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~person:"Aizenman, Joshua"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Degiannakis, Stavros"
~person:"Ghysels, Eric"
~person:"Gil-Alaña, Luis A."
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Aktienmarkt"
~subject:"Estimation theory"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Amtsdruckschrift"
~type_genre:"Working Paper"
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Aktienmarkt
Estimation theory
Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Volatilität
Ölpreis
Volatility
130
Theorie
48
Theory
48
Capital income
32
Kapitaleinkommen
32
Zeitreihenanalyse
32
USA
28
United States
28
Estimation
25
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volatility
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Aizenman, Joshua
Andersen, Torben
Bahmani-Oskooee, Mohsen
Degiannakis, Stavros
Ghysels, Eric
Gil-Alaña, Luis A.
Hammoudeh, Shawkat
Yoon, Seong-min
McAleer, Michael
173
Caporale, Guglielmo Maria
93
Chang, Chia-Lin
69
Gupta, Rangan
58
Diebold, Francis X.
49
Spagnolo, Nicola
49
Bollerslev, Tim
47
Koopman, Siem Jan
45
Härdle, Wolfgang
44
Pierdzioch, Christian
36
Lux, Thomas
33
Hautsch, Nikolaus
32
Dijk, Dick van
30
Fernández-Villaverde, Jesús
28
Hafner, Christian M.
28
Kočenda, Evžen
28
Mumtaz, Haroon
28
Chiarella, Carl
27
Clements, Adam
27
Allen, David E.
24
Caballero, Ricardo J.
24
Lucas, André
24
Marcellino, Massimiliano
24
Pesaran, M. Hashem
24
Rodriguez, Gabriel
24
Asai, Manabu
23
Caporin, Massimiliano
23
Spagnolo, Fabio
23
Bekaert, Geert
22
Christiansen, Charlotte
22
Christoffersen, Peter F.
22
Bauwens, Luc
21
Belke, Ansgar
21
Clark, Todd E.
21
Engle, Robert F.
21
Medeiros, Marcelo C.
21
Rubio-Ramírez, Juan Francisco
21
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6
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2
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2
Global COE Hi-Stat discussion paper series
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IMF working papers
2
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2
Working Paper
2
ADB economics working paper series
1
American Economic Review papers and proceedings
1
CEFIR and NES working papers
1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
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1
ERF working papers series
1
Economics discussion papers
1
HKIMR working paper
1
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1
NES working paper series : working paper
1
Policy research working paper : WPS
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
130
EconStor
2
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61
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
62
Realized volatility
Andersen, Torben
(
contributor
);
Benzoni, Luca
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003786282
Saved in:
63
Price momentum in stocks : insights from Victorian age data
Chabot, Benjamin
;
Ghysels, Eric
;
Jagannathan, Ravi
-
2008
Persistent link: https://www.econbiz.de/10003791258
Saved in:
64
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
65
Persistence in US interest rates : is it stable over time?
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739798
Saved in:
66
Stoachastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003818421
Saved in:
67
Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
Saved in:
68
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
69
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
70
Aid volatility and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
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