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Consistent Ranking of Volatili...
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Theorie
76
Theory
69
Volatility
52
Volatilität
52
Prognoseverfahren
33
Forecasting model
31
Schätztheorie
31
Time series analysis
30
Zeitreihenanalyse
30
ARCH-Modell
29
ARCH model
28
Estimation theory
28
Börsenkurs
19
Share price
19
Capital income
18
Estimation
18
Kapitaleinkommen
18
Statistischer Test
17
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16
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15
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14
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13
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10
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10
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10
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10
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10
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10
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9
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9
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9
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8
Correlation
8
High Frequency Data
8
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8
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8
Long run variance estimator
8
Markov-Kette
8
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8
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8
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Free
140
Undetermined
53
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Book / Working Paper
184
Article
107
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Working Paper
74
Arbeitspapier
63
Graue Literatur
60
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60
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55
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55
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5
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5
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1
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1
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English
190
Undetermined
101
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Lunde, Asger
206
Hansen, Peter Reinhard
177
Barndorff-Nielsen, Ole E.
38
Timmermann, Allan
28
Shephard, Neil
25
Shephard, Neil G.
18
Nason, James M.
16
Hansen, Peter R.
14
Huang, Zhuo
14
Voev, Valeri
11
Bennedsen, Mikkel
10
Engle, Robert F.
8
Zebedee, Allan A.
8
Blake, David
7
Hansen, Peter
7
Pakkanen, Mikko S.
7
Archakov, Ilya
6
Horel, Guillaume
6
Nason, James Michael
6
Olesen, Kasper V.
5
Shek, Howard Howan
5
Wei, Wei
5
Boudt, Kris
4
Grønborg, Niels S.
4
Koopman, Siem Jan
4
Laurent, Sébastien
4
Quaedvlieg, Rogier
4
Bentzen, Eric
3
Hansen, Martin Klint
3
Large, Jeremy
3
Tong, Chen
3
Wermers, Russ
3
Bechmann, Ken L.
2
Bricker, Jesse
2
Brix, Anne Floor
2
Christoffersen, Peter
2
Christoffersen, Peter F.
2
Dumitrescu, Elena-Ivona
2
Floor Brix, Anne
2
Gallant, A. Ronald
2
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School of Economics and Management, University of Aarhus
19
Brown University / Department of Economics
10
Brown University, Department of Economics
7
Centre for Analytical Finance <Århus>
5
Department of Economics, European University Institute
4
Economics Group, Nuffield College, University of Oxford
4
Finance Research Centre, Oxford University
4
Department of Economics, University of California-San Diego (UCSD)
3
Econometric Society
3
Federal Reserve Bank of Atlanta
3
HAL
2
Institute of Economic Research, Hitotsubashi University
2
C.E.P.R. Discussion Papers
1
Department of Economics, Oxford University
1
Economic Policy Research Unit (EPRU), Økonomisk Institut
1
Financial Markets Group
1
Oxford University Press
1
Society for Computational Economics - SCE
1
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CREATES research paper
23
CREATES Research Papers
19
Journal of econometrics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working Paper
10
Working papers / Brown University, Department of Economics
10
The econometrics journal
7
Working Papers / Brown University, Department of Economics
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of applied econometrics
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Econometric modelling of durations between economic events
4
Economics Papers / Economics Group, Nuffield College, University of Oxford
4
Economics Working Papers / Department of Economics, European University Institute
4
Journal of Econometrics
4
OFRC Working Papers Series
4
Department of Economics discussion paper series / University of Oxford
3
Discussion paper / Department of Economics, University of California San Diego
3
EUI working paper
3
Econometrica
3
Economics discussion papers
3
Economics letters
3
Financial markets and portfolio management
3
Journal of Applied Econometrics
3
Journal of Business & Economic Statistics
3
Journal of Financial Econometrics
3
The journal of futures markets
3
University of California at San Diego, Economics Working Paper Series
3
Working Paper / Federal Reserve Bank of Atlanta
3
Discussion paper / Centre for Economic Policy Research
2
Econometric Society World Congress 2000 Contributed Papers
2
Econometric reviews
2
Econometrics Journal
2
Energy economics
2
Financial Markets and Portfolio Management
2
Global COE Hi-Stat Discussion Paper Series
2
Global COE Hi-Stat discussion paper series
2
Journal of empirical finance
2
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Source
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ECONIS (ZBW)
176
RePEc
83
OLC EcoSci
19
EconStor
11
Other ZBW resources
2
Showing
11
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291
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11
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
12
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
13
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
14
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:
15
Realized kernels in practice : trades and quotes
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10003948806
Saved in:
16
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:
17
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
18
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003385904
Saved in:
19
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 204-219
Persistent link: https://www.econbiz.de/10009242524
Saved in:
20
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:
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