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~isPartOf:"CREATES research paper"
~isPartOf:"NCER working paper series"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Agénor, Pierre-Richard"
~person:"Aizenman, Joshua"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Guerrón-Quintana, Pablo A."
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~subject:"Economic growth"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Economic growth
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Volatility
47
Volatilität
47
Theorie
21
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10
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10
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8
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8
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6
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30
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26
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30
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Agénor, Pierre-Richard
Aizenman, Joshua
Andersen, Torben
Carriero, Andrea
Guerrón-Quintana, Pablo A.
Liao, Yin
Medeiros, Marcelo C.
Clements, Adam
18
Bollerslev, Tim
14
Silvennoinen, Annastiina
11
Diebold, Francis X.
9
Bekaert, Geert
7
Schwert, George William
7
Aït-Sahalia, Yacine
6
Becker, Ralf
6
Christoffersen, Peter F.
6
Santucci de Magistris, Paolo
6
Teräsvirta, Timo
6
Todorov, Viktor
6
Ang, Andrew
5
Bansal, Ravi
5
Campbell, John Y.
5
Christiansen, Charlotte
5
Engel, Charles
5
Lunde, Asger
5
Rose, Andrew
5
Aghion, Philippe
4
Christiano, Lawrence J.
4
Davis, Steven J.
4
Edwards, Sebastian
4
Engle, Robert F.
4
Giglio, Stefano
4
Hall, Robert Ernest
4
Hounyo, Ulrich
4
Hurn, Stan
4
Kelly, Bryan T.
4
Lazear, Edward P.
4
Lettau, Martin
4
Lustig, Hanno
4
Razin, Asaf
4
Stulz, René M.
4
Wei, Shang-jin
4
Bacchetta, Philippe
3
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3
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CREATES research paper
NCER working paper series
Working paper / National Bureau of Economic Research, Inc.
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
8
Federal Reserve Bank of Cleveland working paper series
7
Discussion paper / Centre for Economic Policy Research
5
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5
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4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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1
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1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
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
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
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1
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1
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1
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1
News and network structures in equity market
volatility
Clements, Adam
;
Liao, Yin
-
2016
Persistent link: https://www.econbiz.de/10011777149
Saved in:
2
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
Saved in:
3
The role of index jumps and cojumps in forecasting stock index
volatility
: evidence from the Dow Jones index
Clements, Adam
;
Liao, Yin
-
2014
Persistent link: https://www.econbiz.de/10011343882
Saved in:
4
Modeling and forecasting realized
volatility
: getting the most out of the jump component
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009789511
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/10009524097
Saved in:
6
Coherent model-free implied
volatility
: a corridor fix for high-frequency VIX
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
-
2011
Persistent link: https://www.econbiz.de/10009385071
Saved in:
7
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
8
Aid
volatility
and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
9
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
10
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
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