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accessRights:"free"
subject:"Shock"
~isPartOf:"CREATES research paper"
~subject:"CAPM"
~subject:"Volatilität"
~subject:"Wettbewerb"
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Shock
CAPM
Volatilität
Wettbewerb
Theorie
211
Theory
211
Time series analysis
70
Zeitreihenanalyse
70
Forecasting model
46
Prognoseverfahren
46
Volatility
39
Stochastic process
35
Stochastischer Prozess
35
Estimation
32
Schätzung
32
USA
20
United States
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Estimation theory
18
Schätztheorie
18
Yield curve
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16
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16
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15
Kapitaleinkommen
15
Börsenkurs
13
Cointegration
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Kointegration
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Statistical test
11
Statistischer Test
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10
ARCH-Modell
10
Factor analysis
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Faktorenanalyse
10
Martingal
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Martingale
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Nichtlineare Regression
9
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52
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English
52
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Santucci de Magistris, Paolo
5
Barndorff-Nielsen, Ole E.
3
Bollerslev, Tim
3
Christensen, Bent Jesper
3
Hounyo, Ulrich
3
Lunde, Asger
3
Rossi, Eduardo
3
Todorov, Viktor
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Andersen, Torben
2
Andreasen, Martin Møller
2
Bennedsen, Mikkel
2
Caporin, Massimiliano
2
Christensen, Kim
2
Christiansen, Charlotte
2
Hansen, Peter Reinhard
2
Meddahi, Nour
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Qin, Zhenjiang
2
Wel, Michael van der
2
Amaya, Diego
1
Andreasen, Martin M.
1
Archakov, Ilya
1
Aslanidis, Nektarios
1
Bach, Christian
1
Benzoni, Luca
1
Bolko, Anine E.
1
Christoffersen, Peter F.
1
Cipollini, Andrea
1
Corcuera, José Manual
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Dias, Gustavo Fruet
1
Dijk, Dick van
1
Du, Du
1
Elkamhi, Redouane
1
Engsted, Tom
1
Ergemen, Yunus Emre
1
Exterkate, Peter
1
Fissler, Tobias
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CREATES research paper
NBER working paper series
614
NBER Working Paper
548
CESifo working papers
214
Working paper / National Bureau of Economic Research, Inc.
214
Working paper
134
Discussion paper / Tinbergen Institute
119
Discussion paper series / IZA
101
Discussion paper
95
CESifo Working Paper Series
87
Research paper series / Swiss Finance Institute
85
Working paper series / European Central Bank
85
IMF working papers
80
Finance and economics discussion series
76
Journal of risk and financial management : JRFM
58
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55
Working papers
55
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54
Swiss Finance Institute Research Paper
52
IZA Discussion Paper
48
CFS working paper series
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SFB 649 discussion paper
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Staff reports / Federal Reserve Bank of New York
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CESifo Working Paper
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Risks : open access journal
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Working papers / TSE : WP
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IDEI working papers
37
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36
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35
International finance discussion papers
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Cambridge working papers in economics
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
52
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1
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
4
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
5
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
6
Predicting bond betas using macro-finance variables
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
-
2017
Persistent link: https://www.econbiz.de/10011587625
Saved in:
7
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
8
Explaining asset prices with low risk aversion and low intertemporal substitution
Andreasen, Martin Møller
;
Jørgensen, Kasper
-
2016
Persistent link: https://www.econbiz.de/10011474816
Saved in:
9
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
-
2016
Persistent link: https://www.econbiz.de/10011474820
Saved in:
10
Volatility discovery
Dias, Gustavo Fruet
;
Scherrer, Cristina Mabel
; …
-
2016
Persistent link: https://www.econbiz.de/10011447786
Saved in:
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