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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:"Statistical distribution"
~subject:"Theory"
~subject:"United States"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Measurement
Messung
Prognoseverfahren
Statistical distribution
Theory
United States
Volatility
22
Volatilität
22
Theorie
13
Capital income
8
Kapitaleinkommen
8
USA
6
Estimation
5
Schätzung
5
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Financial market
3
Finanzmarkt
3
Forecasting model
3
Share price
3
Statistische Verteilung
3
Ankündigungseffekt
2
Announcement effect
2
Black-Scholes model
2
Black-Scholes-Modell
2
Deutsche Mark
2
Exchange rate
2
Geldpolitik
2
Interest rate policy
2
International financial market
2
Internationaler Finanzmarkt
2
Monetary policy
2
Option trading
2
Optionsgeschäft
2
Risikoprämie
2
Risk premium
2
Schock
2
Shock
2
Stochastic process
2
Stochastischer Prozess
2
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2
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18
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Bibliography included
Graue Literatur
Working Paper
Arbeitspapier
18
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15
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English
18
Author
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Agénor, Pierre-Richard
Andersen, Torben
Christiano, Lawrence J.
Liao, Yin
Medeiros, Marcelo C.
Davis, Steven J.
10
Diebold, Francis X.
10
Haltiwanger, John C.
9
Aizenman, Joshua
8
Aït-Sahalia, Yacine
8
Bollerslev, Tim
7
Hall, Robert Ernest
7
Campbell, John Y.
6
Bekaert, Geert
5
Engel, Charles
5
Glaeser, Edward L.
5
Lazear, Edward P.
5
Lustig, Hanno
5
Rose, Andrew
5
Schwert, George William
5
Comin, Diego
4
Giglio, Stefano
4
Jaimovich, Nir
4
Kelly, Bryan T.
4
Lettau, Martin
4
Moffitt, Robert A.
4
Nieuwerburgh, Stijn van
4
Stulz, René M.
4
Altonji, Joseph G.
3
Ang, Andrew
3
Bansal, Ravi
3
Bates, David S.
3
Caballero, Ricardo J.
3
Carlin, Bruce Ian
3
Chari, Varadarajan V.
3
Chaudhuri, Shubham
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Devereux, Michael B.
3
Engle, Robert F.
3
Faberman, R. Jason
3
Farmer, Roger E. A.
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
7
Working papers / Financial Institutions Center
5
Discussion paper series
4
Econometric Institute research papers
4
CFS working paper series
3
Financial Institutions Center
3
Working paper
3
Working papers / Federal Reserve Bank of Chicago
3
CREATES research paper
2
IMF working paper
2
IMF working papers
2
NCER working paper series
2
Texto para discussão
2
American Economic Review papers and proceedings
1
CAMA working paper series
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Econometric reviews
1
Global COE Hi-Stat discussion paper series
1
International finance discussion papers
1
Policy research working paper : WPS
1
Staff report
1
Série de trabalhos para discussão
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 / Rodney L. White Center for Financial Research
1
Working papers in economics and econometrics
1
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ECONIS (ZBW)
18
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date (oldest first)
1
Financialization in commodity markets
Chari, Varadarajan V.
;
Christiano, Lawrence J.
-
2017
Persistent link: https://www.econbiz.de/10011739658
Saved in:
2
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
3
Aid
volatility
and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
4
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:
5
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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