris IX)
26
University of Oxford / Institute of Economics and Statistics
24
Christian-Albrechts-Universität zu Kiel
23
Institute of Finance and Accounting <London>
23
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
3,493
NBER working paper series
3,293
Discussion paper series / IZA
3,072
NBER Working Paper
2,945
Applied economics
2,410
Discussion paper / Centre for Economic Policy Research
1,832
CESifo working papers
1,655
Applied economics letters
1,653
IZA Discussion Papers
1,586
Economics letters
1,403
Finance research letters
1,361
IZA Discussion Paper
1,321
Working paper
1,302
Journal of econometrics
1,294
Economic modelling
1,286
Energy economics
1,200
Journal of banking & finance
1,150
International review of financial analysis
986
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
960
International review of economics & finance : IREF
952
Applied financial economics
908
Discussion paper
885
Discussion paper / Tinbergen Institute
837
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
803
International journal of forecasting
797
CESifo Working Paper
767
Journal of international money and finance
744
Journal of empirical finance
690
Journal of financial economics
677
The North American journal of economics and finance : a journal of financial economics studies
673
The journal of finance : the journal of the American Finance Association
648
Research in international business and finance
631
Journal of international financial markets, institutions & money
600
Discussion papers / CEPR
589
ZEW discussion papers
585
The journal of futures markets
582
CESifo Working Paper Series
570
Journal of forecasting
558
Pacific-Basin finance journal
548
Journal of applied econometrics
543
more ...
less ...
Source
All
ECONIS (ZBW)
206,036
EconStor
7,795
RePEc
3,383
USB Cologne (EcoSocSci)
517
Other ZBW resources
211
BASE
194
USB Cologne (business full texts)
186
OLC EcoSci
52
ArchiDok
9
more ...
less ...
Showing
81
-
90
of
218,383
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
High-frequency
volatility
modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
82
GARCH models for daily stock returns : impact of
estimation
frequency on value-at-risk and expected shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart
-
2013
Persistent link: https://www.econbiz.de/10010191413
Saved in:
83
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional
volatility
: international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
84
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
85
Realized GARCH: a joint model for returns and realized measures of
volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-906
Persistent link: https://www.econbiz.de/10010219741
Saved in:
86
GARCH parameter
estimation
using high-frequency data
Visser, Marcel P.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 162-197
Persistent link: https://www.econbiz.de/10009125144
Saved in:
87
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
88
Incorporating overnight and intraday returns into multivariate GARCH
volatility
models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
89
Asymmetric
volatility
spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012486281
Saved in:
90
Bayesian
estimation
for high-frequency
volatility
models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->