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~isPartOf:"International economic review"
~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Inflation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Inflation
Volatilität
Forecasting model
2
Prognoseverfahren
2
Theorie
2
Theory
2
Volatility
2
1987-1992
1
Bewertung
1
CAPM
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Capital income
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Andersen, Torben
Franses, Philip Hans
Kumar, Alok
4
Head, Allen Charles
3
Bollerslev, Tim
2
Koop, Gary
2
Korobilis, Dimitris
2
Antoniades, Alexis
1
Azevedo, João Valle e
1
Bhattacharya, Joydeep
1
Breinlich, Holger
1
Brumm, Johannes
1
Bullard, James Brian
1
Castro, Rui
1
Christiano, Lawrence J.
1
Clausen, Andrew
1
Coen-Pirani, Daniele
1
Cooper, Russell W.
1
Creal, Drew
1
Daly, Moira
1
DeVaro, Jed
1
Devereux, Michael B.
1
Dittmar, Robert F.
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Dong, Mei
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Ennis, Huberto M.
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Fitzgerald, Terry J.
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Foerster, Andrew
1
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Froyen, Richard T.
1
Gavin, William T.
1
Goldberg, Linda S.
1
Gomis-Porqueras, Pedro
1
Grill, Michael
1
Gu, Grace Weishi
1
Guzman, Mark G.
1
Gürtler, Oliver
1
Honkapohja, Seppo
1
Hryshko, Dmytro
1
Huybens, Elisabeth
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International economic review
Journal of econometrics
11
The journal of finance : the journal of the American Finance Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of applied econometrics
3
International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
China economic journal : the official journal of the China Center for Economic Research (CCER) at Peking University
1
Econometric theory
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Industrial marketing management : the international journal for industrial and high-tech firms
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The review of economics and statistics
1
The review of financial studies
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1
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
Saved in:
2
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
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