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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Medeiros, Marcelo C."
~subject:"Analysis of variance"
~subject:"Measurement"
~subject:"Messung"
~subject:"Option trading"
~subject:"Optionsgeschäft"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Analysis of variance
Measurement
Messung
Option trading
Optionsgeschäft
Prognoseverfahren
Statistical distribution
Theory
Volatility
18
Volatilität
18
Theorie
11
Capital income
8
Kapitaleinkommen
8
USA
5
United States
5
Estimation
4
Schätzung
4
ARCH model
3
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3
Ankündigungseffekt
2
Announcement effect
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Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
Deutsche Mark
2
Exchange rate
2
Financial market
2
Finanzmarkt
2
International financial market
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Internationaler Finanzmarkt
2
Risikoprämie
2
Risk premium
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2
Stochastic process
2
Stochastischer Prozess
2
Wechselkurs
2
1953-1996
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1987-1992
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2011-2014
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13
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Bibliography included
Graue Literatur
Working Paper
Arbeitspapier
13
Non-commercial literature
11
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English
13
Author
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Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Medeiros, Marcelo C.
Aizenman, Joshua
8
Diebold, Francis X.
8
Bollerslev, Tim
6
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
Benzoni, Luca
2
Bertola, Giuseppe
2
Brandt, Michael W.
2
Calvet, Laurent E.
2
Chari, Varadarajan V.
2
Christiano, Lawrence J.
2
Collin-Dufresne, Pierre
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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Working paper / National Bureau of Economic Research, Inc.
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
Federal Reserve Bank of Cleveland working paper series
6
Discussion paper series
4
Working paper
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
Econometric Institute research papers
3
Financial Institutions Center
3
Texto para discussão
3
CREATES research paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
2
IMF working paper
2
IMF working papers
2
Temi di discussione / Banca d'Italia
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
Econometric reviews
1
Global COE Hi-Stat discussion paper series
1
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1
Policy research working paper : WPS
1
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1
Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
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1
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ECONIS (ZBW)
13
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date (oldest first)
1
Construction and interpretation of model-free implied
volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
2
Aid
volatility
and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
3
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
4
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:
5
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:
6
The distribution of stock return
volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
7
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:
8
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:
9
Modeling and forecasting realized
volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
10
Volatility
and the welfare costs of financial market integration
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
1998
Persistent link: https://www.econbiz.de/10000680522
Saved in:
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