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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper series"
~person:"Bollerslev, Tim"
~person:"Engle, Robert F."
~type:"book"
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EU-Staaten
Volatility
Estimation
6
Schätzung
6
Börsenkurs
5
Share price
5
Capital income
4
Kapitaleinkommen
4
Volatilität
3
1990-2008
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Forecasting model
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Aktienindex
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1
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1
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Option pricing theory
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Optionspreistheorie
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Bollerslev, Tim
Engle, Robert F.
Teräsvirta, Timo
4
Silvennoinen, Annastiina
3
Christensen, Bent Jesper
2
Dhaene, Geert
2
Kang, Jian
2
Kearney, Colm
2
Todorov, Viktor
2
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Wu, Jianbin
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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
Callot, Laurent
1
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1
Charles-Cadogan, G.
1
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Christensen, Kim
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Daly, Kevin James
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Delhaye, Eef
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1
He, Changli
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Itō, Takatoshi
1
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CREATES research paper
Discussion paper series
NBER Working Paper
8
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper / Centre for Economic Policy Research
2
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2
American Economic Review papers and proceedings
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CFS working paper series
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CREATES Research Paper
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Economic Research Initiatives at Duke (ERID) Working Paper
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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ECONIS (ZBW)
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Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
2
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
3
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling
-
1988
Persistent link: https://www.econbiz.de/10000133228
Saved in:
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