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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:"Statistical distribution"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Economic growth
Measurement
Messung
Prognoseverfahren
Schätzung
Statistical distribution
Theory
Volatilität
Volatility
47
Theorie
21
Capital income
10
Kapitaleinkommen
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47
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43
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47
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Agénor, Pierre-Richard
Aizenman, Joshua
Andersen, Torben
Carriero, Andrea
Guerrón-Quintana, Pablo A.
Liao, Yin
Medeiros, Marcelo C.
Clements, Adam
23
Bollerslev, Tim
16
Diebold, Francis X.
13
Silvennoinen, Annastiina
11
Bekaert, Geert
10
Christoffersen, Peter F.
10
Todorov, Viktor
9
Aït-Sahalia, Yacine
8
Lunde, Asger
8
Santucci de Magistris, Paolo
8
Schwert, George William
8
Christiansen, Charlotte
7
Davis, Steven J.
7
Edwards, Sebastian
7
Rose, Andrew
7
Teräsvirta, Timo
7
Becker, Ralf
6
Caballero, Ricardo J.
6
Campbell, John Y.
6
Engle, Robert F.
6
Itō, Takatoshi
6
Ang, Andrew
5
Bansal, Ravi
5
Bloom, Nicholas
5
Christensen, Bent Jesper
5
Engel, Charles
5
Fernández-Villaverde, Jesús
5
Giglio, Stefano
5
Hall, Robert Ernest
5
Haltiwanger, John C.
5
Hansen, Peter Reinhard
5
Hounyo, Ulrich
5
Lustig, Hanno
5
Podolskij, Mark
5
Rubio-Ramírez, Juan Francisco
5
Wei, Shang-jin
5
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4
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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
12
Federal Reserve Bank of Cleveland working paper series
8
Discussion paper / Centre for Economic Policy Research
7
CFS working paper series
5
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3
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1
American Economic Review papers and proceedings
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ECONIS (ZBW)
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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
Time-varying periodicity in intraday
volatility
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797522
Saved in:
3
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
Saved in:
4
The impact of information flow and trading activity on gold and oil futures
volatility
Clements, Adam
;
Liao, Yin
-
2014
Persistent link: https://www.econbiz.de/10011343881
Saved in:
5
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:
6
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:
7
Structural credit risk model with stochastic
volatility
: a particle-filter approach
Bu, Di
;
Liao, Yin
;
Pagan, Adrian R.
-
2013
Persistent link: https://www.econbiz.de/10010245573
Saved in:
8
The dynamics of co-jumps,
volatility
and correlation
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009702943
Saved in:
9
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:
10
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:
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