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subject:"Exchange rate"
subject:"Volatilität"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~subject:"Estimation"
~type_genre:"Arbeitspapier"
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Exchange rate
Volatilität
Estimation
Estimation theory
8
Schätztheorie
8
Theorie
8
Theory
8
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
Volatility
3
Forecasting model
2
Prognoseverfahren
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USA
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United States
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1975-1994
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1996
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Börsenkurs
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Capital income
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Capital mobility
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Deutschland
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Kapitalmobilität
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Nonparametric statistics
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Portfolio selection
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Portfolio-Investition
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Portfolio-Management
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Risikoprämie
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Risk premium
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Share price
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Statistical distribution
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English
5
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Li, Kai
2
Diebold, Francis X.
1
Figlewski, Stephen
1
Hahn, Jinyong
1
Hasan, Iftekhar
1
Simaan, Yusif E.
1
Tay, Anthony S. A.
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Discussion paper series / IZA
58
Discussion paper / Tinbergen Institute
57
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Working paper / National Bureau of Economic Research, Inc.
39
Working paper
35
CESifo working papers
32
Discussion papers / CEPR
31
Discussion paper
30
CREATES research paper
28
SFB 649 discussion paper
23
Discussion paper / Centre for Economic Policy Research
21
Working papers series in theoretical and applied economics
19
Discussion papers of interdisciplinary research project 373
15
Finance and economics discussion series
15
KBI
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Discussion paper / Center for Economic Research, Tilburg University
14
Working papers
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Boston College working papers in economics
11
Cowles Foundation discussion paper
11
Queen's Economics Department working paper
11
Working paper series
11
Technical working paper / National Bureau of Economic Research
10
Working papers / TSE : WP
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
9
Documento de trabajo
8
Federal Reserve Bank of Cleveland working paper series
8
Staff reports / Federal Reserve Bank of New York
8
Série des documents de travail
8
Working paper series / European Central Bank
8
Working papers / Rutgers University, Department of Economics
8
CEMFI working paper
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Discussion papers in economics
7
Economics working paper
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ECONIS (ZBW)
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1
Inferring volatility persistence from option implied volatility
Li, Kai
-
2001
Persistent link: https://www.econbiz.de/10001554378
Saved in:
2
A rational explanation for home country bias
Hasan, Iftekhar
;
Simaan, Yusif E.
-
2000
Persistent link: https://www.econbiz.de/10001471223
Saved in:
3
The empirical performance of alternative extreme value volatility estimators
Li, Kai
;
Weinbaum, David
-
2000
Persistent link: https://www.econbiz.de/10001554385
Saved in:
4
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1998
Persistent link: https://www.econbiz.de/10000998139
Saved in:
5
Forecasting volatility using historical data
Figlewski, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000952027
Saved in:
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