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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~subject:"Estimation"
~subject:"Schätzung"
~type_genre:"Collection of articles of several authors"
~type_genre:"Working Paper"
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Search: "Inequality" OR "Wealth Tax" OR "Tax culture" OR "Tax policy" OR "Tax reform" OR "Tax systems" OR "Taxation" OR "USA"
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Andersen, Torben
Heckman, James J.
23
Neumark, David
13
Haltiwanger, John C.
12
Hamermesh, Daniel S.
12
Dave, Dhaval
11
Glaeser, Edward L.
11
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11
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10
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10
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10
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9
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9
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9
Steinmeier, Thomas L.
9
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8
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8
Basu, Susanto
8
Chetty, Raj
8
Christiano, Lawrence J.
8
Cooper, Russell W.
8
Currie, Janet M.
8
Greenstein, Shane M.
8
Kahn, Matthew E.
8
Markowitz, Sara
8
Metcalf, Gilbert E.
8
Moffitt, Robert A.
8
Moretti, Enrico
8
Bekaert, Geert
7
Campbell, John Y.
7
Engle, Robert F.
7
Figlio, David N.
7
Gan, Li
7
McGarry, Kathleen
7
Meyer, Bruce D.
7
Rivkin, Steven G.
7
Ruhm, Christopher J.
7
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6
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6
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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ECONIS (ZBW)
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1
Cross-sectional dispersion of risk in trading time
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2019
Persistent link: https://www.econbiz.de/10012124980
Saved in:
2
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:
3
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
4
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:
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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