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~accessRights:"restricted"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Medeiros, Marcelo C."
~person:"Rens, Thijs van"
~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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4
Volatility
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Volatilität
4
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2
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2
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Andersen, Torben
Christoffersen, Peter F.
Medeiros, Marcelo C.
Rens, Thijs van
Fernández-Villaverde, Jesús
7
Guerrón-Quintana, Pablo A.
6
Lettau, Martin
6
Ludvigson, Sydney C.
6
Rubio-Ramírez, Juan Francisco
6
Farmer, Roger E. A.
5
Giglio, Stefano
5
Kelly, Bryan T.
5
Aït-Sahalia, Yacine
4
Başak, Suleyman
4
Bekaert, Geert
4
Bianchi, Francesco
4
Davis, Steven J.
4
Ghysels, Eric
4
Glaeser, Edward L.
4
Lustig, Hanno
4
Marcellino, Massimiliano
4
Moen, Espen R.
4
Nieuwerburgh, Stijn van
4
Perri, Fabrizio
4
Ravn, Morten O.
4
Sarno, Lucio
4
Akcigit, Ufuk
3
Caballero, Ricardo J.
3
Campos-Martins, Susana
3
Carlin, Bruce Ian
3
Carriero, Andrea
3
Daniel, Kent
3
Della Corte, Pasquale
3
Faia, Ester
3
Galí, Jordi
3
Gambetti, Luca
3
Hermansen, Mikkel Nørlem
3
Hoerova, Marie
3
Jeanne, Olivier
3
Koijen, Ralph S. J.
3
Kollmann, Robert
3
Lehnert, Thorsten
3
Martin, Ian
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Discussion paper / Centre for Economic Policy Research
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Accounting for mismatch unemployment
Rens, Thijs van
;
Herz, Benedikt
-
2018
Persistent link: https://www.econbiz.de/10011933881
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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
The vanishing procyclicality of labor productivity
Galí, Jordi
;
Rens, Thijs van
-
2014
Persistent link: https://www.econbiz.de/10010367938
Saved in:
4
Wage rigidity and job creation
Häfke, Christian
;
Sonntag, Marcus
;
Rens, Thijs van
-
2012
Persistent link: https://www.econbiz.de/10009562307
Saved in:
5
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
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