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~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Liao, Yin"
~person:"McAleer, Michael"
~person:"Meddahi, Nour"
~person:"Medeiros, Marcelo C."
~subject:"Measurement"
~subject:"Messung"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Measurement
Messung
Statistical distribution
Theory
Volatilität
299
Volatility
295
ARCH-Modell
101
ARCH model
98
Theorie
91
Schätzung
73
Estimation
70
Prognoseverfahren
67
Kapitaleinkommen
66
Forecasting model
63
Capital income
62
Stochastischer Prozess
61
Stochastic process
58
USA
58
Zeitreihenanalyse
57
Time series analysis
56
United States
54
Spillover-Effekt
48
Börsenkurs
46
Spillover effect
45
Welt
43
Capital market returns
42
Kapitalmarktrendite
42
Share price
42
World
38
Risikomaß
31
VAR model
29
VAR-Modell
29
Risk measure
27
Rohstoffderivat
22
Bayes-Statistik
21
Bayesian inference
21
Commodity derivative
21
Futures
21
Modellierung
21
Scientific modelling
21
Spotmarkt
21
Spot market
20
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20
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Free
77
Undetermined
3
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Book / Working Paper
97
Article
2
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Bibliography included
Graue Literatur
Working Paper
Arbeitspapier
97
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89
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63
Aufsatz in Zeitschrift
63
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4
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4
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2
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English
99
Author
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Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Liao, Yin
McAleer, Michael
Meddahi, Nour
Medeiros, Marcelo C.
Diebold, Francis X.
33
Bollerslev, Tim
29
Koopman, Siem Jan
28
Lux, Thomas
27
Härdle, Wolfgang
25
Lucas, André
19
Merkl, Christian
18
Chiarella, Carl
17
Fernández-Villaverde, Jesús
16
Aizenman, Joshua
13
Bos, Charles S.
13
Hautsch, Nikolaus
13
Herwartz, Helmut
13
Lütkepohl, Helmut
13
Platen, Eckhard
13
Asai, Manabu
12
Caporin, Massimiliano
12
Christoffersen, Peter F.
12
Clark, Todd E.
12
Clements, Adam
12
Hafner, Christian M.
12
Marcellino, Massimiliano
12
Mittnik, Stefan
12
Mumtaz, Haroon
12
Pierdzioch, Christian
12
Rubio-Ramírez, Juan Francisco
12
Dijk, Dick van
11
Gonçalves, Sílvia
11
Guerrón-Quintana, Pablo A.
11
Rose, Andrew
11
Yu, Jun
11
Bertola, Giuseppe
10
Christensen, Bent Jesper
10
Martin, Gael M.
10
Paolella, Marc S.
10
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Internationaler Währungsfonds / Research Department
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
Center for Economic Research <Tilburg>
1
Economic Development Institute / Macroeconomic Management and Policy Division
1
Rodney L. White Center for Financial Research
1
Université de Montréal / Département de sciences économiques
1
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12
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11
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10
Econometric Institute research papers
8
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5
CREATES research paper
4
Discussion paper series
4
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4
CFS working paper series
3
Financial Institutions Center
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
Working papers / TSE : WP
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion papers / CEPR
2
Econometric reviews
2
IDEI working papers
2
IMF working paper
2
IMF working papers
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
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2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Global COE Hi-Stat discussion paper series
1
International finance discussion papers
1
NCER working paper series
1
Policy research working paper : WPS
1
Série de trabalhos para discussão
1
Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper series
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers / Rodney L. White Center for Financial Research
1
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ECONIS (ZBW)
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91
Modeling and forecasting realized
volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
92
Volatility
and the welfare costs of financial market integration
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
1998
Persistent link: https://www.econbiz.de/10000997505
Saved in:
93
Volatility
and the welfare costs of financial market integration
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
1998
Persistent link: https://www.econbiz.de/10000680522
Saved in:
94
Contagion and
volatility
with imperfect credit markets
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
1997
Persistent link: https://www.econbiz.de/10000975920
Saved in:
95
Answering the critics : yes, arch models do provide good
volatility
forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
96
Contagion and
volatility
with imperfect credit markets
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
1997
Persistent link: https://www.econbiz.de/10000631761
Saved in:
97
Heterogeneous information arrivals and return
volatility
dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
98
Efficiency wages and labor mobility in an open economy
Angénor, Pierre-Richard
-
1993
Persistent link: https://www.econbiz.de/10013425272
Saved in:
99
Volatility
Andersen, Torben
-
1992
Persistent link: https://www.econbiz.de/10000914157
Saved in:
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