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subject:"Asymmetrische Information"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Columbia University / Department of Economics"
~institution:"Federal Reserve Bank of Richmond"
~institution:"The Wharton Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Hatchondo, Juan Carlos"
~subject:"Capital income"
~subject:"Wertpapierhandel"
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Asymmetrische Information
Capital income
Wertpapierhandel
Theorie
5
Theory
5
Volatility
2
Volatilität
2
Allgemeines Gleichgewicht
1
Asymmetric information
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
CAPM
1
Forecasting model
1
Foreign portfolio investment
1
General equilibrium
1
HAR-RV model
1
Information value
1
Informationswert
1
Kapitaleinkommen
1
Lucas-tree model
1
Measurement
1
Messung
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Portfolio diversification
1
Portfolio selection
1
Portfolio-Investition
1
Portfolio-Management
1
Portfoliodiversifikation
1
Prognoseverfahren
1
Share price
1
Signalling
1
Time series analysis
1
USA
1
United States
1
Vermögensverteilung
1
Wealth distribution
1
Welfare analysis
1
Wohlfahrtsanalyse
1
Zeitreihenanalyse
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Arbeitspapier
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Graue Literatur
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Non-commercial literature
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Working Paper
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English
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Andersen, Torben
Hatchondo, Juan Carlos
Diebold, Francis X.
4
Leonard, Kenneth Lynch
3
Prescott, Edward Simpson
3
Townsend, Robert M.
3
Allen, Franklin
1
Amarante, Massimiliano
1
Anderson, Torben G.
1
Athey, Susan
1
Bagwell, Kyle
1
Barzel, Yoram
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Christoffersen, Peter F.
1
Fernando, Chitru S.
1
Giacometti, Rosella
1
Habib, Michel Antoine
1
Jensen, Morten Berg
1
Johnson, D. Bruce
1
Leonard, David K.
1
Li, Canlin
1
Lunde, Asger
1
Morris, Stephen
1
Moser, James T.
1
Sanchirico, Chris
1
Shin, Hyun Song
1
Strunk Hansen, Charlotte
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Zenios, Stauros Andrea
1
Zivin, Joshua S. Graff
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Centre for Analytical Finance <Århus>
Columbia University / Department of Economics
Federal Reserve Bank of Richmond
The Wharton Financial Institutions Center
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1
Working papers / Financial Institutions Center
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ECONIS (ZBW)
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Asymmetric information and the lack of international portfolio
Hatchondo, Juan Carlos
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003221755
Saved in:
2
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
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