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~person:"Agénor, Pierre-Richard"
~person:"Aizenman, Joshua"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Guerrón-Quintana, Pablo A."
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~person:"Pierdzioch, Christian"
~subject:"Börsenkurs"
~subject:"Economic growth"
~subject:"Measurement"
~subject:"Messung"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Börsenkurs
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191
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87
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62
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57
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54
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Agénor, Pierre-Richard
Aizenman, Joshua
Andersen, Torben
Carriero, Andrea
Guerrón-Quintana, Pablo A.
Liao, Yin
Medeiros, Marcelo C.
Pierdzioch, Christian
McAleer, Michael
61
Lux, Thomas
44
Gupta, Rangan
38
Caporale, Guglielmo Maria
34
Koopman, Siem Jan
34
Bollerslev, Tim
33
Diebold, Francis X.
33
Hautsch, Nikolaus
32
Härdle, Wolfgang
27
Lucas, André
19
Chiarella, Carl
18
Fernández-Villaverde, Jesús
18
Merkl, Christian
18
Herwartz, Helmut
17
Marcellino, Massimiliano
17
Dijk, Dick van
16
Hafner, Christian M.
16
Mumtaz, Haroon
16
Spagnolo, Nicola
16
Bekaert, Geert
15
Bloom, Nicholas
15
Caporin, Massimiliano
15
Mittnik, Stefan
15
Platen, Eckhard
15
Bos, Charles S.
14
Clark, Todd E.
14
Clements, Adam
14
Karanasos, Menelaos
14
Martin, Gael M.
14
Bacchetta, Philippe
13
Chang, Chia-Lin
13
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13
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13
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13
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13
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ECONIS (ZBW)
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EconStor
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91
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
92
The effectiveness of the FX market interventions of the Bundesbank during the Louvre period : an options-based analysis
Pierdzioch, Christian
-
2000
Persistent link: https://www.econbiz.de/10001465153
Saved in:
93
The distribution of stock return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
94
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
95
The distribution of stock return
volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
96
Noise traders' trigger rates, FX options, and smiles
Pierdzioch, Christian
-
2000
Persistent link: https://www.econbiz.de/10013261076
Saved in:
97
The distribution of exchange rate
volatility
Andersen, Torben
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001427024
Saved in:
98
Contagion and
Volatility
with Imperfect Credit Markets
Aizenman, Joshua
-
1997
This paper interprets contagion effects as an increase in the
volatility
of aggregate shocks impinging on the domestic … capital needs) borrow at a premium from domestic banks. Higher
volatility
of producers’ productivity shocks increases both …
Persistent link: https://www.econbiz.de/10014401716
Saved in:
99
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:
100
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
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