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subject:"Asymmetric information"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Diebold, Francis X."
~subject:"Auktionstheorie"
~subject:"Capital income"
~subject:"Volatilität"
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Asymmetric information
Auktionstheorie
Capital income
Volatilität
Theorie
22
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Forecasting model
11
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11
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Diebold, Francis X.
Andersen, Torben
5
Bollerslev, Tim
5
Foster, Dean P.
4
Young, H. Peyton
4
Christoffersen, Peter F.
3
Brandt, Michael W.
2
Cho, Dongchul
2
West, Kenneth D.
2
Allen, Franklin
1
Anderson, Torben G.
1
Banegas, Ayelen
1
Barzel, Yoram
1
Bertocchi, Marida
1
Campbell, John Y.
1
Campbell, Sean D.
1
Christensen, Jens H. E.
1
Cremers, Martijn
1
Edison, Hali J.
1
Edmans, Alex
1
García López, José A.
1
Giacometti, Rosella
1
Gillen, Ben
1
Goetzmann, William N.
1
Habib, Michel Antoine
1
Hassett, Kevin A.
1
Herring, Richard J.
1
Hodrick, Robert J.
1
Horneff, Wolfram J.
1
Huang, Rocco
1
Johnson, D. Bruce
1
Kane, Edward J.
1
Lambert, Richard A.
1
Leuz, Christian
1
Li, Canlin
1
Mann, William
1
Mariano, Roberto S.
1
Maurer, Raimond
1
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1
Mitchell, Olivia S.
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The Wharton Financial Institutions Center
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11
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11
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9
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9
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8
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
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Financial services at the crossroads: capital regulation in the twenty-first century
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Handbook of economic forecasting ; Vol. 1
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ECONIS (ZBW)
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1
Parametric and nonparametric volatility measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2002
Persistent link: https://www.econbiz.de/10001689115
Saved in:
2
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790675
Saved in:
3
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
4
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003586276
Saved in:
5
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
6
Stock returns and expected business conditions : half a century of direct evidence
Campbell, Sean D.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003182373
Saved in:
7
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
8
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
9
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
10
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
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