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subject:"Agency theory"
subject:"Moral Hazard"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Spieltheorie"
~subject:"Volatilität"
~type:"book"
~type_genre:"Non-commercial literature"
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Agency theory
Moral Hazard
Spieltheorie
Volatilität
Theorie
44
Theory
44
Capital income
10
Kapitaleinkommen
10
USA
7
United States
7
Volatility
7
Börsenkurs
6
Portfolio selection
6
Portfolio-Management
6
Share price
6
Estimation theory
5
Schätztheorie
5
CAPM
4
Exchange rate
4
Forecast
4
Investition
4
Investment
4
Prognose
4
Wechselkurs
4
Bargaining theory
3
Cost of capital
3
Estimation
3
Kapitalkosten
3
Risikoaversion
3
Risikoprämie
3
Risk aversion
3
Risk premium
3
Schätzung
3
Verhandlungstheorie
3
Yield curve
3
Zinsstruktur
3
Adverse Selektion
2
Adverse selection
2
Allgemeines Gleichgewicht
2
Anlageverhalten
2
Asymmetric information
2
Asymmetrische Information
2
Behavioural finance
2
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4
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Book / Working Paper
Type of publication (narrower categories)
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Non-commercial literature
Arbeitspapier
8
Graue Literatur
8
Working Paper
8
Language
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English
8
Author
All
Diebold, Francis X.
5
Brandt, Michael W.
4
Alizadeh, Sassan
2
Bollerslev, Tim
2
Kadlec, Gregory B.
2
Andersen, Torben
1
Anderson, Torben G.
1
Christoffersen, Peter F.
1
Gomes, Armando R.
1
Kang, Qiang
1
Labys, Paul
1
Santa-Clara, Pedro
1
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Institution
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Rodney L. White Center for Financial Research
Center for Economic Research <Tilburg>
62
Ekonomiska forskningsinstitutet <Stockholm>
28
European University Institute / Department of Economics
25
Forschungsinstitut zur Zukunft der Arbeit
20
Bonn Graduate School of Economics
17
Center for the Study of Law and Economics <Saarbrücken>
16
Australian National University / Faculty of Economics and Commerce
15
Foerder Institute for Economic Research <Tēl-Āvîv>
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Johns Hopkins University / Department of Economics
11
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
11
Columbia University / Department of Economics
10
University of Exeter / Department of Economics
10
University of Warwick / Department of Economics
9
The Wharton Financial Institutions Center
8
Universität Mannheim / Institut für Volkswirtschaft und Statistik
8
Birkbeck College / Department of Economics
7
Centre for Analytical Finance <Århus>
7
European University Institute / Department of Law
7
Federal Reserve Bank of Richmond
7
Instituto Valenciano de Investigaciones Económicas
7
Massachusetts Institute of Technology / Department of Economics
7
Universität des Saarlandes / Fachbereich Wirtschaftswissenschaft
7
Centre for Economic Policy Research
6
Deutsche Forschungsgemeinschaft
6
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
6
Københavns Universitet / Økonomisk Institut
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Social Systems Research Institute
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Friedrich-Schiller-Universität Jena
5
Georgetown University / Economics Department
5
Institut für Weltwirtschaft
5
Institute of Finance and Accounting <London>
5
Robert Schuman Centre for Advanced Studies
5
Rutgers University / Department of Economics
5
Svenska Handelshögskolan <Helsinki>
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
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Working papers / Rodney L. White Center for Financial Research
8
Source
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ECONIS (ZBW)
8
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1
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
2
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
3
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
4
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
5
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
6
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
7
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
8
Externalities and renegotiations in three-player coalitional bargaining
Gomes, Armando R.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006965
Saved in:
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