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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of econometrics"
~person:"Christensen, Bent Jesper"
~person:"Franses, Philip Hans"
~subject:"Share price"
~subject:"Volatilität"
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Portfolio-Management
United States
Share price
Volatilität
Theorie
8
Theory
8
Estimation theory
4
Schätztheorie
4
Time series analysis
3
USA
3
Zeitreihenanalyse
3
Saisonale Schwankungen
2
Seasonal variations
2
Volatility
2
1988-1995
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ARMA model
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ARMA-Modell
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Arbeitslosigkeit
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Arbeitsmarkttheorie
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Labour market theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option trading
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Optionsgeschäft
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Article
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4
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English
4
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Christensen, Bent Jesper
Franses, Philip Hans
Aït-Sahalia, Yacine
8
Bollerslev, Tim
6
Diebold, Francis X.
5
Tauchen, George Eugene
5
Andersen, Torben
4
Hallin, Marc
4
Koop, Gary
4
McAleer, Michael
4
Renault, Eric
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Gallant, A. Ronald
3
Grammig, Joachim
3
Nielsen, Morten Ørregaard
3
Patton, Andrew J.
3
Steel, Mark F. J.
3
Taylor, Robert
3
Yu, Jun
3
Arvanitis, Stelios
2
Atkinson, Scott Estes
2
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Chen, Xiaohong
2
Christensen, Kim
2
Dijk, Dick van
2
Duan, Jin-Chuan
2
Dufour, Jean-Marie
2
Engle, Robert F.
2
Fan, Jianqing
2
Fernandes, Marcelo
2
Gaudecker, Hans-Martin von
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Gouriéroux, Christian
2
Granger, C. W. J.
2
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Journal of econometrics
Discussion paper / Tinbergen Institute
4
Journal of applied econometrics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Queen's Economics Department working paper
3
CREATES research paper
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Econometric Institute research papers
2
Macroeconomic dynamics
2
Applied mathematical finance
1
ERIM report series research in management
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of macroeconomics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
The European journal of finance
1
The review of economics and statistics
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ECONIS (ZBW)
4
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1
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
2
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
3
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
Saved in:
4
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
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