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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Medeiros, Marcelo C."
~subject:"Analysis of variance"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
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Analysis of variance
Measurement
Messung
Prognoseverfahren
Statistical distribution
Theory
Volatility
23
Volatilität
23
Theorie
13
Capital income
8
Kapitaleinkommen
8
Stochastic process
6
Stochastischer Prozess
6
Estimation
5
Forecasting model
5
Schätzung
5
USA
5
United States
5
ARCH model
4
ARCH-Modell
4
Bayes-Statistik
4
Bayesian inference
4
VAR model
4
VAR-Modell
4
stochastic volatility
4
Business cycle
3
Konjunktur
3
Risiko
3
Risk
3
Statistische Verteilung
3
Time series analysis
3
Welt
3
World
3
Zeitreihenanalyse
3
Ankündigungseffekt
2
Announcement effect
2
Bayesian VARs
2
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
Coronavirus
2
Deutsche Mark
2
Epidemic
2
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14
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Arbeitspapier
14
Working Paper
14
Graue Literatur
11
Non-commercial literature
11
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English
Author
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Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Medeiros, Marcelo C.
Aizenman, Joshua
8
Diebold, Francis X.
8
Caballero, Ricardo J.
7
Bekaert, Geert
6
Bollerslev, Tim
6
Aït-Sahalia, Yacine
5
Engel, Charles
5
Giglio, Stefano
5
Rose, Andrew
5
Simsek, Alp
5
Campbell, John Y.
4
Gabaix, Xavier
4
Hall, Robert Ernest
4
Ang, Andrew
3
Bates, David S.
3
Chaudhuri, Shubham
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Dew-Becker, Ian
3
Engle, Robert F.
3
Faia, Ester
3
Farmer, Roger E. A.
3
Fernández-Villaverde, Jesús
3
Gertler, Mark
3
Kelly, Bryan T.
3
Koijen, Ralph S. J.
3
Lazear, Edward P.
3
Martin, Ian
3
McLaren, John D.
3
Shabalina, Ekaterina
3
Acemoglu, Daron
2
Altonji, Joseph G.
2
Anderson, Torben G.
2
Bansal, Ravi
2
Baumeister, Christiane
2
Bertola, Giuseppe
2
Brandt, Michael W.
2
Calvet, Laurent E.
2
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Discussion papers / CEPR
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
11
Federal Reserve Bank of Cleveland working paper series
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
Discussion paper series
4
FRB of Cleveland Working Paper
4
Working paper
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
Econometric Institute research papers
3
Financial Institutions Center
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial markets
3
The journal of finance : the journal of the American Finance Association
3
CREATES research paper
2
Discussion paper / Centre for Economic Policy Research
2
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
IMF working paper
2
IMF working papers
2
International economic review
2
Journal of banking & finance
2
Journal of financial economics
2
NBER working paper series
2
Temi di discussione / Banca d'Italia
2
Texto para discussão
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Deutsche Bundesbank Discussion Paper
1
Discussion paper
1
Discussion papers / Institute of Economics, University of Copenhagen
1
Econometric theory
1
Global COE Hi-Stat discussion paper series
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
Journal of development economics
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of empirical finance
1
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ECONIS (ZBW)
14
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1
Addressing Covid-19 outliers in bvars with stochastic
volatility
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012495968
Saved in:
2
The global component of inflation
volatility
Marcellino, Massimiliano
;
Carriero, Andrea
;
Corsello, …
-
2019
Persistent link: https://www.econbiz.de/10012051863
Saved in:
3
Aid
volatility
and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
4
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
5
Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
6
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
7
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:
8
The distribution of stock return
volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
9
Do bonds span
volatility
risk in the US treasury market? : A specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
-
2007
Persistent link: https://www.econbiz.de/10003442498
Saved in:
10
Modeling and forecasting realized
volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
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