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subject:"Prognoseverfahren"
~isPartOf:"Journal of banking & finance"
~person:"Anderson, Heather M."
~person:"Guidolin, Massimo"
~person:"Hautsch, Nikolaus"
~subject:"Aktienmarkt"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~subject:"Zinsstruktur"
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Prognoseverfahren
Aktienmarkt
Volatilität
Zeitreihenanalyse
Zinsstruktur
Estimation
4
Schätzung
4
Theorie
3
Theory
3
Volatility
3
Börsenkurs
2
Capital income
2
Government securities
2
Kapitaleinkommen
2
Public bond
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Share price
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Staatspapier
2
Time series analysis
2
Yield curve
2
Öffentliche Anleihe
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Analysis of variance
1
Ankündigungseffekt
1
Announcement effect
1
Bid-ask spread
1
Cojumps
1
Corporate bond
1
Corporate bonds
1
Correlation
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Covariance
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Deutschland
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Economic information
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First-high-low-last price
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Geld-Brief-Spanne
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Geldpolitik
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Germany
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Großbritannien
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High-frequency data
1
Impact assessment
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Impulse response functions
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Anderson, Heather M.
Guidolin, Massimo
Hautsch, Nikolaus
Prokopczuk, Marcel
5
Wese Simen, Chardin
4
Guo, Hui
3
Li, Junye
3
Zaremba, Adam
3
Berkman, Henk
2
Bianchi, Robert
2
Cakici, Nusret
2
Harris, Richard D. F.
2
Huang, Tao
2
León Valle, Ángel Manuel
2
Liu, Xiaochun
2
Maio, Paulo
2
Maltritz, Dominik
2
Møller, Stig Vinther
2
Paschke, Raphael
2
Philip, Dennis
2
Rudolf, Markus
2
Strohsal, Till
2
Umutlu, Mehmet
2
Weber, Enzo
2
Zhu, Jie
2
Zhu, Xiaoneng
2
Abbritti, Mirko
1
Afonso, António
1
Ahmed, Shamim
1
Aitken, Michael J.
1
Akdeniz, Levent
1
Altay-Salih, Aslihan
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
Antoniou, Constantinos
1
Arismendi Zambrano, Juan Carlos
1
Asgharian, Hossein
1
Atanasov, Victoria
1
Atilgan, Yigit
1
Avouyi-Dovi, Sanvi
1
Aydoğan, Kürşat
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Journal of banking & finance
SFB 649 discussion paper
12
CFS working paper series
8
BAFFI CAREFIN Centre Research Paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Applied quantitative finance
3
Working paper series : working paper
3
Working papers / Innocenzo Gasparini Institute for Economic Research
3
CoFE discussion papers
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Finance research letters
2
International journal of forecasting
2
Manchester Business School Research Paper
2
Working paper
2
Working papers series / Manchester Business School
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CFS Working Paper
1
CREATES research paper
1
Discussion paper
1
Econometrics : open access journal
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European finance review : the official journal of the European Finance Association
1
Federal Reserve Bank of St. Louis Working Paper
1
Federal Reserve Bank of St. Louis Working Paper Series
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial markets
1
Journal of forecasting
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Oxford bulletin of economics and statistics
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SFB 649 Discussion Paper
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The journal of economic methodology
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The journal of portfolio management : a publication of Institutional Investor
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The journal of real estate finance and economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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University of Copenhagen Discussion Paper
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Working paper / Centre for Financial Research
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Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics and econometrics
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1
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
2
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
3
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
4
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
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