//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~person:"Bayar, Aslı"
~person:"Carriero, Andrea"
~person:"Liao, Yin"
~subject:"Exchange rate"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Volatility"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
Volatility
17
Volatilität
17
Theorie
10
Theory
10
Capital income
8
Kapitaleinkommen
8
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
USA
5
United States
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
3
Share price
3
Statistical distribution
3
Statistische Verteilung
3
Stochastic process
3
Stochastischer Prozess
3
Ankündigungseffekt
2
Announcement effect
2
Black-Scholes model
2
Black-Scholes-Modell
2
Deutsche Mark
2
Financial market
2
Finanzmarkt
2
Option trading
2
Optionsgeschäft
2
Risikoprämie
2
Risk premium
2
Time series analysis
2
Wechselkurs
2
Zeitreihenanalyse
2
1953-1996
1
1987-1992
1
1993-1998
1
2011-2014
1
Aktienindex
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Graue Literatur
Working Paper
Arbeitspapier
2
Non-commercial literature
2
Language
All
English
2
Author
All
Andersen, Torben
Bayar, Aslı
Carriero, Andrea
Liao, Yin
Itō, Takatoshi
4
Clarida, Richard H.
3
Rose, Andrew
3
Wei, Shang-jin
3
Aghion, Philippe
2
Bacchetta, Philippe
2
Devereux, Michael B.
2
Diebold, Francis X.
2
Edwards, Sebastian
2
Engel, Charles
2
Flood, Robert P.
2
Froot, Kenneth
2
Lyons, Richard K.
2
Rancière, Romain
2
Reinhart, Carmen M.
2
Rogoff, Kenneth S.
2
Aizenman, Joshua
1
Alizadeh, Sassan
1
Anderson, Torben G.
1
Balaban, Ercan
1
Baldwin, Richard E.
1
Bartov, Eli
1
Ben Zeev, Nadav
1
Benigno, Gianluca
1
Benigno, Pierpaolo
1
Betts, Caroline M.
1
Binder, Michael
1
Bodnar, Gordon M.
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Burgess, Simon M.
1
Calvo, Guillermo
1
Chernyshoff, Natalia
1
Chinn, Menzie David
1
Crucini, Mario J.
1
Davis, Josh
1
Eaton, Jonathan
1
Engle, Robert F.
1
Evans, Martin D. D.
1
more ...
less ...
Published in...
All
Discussion paper
Working paper / National Bureau of Economic Research, Inc.
Financial Institutions Center
2
NCER working paper series
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
2
Modeling and forecasting realized
volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->