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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~person:"Campbell, John Y."
~subject:"Arbeitsmarkt"
~subject:"Bank lending"
~subject:"EU-Staaten"
~subject:"Finanzmarktregulierung"
~subject:"Kapitalmobilität"
~subject:"Kreditgeschäft"
~subject:"Phillips curve"
~subject:"Volatilität"
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Arbeitsmarkt
Bank lending
EU-Staaten
Finanzmarktregulierung
Kapitalmobilität
Kreditgeschäft
Phillips curve
Volatilität
Estimation
18
Schätzung
18
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12
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7
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7
Theorie
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Theory
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Volatility
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Andersen, Torben
Campbell, John Y.
Engle, Robert F.
5
Goldberg, Linda S.
4
Kelly, Bryan T.
4
Moffitt, Robert A.
4
Aghion, Philippe
3
Ball, Laurence M.
3
Bekaert, Geert
3
Card, David E.
3
Chinn, Menzie David
3
DiNardo, John E.
3
Edwards, Sebastian
3
Forbes, Kristin
3
Harvey, Campbell R.
3
Itō, Takatoshi
3
Lemieux, Thomas
3
Lettau, Martin
3
Stulz, René M.
3
Abowd, John M.
2
Aït-Sahalia, Yacine
2
Bacchetta, Philippe
2
Bartram, Söhnke M.
2
Bates, David S.
2
Ben-David, Itzhak
2
Bianchi, Francesco
2
Bollerslev, Tim
2
Brown, Gregory W.
2
Buch, Claudia M.
2
Chari, Anusha
2
Franzoni, Francesco
2
Froot, Kenneth
2
Galí, Jordi
2
Giglio, Stefano
2
Goetzmann, William N.
2
Jón Steinsson
2
Klein, Michael W.
2
Kleiner, Morris M.
2
Kramarz, Francis
2
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Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
4
NBER working paper series
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
The journal of finance : the journal of the American Finance Association
2
American Economic Review papers and proceedings
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CFS working paper series
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Cahier / Départment de Sciences Économiques, Université de Montréal
1
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International economic review
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1
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Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
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ECONIS (ZBW)
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1
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:
2
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:
3
Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk
Campbell, John Y.
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001456475
Saved in:
4
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
;
Lettau, Martin
-
1999
Persistent link: https://www.econbiz.de/10001390215
Saved in:
5
Modeling and forecasting realized volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
6
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
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