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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Bollerslev, Tim"
~person:"Carriero, Andrea"
~person:"Medeiros, Marcelo C."
~subject:"Analysis of variance"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
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Analysis of variance
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Volatility
19
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19
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12
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9
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Agénor, Pierre-Richard
Andersen, Torben
Bollerslev, Tim
Carriero, Andrea
Medeiros, Marcelo C.
Aizenman, Joshua
8
Diebold, Francis X.
8
Aït-Sahalia, Yacine
5
Engel, Charles
5
Rose, Andrew
5
Bekaert, Geert
4
Campbell, John Y.
4
Giglio, Stefano
4
Hall, Robert Ernest
4
Ang, Andrew
3
Bates, David S.
3
Caballero, Ricardo J.
3
Chaudhuri, Shubham
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Engle, Robert F.
3
Farmer, Roger E. A.
3
Gertler, Mark
3
Lazear, Edward P.
3
McLaren, John D.
3
Acemoglu, Daron
2
Altonji, Joseph G.
2
Anderson, Torben G.
2
Bansal, Ravi
2
Bertola, Giuseppe
2
Brandt, Michael W.
2
Calvet, Laurent E.
2
Chari, Varadarajan V.
2
Christiano, Lawrence J.
2
Das, Sanjiv R.
2
Devereux, Michael B.
2
Dew-Becker, Ian
2
Fernández-Villaverde, Jesús
2
Flood, Robert P.
2
Froot, Kenneth
2
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2
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2
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Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
20
NBER working paper series
9
CREATES research paper
7
Federal Reserve Bank of Cleveland working paper series
6
NBER Working Paper
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
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5
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4
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4
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4
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4
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4
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4
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3
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3
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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3
The journal of finance : the journal of the American Finance Association
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Aid
volatility
and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
2
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
3
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:
4
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
5
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
6
The distribution of stock return
volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
7
Do bonds span
volatility
risk in the US treasury market? : A specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
-
2007
Persistent link: https://www.econbiz.de/10003442498
Saved in:
8
Modeling and forecasting realized
volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
9
Volatility
and the welfare costs of financial market integration
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
1998
Persistent link: https://www.econbiz.de/10000680522
Saved in:
10
Testing for market microstructure effects in intraday
volatility
: a reassessment of the Tokyo FX experiment
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10000673940
Saved in:
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