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~isPartOf:"Global COE Hi-Stat discussion paper series"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Oil price
Prognoseverfahren
Stock market
Time series analysis
Volatilität
Ölpreis
Volatility
7
Theorie
5
Theory
5
Forecasting model
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
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2
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2
United States
2
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2
1990-2002
1
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1
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1
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1
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1
Estimation theory
1
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1
HAR-RV model
1
Impact assessment
1
Measurement
1
Messung
1
Modellierung
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option trading
1
Optionsgeschäft
1
Risikomaß
1
Risikoprämie
1
Risk measure
1
Risk premium
1
Schätztheorie
1
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7
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7
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Andersen, Torben
Degiannakis, Stavros
Hammoudeh, Shawkat
Yoon, Seong-min
Diebold, Francis X.
11
Christoffersen, Peter F.
6
Bollerslev, Tim
5
Watanabe, Toshiaki
5
Jacobs, Kris
3
Omori, Yasuhiro
2
Ornthanalai, Chayawat
2
Renò, Roberto
2
Ubukata, Masato
2
Yu, Jun
2
Yılmaz, Kamil
2
Anderson, Torben G.
1
Bandi, Federico M.
1
Corsi, Fulvio
1
Dobrev, Dobrislav
1
Fulop, Andras
1
Fusari, Nicola
1
Gatev, Evan G.
1
Hansen, Peter Reinhard
1
Herring, Richard J.
1
Heston, Steven L.
1
Ishida, Isao
1
Jacod, Jean
1
Kim, Dukpa
1
Li, Junye
1
Lunde, Asger
1
Mariano, Roberto S.
1
Masuda, Hiroki
1
Meulemann, Max
1
Morimoto, Takayuki
1
Nakajima, Jouchi
1
Phillips, Peter C. B.
1
Pirino, Davide
1
Podolskij, Mark
1
Schaumburg, Ernst
1
Schuermann, Til
1
Strahan, Philip E.
1
Strasser, Georg H.
1
Takahashi, Makoto
1
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Global COE Hi-Stat discussion paper series
Working papers / Financial Institutions Center
Energy economics
26
Working paper / National Bureau of Economic Research, Inc.
15
Journal of econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
8
International review of financial analysis
8
CREATES research paper
6
Journal of international financial markets, institutions & money
6
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
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International review of economics & finance : IREF
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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2
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
2
Duration-based volatility estimation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003854415
Saved in:
3
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
4
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
5
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
6
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
7
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
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