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~isPartOf:"CAMA working paper series"
~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Ferrara, Laurent"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~source:"econis"
~source:"econstor"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"United States"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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ARCH-Modell
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United States
Volatility
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4
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2
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Agénor, Pierre-Richard
Andersen, Torben
Ferrara, Laurent
Liao, Yin
Medeiros, Marcelo C.
Chan, Joshua
12
Eisenstat, Eric
6
Bao Hoang Nguyen
4
Zhang, Bo
4
Hou, Chenghan
3
Strachan, Rodney W.
3
Castelnuovo, Efrem
2
Cross, Jamie L.
2
Dungey, Mardi H.
2
Haque, Qazi
2
Kang, Wensheng
2
Kollmann, Robert
2
Koop, Gary
2
Magnusson, Leandro M.
2
Nason, James Michael
2
Okimoto, Tatsuyoshi
2
Poon, Aubrey
2
Ratti, Ronald A.
2
Trung Duc Tran
2
Aslanides, Nektarios
1
Bloom, Nicholas
1
Bollerslev, Tim
1
Caggiano, Giovanni
1
Castro, Rui
1
Castro, Ruy
1
Clement, Gian Luca
1
Coen-Pirani, Daniele
1
Cross, Jamie
1
De Veirman, Emmanuel
1
Eickmeier, Sandra
1
Fernández-Villaverde, Jesús
1
Fry-McKibbin, Renée
1
Fu, Bowen
1
Gao, Shen
1
Gefang, Deborah
1
Gonçalves, Sílvia
1
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1
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Cahier / Départment de Sciences Économiques, Université de Montréal
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16
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9
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ECONIS (ZBW)
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1
Measuring exchange rate risks during periods of uncertainty
Ferrara, Laurent
;
Yapi, Niango Ange Joseph
-
2020
Persistent link: https://www.econbiz.de/10012533210
Saved in:
2
Does modeling jumps help? : a comparision of realized
volatility
models for risk prediction
Liao, Yin
-
2012
Persistent link: https://www.econbiz.de/10009562424
Saved in:
3
Correcting the errors : a note on
volatility
forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
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