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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:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Volatility
22
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22
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13
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8
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8
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16
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Agénor, Pierre-Richard
Andersen, Torben
Christiano, Lawrence J.
Liao, Yin
Medeiros, Marcelo C.
Aizenman, Joshua
9
Diebold, Francis X.
8
Bollerslev, Tim
7
Schwert, George William
7
Aït-Sahalia, Yacine
6
Ang, Andrew
5
Bansal, Ravi
5
Bekaert, Geert
5
Campbell, John Y.
5
Engel, Charles
5
Rose, Andrew
5
Engle, Robert F.
4
Giglio, Stefano
4
Hall, Robert Ernest
4
Lettau, Martin
4
Razin, Asaf
4
Stulz, René M.
4
Wei, Shang-jin
4
Bates, David S.
3
Bloom, Nicholas
3
Caballero, Ricardo J.
3
Calvet, Laurent E.
3
Chaudhuri, Shubham
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Farmer, Roger E. A.
3
Gertler, Mark
3
Hale, Galina
3
Kelly, Bryan T.
3
Lazear, Edward P.
3
Ludvigson, Sydney C.
3
Lustig, Hanno
3
McLaren, John D.
3
Morck, Randall
3
Tong, Hui
3
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3
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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
CREATES research paper
4
Discussion paper series
4
Working papers / Financial Institutions Center
4
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3
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3
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3
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3
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3
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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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1
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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)
16
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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
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:
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
Monetary policy and stock market booms
Christiano, Lawrence J.
;
Ilut, Cosmin L.
;
Motto, Roberto
; …
-
2010
Persistent link: https://www.econbiz.de/10008695812
Saved in:
7
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
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:
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