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subject:"Volatilität"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve Bank of Cleveland"
~institution:"Panepistēmio Kypru / Department of Economics"
~subject:"Schock"
~subject:"Schätztheorie"
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Volatilität
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Schätztheorie
Estimation
28
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10
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Zachariadis, Marios
2
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1
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1
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Centre for Analytical Finance <Århus>
Federal Reserve Bank of Cleveland
Panepistēmio Kypru / Department of Economics
National Bureau of Economic Research
217
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Institut für Weltwirtschaft
13
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10
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
3
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ECONIS (ZBW)
9
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1
Firms' expectations and monetary policy shocks in the eurozone
Eminidou, Snezana
;
Zachariadis, Marios
-
Panepistēmio Kypru / Department of Economics
-
2019
Persistent link: https://www.econbiz.de/10012041817
Saved in:
2
Non-linearities in international prices
Yi, In-gu
;
Park, Sang Soo
;
Zachariadis, Marios
-
Panepistēmio Kypru / Department of Economics
-
2018
Persistent link: https://www.econbiz.de/10011906785
Saved in:
3
Non-parametric identification of the extent of downward wage rigidities
Nearchou, Paris
-
Panepistēmio Kypru / Department of Economics
-
2018
Persistent link: https://www.econbiz.de/10012041768
Saved in:
4
Monetary policy, endogenous inattention, and the volatility trade-off
Branch, William A.
;
Carlson, John B.
;
Evans, George W.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002550213
Saved in:
5
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
6
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
9
Nominal rigidities and the dynamic effects of a shock to monetary policy
Christiano, Lawrence J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582778
Saved in:
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