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~isPartOf:"Global COE Hi-Stat discussion paper series"
~isPartOf:"Temi di discussione / Banca d'Italia"
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Daníelsson, Jón"
~person:"Liao, Yin"
~person:"McAleer, Michael"
~person:"Meddahi, Nour"
~person:"Todorov, Viktor"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Measurement
Prognoseverfahren
Statistical distribution
Theory
Volatility
4
Volatilität
4
Theorie
3
ARCH model
2
ARCH-Modell
2
Bayes-Statistik
2
Bayesian inference
2
Estimation
2
Multivariate Analyse
2
Multivariate analysis
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
VAR model
2
VAR-Modell
2
Zeitreihenanalyse
2
Bayesian VARs
1
Estimation theory
1
Forecasting model
1
Inflation
1
Modellierung
1
Multivariate Autoregressive Index models
1
Option trading
1
Optionsgeschäft
1
Regression analysis
1
Regressionsanalyse
1
Risikoprämie
1
Risk premium
1
Schätztheorie
1
Scientific modelling
1
Welt
1
World
1
factor models
1
forecasting
1
global factors
1
inflation
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large datasets
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Bibliography included
Graue Literatur
Working Paper
Arbeitspapier
3
Non-commercial literature
3
Language
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English
3
Author
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Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Daníelsson, Jón
Liao, Yin
McAleer, Michael
Meddahi, Nour
Todorov, Viktor
Watanabe, Toshiaki
3
Corsello, Francesco
2
Delle Monache, Davide
2
Marcellino, Massimiliano
2
Omori, Yasuhiro
2
Petrella, Ivan
2
Yu, Jun
2
Alessandri, Piergiorgio
1
Basso, Gaetano
1
Bello, Salvatore Lo
1
Corsi, Fulvio
1
De Polis, Andrea
1
Fulop, Andras
1
Fusari, Nicola
1
Gazzani, Andrea
1
Grasso, Adriana
1
Ishida, Isao
1
Li, Junye
1
Mocetti, Sauro
1
Nakajima, Jouchi
1
Natoli, Filippo
1
Phillips, Peter C. B.
1
Pirino, Davide
1
Renò, Roberto
1
Roma, Giacomo
1
Rubolino, Enrico
1
Subioli, Francesca
1
Takahashi, Makoto
1
Venditti, Fabrizio
1
Vicondoa, Alejandro
1
Yamaguchi, Shintaro
1
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Global COE Hi-Stat discussion paper series
Temi di discussione / Banca d'Italia
Working paper
20
Econometric Institute research papers
19
Discussion paper / Tinbergen Institute
18
Working paper / National Bureau of Economic Research, Inc.
11
CREATES research paper
7
Federal Reserve Bank of Cleveland working paper series
6
Discussion paper series
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
ERID working paper
3
Financial Institutions Center
3
IDEI working papers
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
Working papers / TSE : WP
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
2
Econometric reviews
2
IMF working paper
2
IMF working papers
2
NCER working paper series
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Tinbergen Institute Discussion Paper
2
AFI
1
CAMA working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
Finance and economics discussion series
1
IMES discussion paper series
1
International finance discussion papers
1
Policy research working paper : WPS
1
SFB 649 discussion paper
1
SRC discussion paper : discussion paper series
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
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ECONIS (ZBW)
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1
The economic drivers of
volatility
and uncertainty
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2020
Persistent link: https://www.econbiz.de/10012301117
Saved in:
2
The global component of inflation
volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2018
Persistent link: https://www.econbiz.de/10011960151
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
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