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~isPartOf:"Journal of empirical finance"
~person:"Andersen, Torben"
~person:"Aslanidis, Nektarios"
~person:"De Veirman, Emmanuel"
~person:"Döpke, Jörg"
~person:"Medeiros, Marcelo C."
~person:"Stüber, Heiko"
~subject:"Financial market"
~subject:"Measurement"
~subject:"Profit"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Financial market
Measurement
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Volatility
2
Volatilität
2
1986-1996
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Bond market
1
Business cycle
1
Capital income
1
Correlation
1
Deutsche Mark
1
Estimation
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Factor analysis
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Finanzmarkt
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Kapitaleinkommen
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Macro-finance variables
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Quantile regressions
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Realized stock-bond correlation
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Regression analysis
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Andersen, Torben
Aslanidis, Nektarios
De Veirman, Emmanuel
Döpke, Jörg
Medeiros, Marcelo C.
Stüber, Heiko
Baillie, Richard
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Huang, Ho-chuan
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Opschoor, Anne
2
Wel, Michel van der
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Adcock, Christopher
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Antell, Jan
1
Aragó Manzana, Vicent
1
Aretz, Kevin
1
Aslanidis, Nekatrios
1
Bai, Lu
1
Bakas, Dimitrios
1
Bartram, Söhnke M.
1
Bee, Marco
1
Beetsma, Roel
1
BenSaïda, Ahmed
1
Bessler, Wolfgang
1
Blitz, David
1
Bollen, Bernard
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Bollerslev, Tim
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Bonato, Matteo
1
Brockman, Paul
1
Brooks, Robert
1
Brunetti, Celso
1
Chang, Li-Han
1
Chen Zhou
1
Cheng, Hung-Wen
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Cheng, Wan-hsiu
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Chiang, Min-Hsien
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Journal of empirical finance
Kieler Arbeitspapiere
7
FAU discussion papers in economics
6
Journal of econometrics
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper series / IZA
4
Econometric Institute research papers
4
Kiel working paper
4
CAMA working paper series
2
CESifo working papers
2
Discussion paper / Deutsche Bundesbank
2
Discussion paper series / Reserve Bank of New Zealand
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of financial markets
2
Kiel Working Paper
2
Working paper
2
Working papers / Financial Institutions Center
2
American Economic Review papers and proceedings
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CFS working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
DNB working paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion Paper Series 1
1
Discussion Paper Series 2
1
Discussion paper / Centre for Economic Policy Research
1
Econometric reviews
1
Economic modelling
1
Economics discussion papers
1
Financial Institutions Center
1
Foreign exchange markets
1
GLO discussion paper
1
German economic review
1
Global COE Hi-Stat discussion paper series
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Handbook of financial time series
1
International economic review
1
International journal of finance & economics : IJFE
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International journal of forecasting
1
International review of applied economics
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ECONIS (ZBW)
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1
Quantiles of the realized stock-bond correlation and links to the macroeconomy
Aslanidis, Nektarios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
28
(
2014
),
pp. 321-331
Persistent link: https://www.econbiz.de/10011285626
Saved in:
2
Forecasting financial market
volatility
: sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
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