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subject:"Agency theory"
subject:"Moral Hazard"
~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~subject:"Volatilität"
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Agency theory
Moral Hazard
Volatilität
Theorie
8
Theory
8
Volatility
8
Capital income
6
Kapitaleinkommen
6
Forecasting model
3
Prognoseverfahren
3
Statistical distribution
3
Statistische Verteilung
3
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2
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2
Deutsche Mark
2
Estimation
2
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1987-1992
1
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1
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1
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Prognose
1
Risikomaß
1
Risk measure
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Scientific modelling
1
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8
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Andersen, Torben
Aizenman, Joshua
10
Stiglitz, Joseph E.
8
Bollerslev, Tim
6
Diebold, Francis X.
6
Edmans, Alex
6
Arnott, Richard
5
Aït-Sahalia, Yacine
5
Engel, Charles
5
Gabaix, Xavier
5
Acemoglu, Daron
4
Campbell, John Y.
4
Gorton, Gary
4
Razin, Asaf
4
Rose, Andrew
4
Yared, Pierre
4
Aggarwal, Raj
3
Agénor, Pierre-Richard
3
Bates, David S.
3
Bekaert, Geert
3
Caballero, Ricardo J.
3
Calvet, Laurent E.
3
Chaigneau, Pierre
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Farmer, Roger E. A.
3
Gertler, Mark
3
Gibbons, Robert
3
Giglio, Stefano
3
Gottlieb, Daniel
3
Prendergast, Canice
3
Samwick, Andrew
3
Sheng, Jiliang
3
Yang, Jun
3
An, Haizhong
2
Anderson, Torben G.
2
Ang, Andrew
2
Bansal, Ravi
2
Bebchuk, Lucian A.
2
Bekiros, Stelios
2
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Economic modelling
International review of financial analysis
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
CREATES research paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Financial Institutions Center
2
International economic review
2
The journal of finance : the journal of the American Finance Association
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion papers / Institute of Economics, University of Copenhagen
1
Global COE Hi-Stat discussion paper series
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Handbook of economic forecasting ; Vol. 1
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1
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Journal of financial economics
1
NBER reporter online
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Symposium on forecasting and empirical methods in macroeconomics and finance
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1
The review of economics and statistics
1
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Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
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ECONIS (ZBW)
8
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1
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
2
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
4
The distribution of stock return volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
5
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
6
Modeling and forecasting realized volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
7
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
8
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
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