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~isPartOf:"NCER working paper series"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Agénor, Pierre-Richard"
~person:"Aizenman, Joshua"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Guerrón-Quintana, Pablo A."
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~subject:"Economic growth"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Economic growth
Measurement
Messung
Prognoseverfahren
Schätzung
Statistical distribution
Theory
Volatility
7
Volatilität
7
Forecast
2
Forecasting model
2
Prognose
2
Theorie
2
Aktienindex
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Business network
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Correlation
1
Credit risk
1
Erdöl
1
Estimation
1
Exchange rate
1
Gold
1
Handelsvolumen der Börse
1
Index
1
Index futures
1
Index number
1
Index-Futures
1
Kapitaleinkommen
1
Korrelation
1
Kreditrisiko
1
Network
1
Networks
1
Netzwerk
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option pricing theory
1
Optionspreistheorie
1
Petroleum
1
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3
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3
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Graue Literatur
Non-commercial literature
Working Paper
Arbeitspapier
3
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English
3
Author
All
Agénor, Pierre-Richard
Aizenman, Joshua
Andersen, Torben
Carriero, Andrea
Guerrón-Quintana, Pablo A.
Liao, Yin
Medeiros, Marcelo C.
Clements, Adam
17
Becker, Ralf
6
Silvennoinen, Annastiina
5
Hurn, Stan
4
Cho, Dongchul
2
Diebold, Francis X.
2
Doolan, Mark
2
Fuller, Joanne
2
Scott, Ayesha
2
West, Kenneth D.
2
Bollerslev, Tim
1
Brandt, Michael W.
1
Coleman-Fenn, Christopher
1
Doolan, M. B.
1
Edison, Hali J.
1
García López, José A.
1
Lindsay, K. A.
1
McClelland, Andrew
1
O'Neill, Robert
1
Preve, Daniel P. A.
1
Rubin, Amir
1
Santa-Clara, Pedro
1
Smith, Daniel R.
1
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NCER working paper series
Technical working paper / National Bureau of Economic Research
Working paper / National Bureau of Economic Research, Inc.
21
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
8
Federal Reserve Bank of Cleveland working paper series
7
Discussion paper / Centre for Economic Policy Research
5
Working papers / Financial Institutions Center
5
CFS working paper series
4
Discussion paper series
4
Econometric Institute research papers
4
Working paper
4
Discussion papers / CEPR
3
Financial Institutions Center
3
IMF working paper
3
IMF working papers
3
Texto para discussão
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Working papers / Penn Institute for Economic Research
3
CREATES research paper
2
Documentos de trabajo / Fundación de Estudios de Economía Aplicada
2
Global COE Hi-Stat discussion paper series
2
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2
Working papers / Federal Reserve Bank of Chicago
2
ADB economics working paper series
1
American Economic Review papers and proceedings
1
CAMA working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper
1
International finance discussion papers
1
Policy research working paper : WPS
1
Série de trabalhos para discussão
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper / Norges Bank
1
Working paper series
1
Working papers / Rodney L. White Center for Financial Research
1
Working papers / Santa Cruz Institute for International Economics
1
Working papers / UC Santa Cruz Economics Department
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ECONIS (ZBW)
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The role of index jumps and cojumps in forecasting stock index
volatility
: evidence from the Dow Jones index
Clements, Adam
;
Liao, Yin
-
2014
Persistent link: https://www.econbiz.de/10011343882
Saved in:
2
Modeling and forecasting realized
volatility
: getting the most out of the jump component
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009789511
Saved in:
3
Parametric and nonparametric
volatility
measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2002
Persistent link: https://www.econbiz.de/10001689115
Saved in:
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