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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Christiano, Lawrence J."
~person:"Gabaix, Xavier"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Measurement
Messung
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Statistical distribution
Theory
Volatility
25
Volatilität
25
Theorie
15
Capital income
9
Kapitaleinkommen
9
USA
6
United States
6
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5
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5
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Bibliography included
Graue Literatur
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15
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15
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Agénor, Pierre-Richard
Andersen, Torben
Christiano, Lawrence J.
Gabaix, Xavier
Liao, Yin
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
Hall, Robert Ernest
4
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
Giglio, Stefano
3
Lazear, Edward P.
3
McLaren, John D.
3
Acemoglu, Daron
2
Altonji, Joseph G.
2
Anderson, Torben G.
2
Ang, Andrew
2
Bansal, Ravi
2
Bertola, Giuseppe
2
Brandt, Michael W.
2
Calvet, Laurent E.
2
Chari, Varadarajan V.
2
Das, Sanjiv R.
2
Devereux, Michael B.
2
Fernández-Villaverde, Jesús
2
Flood, Robert P.
2
Froot, Kenneth
2
Glaeser, Edward L.
2
Guerrón-Quintana, Pablo A.
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
6
Discussion paper series
4
Working papers / Financial Institutions Center
4
CFS working paper series
3
Econometric Institute research papers
3
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3
Working paper
3
CREATES research paper
2
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2
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2
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2
NCER working paper series
2
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2
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
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1
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1
Massachusetts Institute of Technology Department of Economics working paper series : working paper
1
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1
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1
Technical working paper / National Bureau of Economic Research
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 papers / Federal Reserve Bank of Chicago
1
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1
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ECONIS (ZBW)
15
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1
Variable rare disasters : an exactly solved framework for ten puzzles in macro-finance
Gabaix, Xavier
-
2008
qualitatively: (i) equity premium puzzle (ii) risk-free rate-puzzle (iii) excess
volatility
puzzle (iv) predictability of aggregate …
Persistent link: https://www.econbiz.de/10003627561
Saved in:
2
Aid
volatility
and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
3
Two reasons why money and credit may be useful in monetary policy
Christiano, Lawrence J.
;
Motto, Roberto
;
Rostagno, Massimo
-
2007
Persistent link: https://www.econbiz.de/10003568974
Saved in:
4
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
5
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:
6
Institutional investors and stock market
volatility
Gabaix, Xavier
;
Gopikrishnan, Parameswaran
;
Plerou, Vasiliki
-
2005
Persistent link: https://www.econbiz.de/10003189314
Saved in:
7
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:
8
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:
9
The distribution of stock return
volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
10
Modeling and forecasting realized
volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
1
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