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subject:"Volatility"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Productivity"
~subject:"Stock market"
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Volatility
Productivity
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Estimation
72
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72
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31
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31
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12
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Löthgren, Mickael
3
Tambour, Magnus
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Ekonomiska forskningsinstitutet <Stockholm>
Rodney L. White Center for Financial Research
National Bureau of Economic Research
210
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Forschungsinstitut zur Zukunft der Arbeit
11
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University of Canterbury / Dept. of Economics and Finance
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William Davidson Institute <Ann Arbor, Mich.>
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut für Agrarentwicklung in Mittel- und Osteuropa
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Kansantaloustieteen Laitos <Tampere>
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Working paper series in economics and finance
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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1
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:
2
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:
3
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
Saved in:
4
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
5
Essays on performance measurement in health care
Tambour, Magnus
-
1997
Persistent link: https://www.econbiz.de/10000961280
Saved in:
6
Exports, imports and productivity : results from Indonesian establishment data
Sjöholm, Fredrik
-
1997
Persistent link: https://www.econbiz.de/10000969949
Saved in:
7
Bootstrapping the Malmquist productivity index : a simulation study
Löthgren, Mickael
-
1997
Persistent link: https://www.econbiz.de/10000976654
Saved in:
8
Bootstrapping DEA-based efficiency measures and Malmquist productivity indices : a study of Swedish eye-care service provision
Löthgren, Mickael
;
Tambour, Magnus
-
1995
Persistent link: https://www.econbiz.de/10000921857
Saved in:
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