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subject:"United Kingdom"
~isPartOf:"Econometric theory"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Ghysels, Eric"
~person:"Hodrick, Robert J."
~subject:"Currency derivative"
~subject:"Korrelation"
~subject:"Volatility"
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United Kingdom
Currency derivative
Korrelation
Volatility
Estimation theory
5
Schätztheorie
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Theorie
3
Theory
3
Statistical theory
2
Statistische Methodenlehre
2
Time series analysis
2
Zeitreihenanalyse
2
1972-1991
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ARCH model
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ARCH-Modell
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Deutschland
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Estimation
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Germany
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Großbritannien
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Ghysels, Eric
Hodrick, Robert J.
Bekaert, Geert
3
Brandt, Michael W.
2
Diebold, Francis X.
2
Li, Jia
2
Phillips, Peter C. B.
2
Alizadeh, Sassan
1
Altonji, Joseph G.
1
Ang, Andrew
1
Bertrand, Marianne
1
Boudoukh, Jacob
1
Burkhauser, Richard V.
1
Cavaliere, Giuseppe
1
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1
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1
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1
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1
Donald, Stephen G.
1
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1
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1
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1
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1
Fortuna, Natércia
1
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1
Gao, Jiti
1
Graham, Bryan S.
1
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1
Hall, Alastair R.
1
Han, Chirok
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1
Jenkins, Stephen
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1
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1
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Econometric theory
Working paper / National Bureau of Economic Research, Inc.
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
NBER Working Paper
2
NBER working paper series
2
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series ; part a
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of monetary economics
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Working paper series / Centre for Japanese Economic Studies, Macquarie University
1
Working paper series / Research Department, Federal Reserve Bank of Chicago
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ECONIS (ZBW)
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Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
2
"Peso problem" explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
-
1997
Persistent link: https://www.econbiz.de/10000638171
Saved in:
3
On biases in the measurement of foreign exchange risk premiums
Bekaert, Geert
;
Hodrick, Robert J.
-
1991
Persistent link: https://www.econbiz.de/10000824248
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