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~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~source:"econis"
~source:"econstor"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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ARCH-Modell
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Volatilität
99
Volatility
96
Capital income
36
Kapitaleinkommen
36
Theorie
36
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33
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22
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21
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Andersen, Torben
Christoffersen, Peter F.
Liao, Yin
Medeiros, Marcelo C.
McAleer, Michael
120
Chang, Chia-Lin
42
Lux, Thomas
41
Gupta, Rangan
40
Koopman, Siem Jan
40
Diebold, Francis X.
36
Bollerslev, Tim
34
Asai, Manabu
26
Härdle, Wolfgang
26
Pierdzioch, Christian
26
Hafner, Christian M.
23
Caporale, Guglielmo Maria
22
Herwartz, Helmut
21
Clark, Todd E.
20
Clements, Adam
20
Lucas, André
20
Bauwens, Luc
19
Dijk, Dick van
19
Caporin, Massimiliano
18
Conrad, Christian
18
Merkl, Christian
18
Bos, Charles S.
17
Chiarella, Carl
17
Christensen, Bent Jesper
17
Carriero, Andrea
16
Fernández-Villaverde, Jesús
16
Marcellino, Massimiliano
16
Teräsvirta, Timo
16
Mittnik, Stefan
15
Silvennoinen, Annastiina
15
Engle, Robert F.
14
Hansen, Peter Reinhard
14
Meddahi, Nour
14
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13
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13
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ECONIS (ZBW)
EconStor
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51
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:
52
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:
53
The distribution of exchange rate
volatility
Andersen, Torben
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001427024
Saved in:
54
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:
55
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
56
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:
57
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:
58
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:
59
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
60
Modeling and forecasting realized
volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
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