Modeling and forecasting realized volatility:
This paper discusses the measurement, modeling, and forecasting of daily and lower frequency volatility and return distributions.
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8160 |
| Schlagworte: | |
| Online-Zugang: | kostenfrei |
| Zusammenfassung: | This paper discusses the measurement, modeling, and forecasting of daily and lower frequency volatility and return distributions. |
| Beschreibung: | 32, [13] S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV023589850 | ||
| 003 | DE-604 | ||
| 005 | 20091109 | ||
| 007 | t | ||
| 008 | 010518s2001 xxud||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)46668477 | ||
| 035 | |a (DE-599)BVBBV023589850 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-521 |a DE-19 | ||
| 050 | 0 | |a HB1 | |
| 245 | 1 | 0 | |a Modeling and forecasting realized volatility |c Torben G. Andersen ... |
| 264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 2001 | |
| 300 | |a 32, [13] S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 8160 | |
| 520 | |a This paper discusses the measurement, modeling, and forecasting of daily and lower frequency volatility and return distributions. | ||
| 650 | 4 | |a Rate of return |x Forecasting | |
| 650 | 4 | |a Risk management | |
| 650 | 4 | |a Securities |x Prices |x Forecasting | |
| 700 | 1 | |a Andersen, Torben |e Sonstige |0 (DE-588)128603259 |4 oth | |
| 700 | 1 | |a Bollerslev, Tim |d 1958- |e Sonstige |0 (DE-588)128603593 |4 oth | |
| 700 | 1 | |a Diebold, Francis X. |d 1959- |e Sonstige |0 (DE-588)123909104 |4 oth | |
| 700 | 1 | |a Labys, Paul |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 8160 |w (DE-604)BV002801238 |9 8160 | |
| 856 | 4 | 1 | |u http://papers.nber.org/papers/w8160.pdf |z kostenfrei |3 Volltext |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016905180 | ||
Datensatz im Suchindex
| _version_ | 1804138245252972544 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author_GND | (DE-588)128603259 (DE-588)128603593 (DE-588)123909104 |
| building | Verbundindex |
| bvnumber | BV023589850 |
| callnumber-first | H - Social Science |
| callnumber-label | HB1 |
| callnumber-raw | HB1 |
| callnumber-search | HB1 |
| callnumber-sort | HB 11 |
| callnumber-subject | HB - Economic Theory and Demography |
| ctrlnum | (OCoLC)46668477 (DE-599)BVBBV023589850 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01606nam a2200397zcb4500</leader><controlfield tag="001">BV023589850</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20091109 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">010518s2001 xxud||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)46668477</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV023589850</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-521</subfield><subfield code="a">DE-19</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB1</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Modeling and forecasting realized volatility</subfield><subfield code="c">Torben G. Andersen ...</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="b">National Bureau of Economic Research</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">32, [13] S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">8160</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">This paper discusses the measurement, modeling, and forecasting of daily and lower frequency volatility and return distributions.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Rate of return</subfield><subfield code="x">Forecasting</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Securities</subfield><subfield code="x">Prices</subfield><subfield code="x">Forecasting</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Andersen, Torben</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)128603259</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Bollerslev, Tim</subfield><subfield code="d">1958-</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)128603593</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Diebold, Francis X.</subfield><subfield code="d">1959-</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)123909104</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Labys, Paul</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">8160</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">8160</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://papers.nber.org/papers/w8160.pdf</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016905180</subfield></datafield></record></collection> |
| id | DE-604.BV023589850 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:25Z |
| indexdate | 2024-07-09T21:25:07Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016905180 |
| oclc_num | 46668477 |
| open_access_boolean | 1 |
| owner | DE-521 DE-19 DE-BY-UBM |
| owner_facet | DE-521 DE-19 DE-BY-UBM |
| physical | 32, [13] S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Modeling and forecasting realized volatility Torben G. Andersen ... Cambridge, Mass. National Bureau of Economic Research 2001 32, [13] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8160 This paper discusses the measurement, modeling, and forecasting of daily and lower frequency volatility and return distributions. Rate of return Forecasting Risk management Securities Prices Forecasting Andersen, Torben Sonstige (DE-588)128603259 oth Bollerslev, Tim 1958- Sonstige (DE-588)128603593 oth Diebold, Francis X. 1959- Sonstige (DE-588)123909104 oth Labys, Paul Sonstige oth Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8160 (DE-604)BV002801238 8160 http://papers.nber.org/papers/w8160.pdf kostenfrei Volltext |
| spellingShingle | Modeling and forecasting realized volatility National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Rate of return Forecasting Risk management Securities Prices Forecasting |
| title | Modeling and forecasting realized volatility |
| title_auth | Modeling and forecasting realized volatility |
| title_exact_search | Modeling and forecasting realized volatility |
| title_exact_search_txtP | Modeling and forecasting realized volatility |
| title_full | Modeling and forecasting realized volatility Torben G. Andersen ... |
| title_fullStr | Modeling and forecasting realized volatility Torben G. Andersen ... |
| title_full_unstemmed | Modeling and forecasting realized volatility Torben G. Andersen ... |
| title_short | Modeling and forecasting realized volatility |
| title_sort | modeling and forecasting realized volatility |
| topic | Rate of return Forecasting Risk management Securities Prices Forecasting |
| topic_facet | Rate of return Forecasting Risk management Securities Prices Forecasting |
| url | http://papers.nber.org/papers/w8160.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT andersentorben modelingandforecastingrealizedvolatility AT bollerslevtim modelingandforecastingrealizedvolatility AT dieboldfrancisx modelingandforecastingrealizedvolatility AT labyspaul modelingandforecastingrealizedvolatility |