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~isPartOf:"Working papers / Financial Institutions Center"
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Guerrón-Quintana, Pablo A."
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~subject:"Economic growth"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~subject:"Time series analysis"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Economic growth
Measurement
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Statistical distribution
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Volatility
5
Volatilität
5
Theorie
4
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3
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2
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2
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2
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2
1990-2002
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4
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4
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Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Guerrón-Quintana, Pablo A.
Liao, Yin
Medeiros, Marcelo C.
Diebold, Francis X.
7
Christoffersen, Peter F.
5
Bollerslev, Tim
4
Jacobs, Kris
2
Anderson, Torben G.
1
Heston, Steven L.
1
Mariano, Roberto S.
1
Ornthanalai, Chayawat
1
Strasser, Georg H.
1
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1
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13
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7
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7
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1
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
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
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:
4
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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