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type_genre:"Arbeitspapier"
~isPartOf:"CREATES research paper"
~subject:"Risk premium"
~subject:"Zeitreihenanalyse"
~type_genre:"Government document"
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Search: subject_exact:"Volatilität"
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Risk premium
Zeitreihenanalyse
Volatility
101
Volatilität
101
Theorie
39
Theory
39
Capital income
25
Kapitaleinkommen
25
Time series analysis
25
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22
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11
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Nonparametric statistics
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Hansen, Peter Reinhard
4
Teräsvirta, Timo
4
Silvennoinen, Annastiina
3
Todorov, Viktor
3
Andersen, Torben
2
Andreasen, Martin Møller
2
Bollerslev, Tim
2
Christoffersen, Peter F.
2
Hounyo, Ulrich
2
Lunde, Asger
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Voev, Valeri
2
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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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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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CREATES research paper
Discussion paper / Tinbergen Institute
78
Working paper
37
Working paper / National Bureau of Economic Research, Inc.
37
Research paper series / Swiss Finance Institute
24
Discussion papers / CEPR
19
SFB 649 discussion paper
19
CESifo working papers
18
Swiss Finance Institute Research Paper
16
Discussion paper / Centre for Economic Policy Research
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
32
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
6
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
7
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
-
2016
Persistent link: https://www.econbiz.de/10011474820
Saved in:
8
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
9
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
-
2015
Persistent link: https://www.econbiz.de/10010499508
Saved in:
10
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
Saved in:
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