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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:"Volatilität"
~subject:"Yield curve"
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Asymmetric information
Auktionstheorie
Volatilität
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Theorie
22
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22
Forecasting model
11
Prognoseverfahren
11
Capital income
9
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Diebold, Francis X.
Andersen, Torben
5
Bollerslev, Tim
5
Christoffersen, Peter F.
3
Cho, Dongchul
2
Christensen, Jens H. E.
2
Rudebusch, Glenn D.
2
West, Kenneth D.
2
Allen, Franklin
1
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1
Aït-Sahalia, Yacine
1
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1
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1
Bekaert, Geert
1
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1
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1
Das, Sanjiv R.
1
Duffie, Darrell
1
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1
Edmans, Alex
1
Filipović, Damir
1
García López, José A.
1
Habib, Michel Antoine
1
Herring, Richard J.
1
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1
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1
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1
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1
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1
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1
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1
Li, Canlin
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1
Marshall, David Aaron
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1
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1
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1
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1
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The Wharton Financial Institutions Center
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11
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9
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9
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7
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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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
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790653
Saved in:
3
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:
4
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:
5
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:
6
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
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
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
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