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person:"Beine, Michel"
subject:"EU-Staaten"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Research working papers / Federal Reserve Bank of Kansas City"
~person:"Clark, Todd E."
~person:"Kaeck, Andreas"
~person:"Lux, Thomas"
~person:"Rappaport, Jordan"
~subject:"Population density"
~subject:"VAR model"
~subject:"Volatility"
~subject:"Volatilität"
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Beine, Michel
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
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ECONIS (ZBW)
6
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1
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
2
Productivity, congested commuting, and metro size
Rappaport, Jordan
-
2016
Persistent link: https://www.econbiz.de/10011484725
Saved in:
3
Real-time density forecasts from VARs with stochastic volatility
Clark, Todd E.
-
2009
Persistent link: https://www.econbiz.de/10003844506
Saved in:
4
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003736216
Saved in:
5
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
6
The impact of FX central bank intervention in a noise trading framework
Beine, Michel
;
De Grauwe, Paul
;
Grimaldi, Marianna
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
Saved in:
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