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~isPartOf:"Working papers / Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Diebold, Francis X."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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ARCH model
Börsenkurs
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatility
14
Volatilität
14
Capital income
9
Kapitaleinkommen
9
Theory
7
Forecasting model
5
Prognoseverfahren
5
Stochastic process
3
Stochastischer Prozess
3
USA
3
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2
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2
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2
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2
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2
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Welt
2
Wirkungsanalyse
2
World
2
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1960-2003
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1980-2004
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1
Autocorrelation
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1
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9
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9
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9
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English
9
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Andersen, Torben
Christoffersen, Peter F.
Diebold, Francis X.
Medeiros, Marcelo C.
Bollerslev, Tim
5
Anderson, Torben G.
1
Gatev, Evan G.
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
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The Wharton Financial Institutions Center
4
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Working papers / Financial Institutions Center
Working paper / National Bureau of Economic Research, Inc.
21
CREATES research paper
7
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
CFS working paper series
6
Working papers / Rodney L. White Center for Financial Research
6
Financial Institutions Center
4
Econometric Institute research papers
3
Working papers / Penn Institute for Economic Research
3
CFS Working Paper
2
Global COE Hi-Stat discussion paper series
2
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2
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2
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1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Staff working paper / Bank of Canada
1
Texto para discussão
1
Working paper
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper series / European Central Bank ; Eurosystem
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ECONIS (ZBW)
9
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1
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790675
Saved in:
2
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
3
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:
4
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:
5
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
6
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
7
Financial asset returns, direction-of-change forecasting, and
volatility
dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
8
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:
9
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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