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subject:"Volatility"
~institution:"Bonn Graduate School of Economics"
~institution:"Deutsches Institut für Wirtschaftsforschung"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Stock market"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Volatility
Stock market
Estimation
110
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110
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46
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46
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33
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33
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29
Sweden
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Alexius, Annika
1
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1
Baum, Christopher F.
1
Bollerslev, Tim
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1
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1
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Bonn Graduate School of Economics
Deutsches Institut für Wirtschaftsforschung
Ekonomiska forskningsinstitutet <Stockholm>
Rodney L. White Center for Financial Research
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Institut für Weltwirtschaft
7
University of Canterbury / Dept. of Economics and Finance
6
Chambre de commerce et d'industrie de Paris
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Federal Reserve Bank of St. Louis
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1
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ECONIS (ZBW)
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1
Modeling and forecasting DAX index volatility
Lazarov, Zdravetz
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040246
Saved in:
2
The impact of macroeconomic uncertainty on cash holdings for nonfinancial firms
Baum, Christopher F.
;
Caglayan, Mustafa
;
Ozkan, Neslihan
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001972729
Saved in:
3
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:
4
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:
5
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
Saved in:
6
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
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