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subject:"Volatility"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Rodney L. White Center for Financial Research"
~institution:"Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>"
~language:"eng"
~subject:"Share price"
~subject:"Time series analysis"
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Volatility
Share price
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Schätzung
35
Estimation
34
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15
Germany
14
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11
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11
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9
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8
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6
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5
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9
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9
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9
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English
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Anderson, Torben G.
1
Bohl, Martin T.
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Diebold, Francis X.
1
Dungey, Mardi H.
1
Fendel, Ralf
1
Heaney, Richard A.
1
Hooper, Vincent J.
1
Labys, Paul
1
Pástor, Ľuboš
1
Ramb, Fred
1
Reitzig, Markus
1
Santa-Clara, Pedro
1
Siklos, Pierre L.
1
Stambaugh, Robert F.
1
Vinhas de Souza, Lúcio
1
Werner, Thomas
1
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Australian National University / Faculty of Economics and Commerce
Rodney L. White Center for Financial Research
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
National Bureau of Economic Research
174
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
Ekonomiska forskningsinstitutet <Stockholm>
14
Institut für Weltwirtschaft
10
Federal Reserve System / Division of Research and Statistics
7
University of Canterbury / Dept. of Economics and Finance
6
Zentrum für Europäische Wirtschaftsforschung
6
Birkbeck College / Department of Economics
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Federal Reserve Bank of St. Louis
4
Institut für Höhere Studien
4
International Monetary Fund
4
Umeå universitet
4
Bonn Graduate School of Economics
3
Centre for Analytical Finance <Århus>
3
Centre for Quantitative Economics & Computing
3
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institute of European Finance <Bangor, Gwynedd>
3
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3
Kansantaloustieteen Laitos <Tampere>
3
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ECONIS (ZBW)
9
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1
Who do you trust while bubbles grow and blow? : A comparative analysis of the explanatory power of accounting and patent information for the market values of German firms
Ramb, Fred
(
contributor
);
Reitzig, Markus
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002137071
Saved in:
2
Asset prices in taylor rules : specification, estimation, and policy implications for the ECB
Siklos, Pierre L.
(
contributor
);
Werner, Thomas
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002235268
Saved in:
3
Financial liberalization and business cycles : the experience of countries in the Baltics and Central Eastern Europe
Vinhas de Souza, Lúcio
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002235311
Saved in:
4
Towards a joint characterization of monetary policy and the dynamics of the term structure of interest rates
Fendel, Ralf
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002235381
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
A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H.
-
1997
Persistent link: https://www.econbiz.de/10000959373
Saved in:
9
An examination of the variation in equity market returns and volatility in the Asia Pacific region
Heaney, Richard A.
-
1997
Persistent link: https://www.econbiz.de/10000978403
Saved in:
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