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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~subject:"EU countries"
~subject:"World"
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EU-Staaten
Volatility
EU countries
World
Estimation
6
Schätzung
6
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5
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5
Volatilität
4
Capital income
3
Kapitaleinkommen
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2
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Andersen, Torben
Rose, Andrew
15
Barro, Robert J.
7
Levine, Ross
7
Rigobón, Roberto
6
Van Reenen, John
6
Acemoglu, Daron
5
Aghion, Philippe
5
Bloom, Nicholas
5
Chinn, Menzie David
5
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5
Frankel, Jeffrey A.
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Rodrik, Dani
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Sala-i-Martin, Xavier
5
Aizenman, Joshua
4
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4
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4
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4
Edwards, Sebastian
4
Forbes, Kristin
4
Harvey, Campbell R.
4
Helliwell, John F.
4
Itō, Takatoshi
4
Kelly, Bryan T.
4
La Porta, Rafael
4
Rancière, Romain
4
Robinson, James A.
4
Taylor, Alan M.
4
Wei, Shang-jin
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Alesina, Alberto
3
Apergēs, Nikolaos
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3
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3
Goetzmann, William N.
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Goldberg, Linda S.
3
Klein, Michael W.
3
Lee, Chien-chiang
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3
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Economic modelling
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
American Economic Review papers and proceedings
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Cahier / Départment de Sciences Économiques, Université de Montréal
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ECONIS (ZBW)
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1
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
2
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
3
Modeling and forecasting realized volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
4
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:
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