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~isPartOf:"Working papers / Financial Institutions Center"
~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Graue Literatur"
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Volatilität
Volatility
5
Theorie
4
Theory
4
Forecasting model
3
Prognoseverfahren
3
USA
3
United States
3
ARCH model
2
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2
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1990-2002
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1
Risikomanagement
1
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1
Risk management
1
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1
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Article in journal
Bibliografie
Graue Literatur
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5
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5
Working Paper
5
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English
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Andersen, Torben
Franses, Philip Hans
Diebold, Francis X.
10
Christoffersen, Peter F.
6
Bollerslev, Tim
5
Jacobs, Kris
3
Ornthanalai, Chayawat
2
Anderson, Torben G.
1
Gatev, Evan G.
1
Herring, Richard J.
1
Heston, Steven L.
1
Mariano, Roberto S.
1
Schuermann, Til
1
Strahan, Philip E.
1
Strasser, Georg H.
1
Tay, Anthony S. A.
1
Tse, Yiu Kuen
1
Wu, Jin
1
Yılmaz, Kamil
1
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The Wharton Financial Institutions Center
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Working papers / Financial Institutions Center
Working paper / National Bureau of Economic Research, Inc.
13
Journal of econometrics
11
CREATES research paper
6
The journal of finance : the journal of the American Finance Association
6
CFS 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
3
Financial Institutions Center
3
Journal of applied econometrics
3
Report / Econometric Institute, Erasmus University Rotterdam
3
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3
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Global COE Hi-Stat discussion paper series
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International economic review
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1
Department of Economics discussion paper series / University of Oxford
1
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1
Econometric theory
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Industrial marketing management : the international journal for industrial and high-tech firms
1
International finance discussion papers
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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)
5
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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/10002636085
Saved in:
2
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
3
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
4
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
5
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
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