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~isPartOf:"Financial Institutions Center"
~person:"Andersen, Torben"
~person:"De Veirman, Emmanuel"
~person:"Medeiros, Marcelo C."
~subject:"Kapitaleinkommen"
~subject:"Measurement"
~type_genre:"Working Paper"
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Kapitaleinkommen
Measurement
Capital income
3
Volatility
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Volatilität
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Statistical distribution
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Statistische Verteilung
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Theorie
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1986-1996
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Andersen, Torben
De Veirman, Emmanuel
Medeiros, Marcelo C.
Bollerslev, Tim
2
Diebold, Francis X.
2
Ebens, Heiko
1
Labys, Paul
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Financial Institutions Center
Working paper / National Bureau of Economic Research, Inc.
8
CFS working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
Working papers / Financial Institutions Center
3
Working paper
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CREATES research paper
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Discussion paper series / Reserve Bank of New Zealand
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ECONIS (ZBW)
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1
The distribution of stock return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
2
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
3
The distribution of exchange rate
volatility
Andersen, Torben
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001427024
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