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type:"book"
type_genre:"Working Paper"
~accessRights:"free"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"Working papers / Bank for International Settlements"
~subject:"Volatility"
~subject:"World"
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Search: subject_exact:"Estimation"
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Volatility
World
Estimation
162
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162
Theorie
39
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35
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35
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34
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34
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26
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Plazzi, Alberto
6
Barone-Adesi, Giovanni
4
Hoesli, Martin
3
Mancini, Loriano
3
Moessner, Richhild
3
Avdjiev, Stefan
2
Berardi, Andrea
2
Borio, Claudio E. V.
2
Corvasce, Giuseppe
2
Kohlscheen, Emanuel
2
Mohanty, M. S.
2
Serrano, Camilo
2
Sornette, Didier
2
Valkanov, Rossen I.
2
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2
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1
Auer, Raphael A.
1
Aït-Sahalia, Yacine
1
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1
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1
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1
Cao, Jie
1
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1
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1
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1
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1
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1
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167
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139
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107
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49
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ECONIS (ZBW)
57
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1
The cumulant risk premium
Kyle, Albert S.
;
Todorov, Karamfil
-
2023
Persistent link: https://www.econbiz.de/10014414346
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2
Dealer capacity and US treasury market functionality
Duffie, Darrell
;
Fleming, Michael J.
;
Keane, Frank
; …
-
2023
Persistent link: https://www.econbiz.de/10014414405
Saved in:
3
Price formation in the foreign exchange market
Gallien, Florent
;
Glebkin, Sergei
;
Kassibrakis, Serge
; …
-
2023
Persistent link: https://www.econbiz.de/10014480297
Saved in:
4
Innovation convergence
Hardy, Bryan
;
Sever, Can
-
2023
Persistent link: https://www.econbiz.de/10014322421
Saved in:
5
The shape of business cycles : a cross-country analysis of Friedman's plucking theory
Kohlscheen, Emanuel
;
Moessner, Richhild
;
Rees, Daniel M.
-
2023
Persistent link: https://www.econbiz.de/10014249569
Saved in:
6
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
7
Financial openness and inequality
Avdjiev, Stefan
;
Spasova, Tsvetana
-
2022
Persistent link: https://www.econbiz.de/10013167513
Saved in:
8
Economic Policy Uncertainty and the Yield Curve
Leippold, Markus
;
Matthys, Felix
-
2022
Persistent link: https://www.econbiz.de/10013192097
Saved in:
9
Income inequality and the depth of economic downturns
Kohlscheen, Emanuel
;
Lombardi, Marco
;
Zakrajšek, Egon
-
2021
Persistent link: https://www.econbiz.de/10012518361
Saved in:
10
Sharing asymmetric tail risk: smoothing, asset pricing and terms of trade
Corsetti, Giancarlo
;
Lipińska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012620824
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