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~isPartOf:"NCER working paper series"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Agénor, Pierre-Richard"
~person:"Aizenman, Joshua"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Guerrón-Quintana, Pablo A."
~person:"Kelly, Bryan T."
~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:"Working Paper"
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Economic growth
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45
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45
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21
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12
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12
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10
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9
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Agénor, Pierre-Richard
Aizenman, Joshua
Andersen, Torben
Carriero, Andrea
Guerrón-Quintana, Pablo A.
Kelly, Bryan T.
Liao, Yin
Medeiros, Marcelo C.
Clements, Adam
17
Diebold, Francis X.
9
Bollerslev, Tim
7
Aït-Sahalia, Yacine
6
Becker, Ralf
6
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6
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5
Engel, Charles
5
Rose, Andrew
5
Silvennoinen, Annastiina
5
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4
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4
Hall, Robert Ernest
4
Hurn, Stan
4
Lazear, Edward P.
4
Lustig, Hanno
4
Bacchetta, Philippe
3
Bansal, Ravi
3
Bates, David S.
3
Caballero, Ricardo J.
3
Chari, Varadarajan V.
3
Chaudhuri, Shubham
3
Christiano, Lawrence J.
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Davis, Steven J.
3
Edwards, Sebastian
3
Farmer, Roger E. A.
3
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3
Giglio, Stefano
3
Haltiwanger, John C.
3
Lettau, Martin
3
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3
Moffitt, Robert A.
3
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3
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3
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Working paper / National Bureau of Economic Research, Inc.
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
8
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7
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1
Hedging macroeconomic and financial uncertainty and
volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
2
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:
3
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:
4
Excess
volatility
: beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
5
The common factor in idiosyncratic
volatility
: quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2014
Persistent link: https://www.econbiz.de/10010360039
Saved in:
6
Aid
volatility
and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
7
Firm
volatility
in granular networks
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2013
Persistent link: https://www.econbiz.de/10010192396
Saved in:
8
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
9
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
10
Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
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