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~isPartOf:"Working papers / Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Lensink, Robert"
~person:"Medeiros, Marcelo C."
~subject:"Capital income"
~subject:"Estimation"
~subject:"Measurement"
~type_genre:"Working Paper"
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Capital income
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Volatility
5
Volatilität
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Andersen, Torben
Lensink, Robert
Medeiros, Marcelo C.
Diebold, Francis X.
9
Bollerslev, Tim
4
Christoffersen, Peter F.
4
Jacobs, Kris
2
Ornthanalai, Chayawat
2
Yılmaz, Kamil
2
Anderson, Torben G.
1
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Working papers / Financial Institutions Center
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9
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ECONIS (ZBW)
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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:
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/10002636085
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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