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subject:"Kapitaleinkommen"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"Federal Reserve System / Board of Governors"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Volatilität"
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Kapitaleinkommen
Volatilität
Estimation
37
Schätzung
37
USA
18
United States
18
Theorie
16
Theory
16
Capital income
7
Börsenkurs
4
Deutschland
4
Exchange rate
4
Germany
4
Interest rate
4
Share price
4
Wechselkurs
4
Yield curve
4
Zins
4
Zinsstruktur
4
Börsengang
3
CAPM
3
Estimation theory
3
Geldpolitik
3
Inflation
3
Initial public offering
3
Kaufkraftparität
3
Monetary policy
3
Purchasing power parity
3
Schock
3
Schätztheorie
3
Shock
3
Volatility
3
Welt
3
World
3
1973-1998
2
1982-1993
2
Ankündigungseffekt
2
Announcement effect
2
Business cycle
2
Corporate bond
2
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3
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Book / Working Paper
9
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Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
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English
9
Author
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Ammer, John
1
Anderson, Torben G.
1
Bartram, Söhnke M.
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Crabbe, Leland E.
1
Darbha, Gangadhar
1
Diebold, Francis X.
1
Griffin, John M.
1
Grinblatt, Mark
1
Han, Bing
1
Karolyi, G. Andrew
1
Labys, Paul
1
Nardari, Federico
1
Pástor, Ľuboš
1
Santa-Clara, Pedro
1
Stambaugh, Robert F.
1
Stulz, René M.
1
Turner, Christopher M.
1
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Institution
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
Federal Reserve System / Board of Governors
Rodney L. White Center for Financial Research
National Bureau of Economic Research
159
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Institut für Weltwirtschaft
7
Federal Reserve Bank of St. Louis
6
University of Canterbury / Dept. of Economics and Finance
6
Birkbeck College / Department of Economics
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Exeter / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
2
Business Information Centre <Toronto>
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Nationalekonomiska Institutionen <Göteborg>
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Chicago / Center for Research in Security Prices
2
University of Reading / Department of Economics
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Zentrum für Europäische Wirtschaftsforschung
2
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Bonn Graduate School of Economics
1
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Working papers / Rodney L. White Center for Financial Research
4
Fisher College of Business working paper series
3
International finance discussion papers
1
Source
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ECONIS (ZBW)
9
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1
The disposition effect and momentum
Grinblatt, Mark
(
contributor
);
Han, Bing
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101559
Saved in:
2
The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786264
Saved in:
3
Daily cross-border equity flows : pushed or pulled
Griffin, John M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675323
Saved in:
4
Estimaging the benchmark yield curve : a new approach using stochastic frontier functions
Darbha, Gangadhar
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024649
Saved in:
5
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
6
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
7
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
8
Inflation, inflation risk, and stock returns
Ammer, John
-
1994
Persistent link: https://www.econbiz.de/10000885226
Saved in:
9
A dynamic linear model of the determinants of yield spreads on fixed-income securities
Crabbe, Leland E.
;
Turner, Christopher M.
-
1993
Persistent link: https://www.econbiz.de/10000929313
Saved in:
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