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~accessRights:"restricted"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Medeiros, Marcelo C."
~person:"Ravn, Morten O."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Andersen, Torben
Christoffersen, Peter F.
Medeiros, Marcelo C.
Ravn, Morten O.
Fernández-Villaverde, Jesús
7
Guerrón-Quintana, Pablo A.
6
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Davis, Steven J.
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Ghysels, Eric
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Glaeser, Edward L.
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Lustig, Hanno
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Moen, Espen R.
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Nieuwerburgh, Stijn van
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Perri, Fabrizio
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Sarno, Lucio
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Simsek, Alp
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Akcigit, Ufuk
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Campos-Martins, Susana
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Carlin, Bruce Ian
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Daniel, Kent
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Della Corte, Pasquale
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Financial frictions : macro vs micro
volatility
Lee, Seungcheol
;
Luetticke, Ralph
;
Ravn, Morten O.
-
2020
Persistent link: https://www.econbiz.de/10012257203
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2
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
4
Incomplete cost pass-through under deep habits
Ravn, Morten O.
;
Schmitt-Grohé, Stephanie
;
Uribe, Martín
-
2008
Persistent link: https://www.econbiz.de/10003669568
Saved in:
5
Labour market dynamics and the business cycle : structural evidence for the United States
Ravn, Morten O.
;
Simonelli, Saverio
-
2007
Persistent link: https://www.econbiz.de/10003530270
Saved in:
6
Deep habits
Ravn, Morten O.
-
2004
Persistent link: https://www.econbiz.de/10013424377
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