//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Andersen, Torben"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"deutsche mark"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Deutsche Mark
6
Theorie
6
Theory
6
Volatility
6
Volatilität
6
US dollar
4
US-Dollar
4
Ankündigungseffekt
3
Announcement effect
3
Capital income
3
Kapitaleinkommen
3
USA
3
United States
3
1987-1992
2
1992-1993
2
Devisenmarkt
2
Estimation
2
Exchange rate
2
Forecasting model
2
Foreign exchange market
2
Prognoseverfahren
2
Schätzung
2
Time series analysis
2
Wechselkurs
2
Welt
2
World
2
Yen
2
Zeitreihenanalyse
2
1986-1996
1
ARCH model
1
ARCH-Modell
1
Bewertung
1
Economic indicator
1
Evaluation
1
Financial market
1
Finanzmarkt
1
Risikoprämie
1
Risk premium
1
Wirtschaftsindikator
1
more ...
less ...
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
2
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
6
Author
All
Andersen, Torben
MacDonald, Ronald
20
Bollerslev, Tim
14
Pittis, Nikitas
9
Seitz, Franz
9
Beine, Michel
8
Laurent, Sébastien
7
Mahieu, Ronald J.
7
Schulmeister, Stephan
7
Bos, Charles S.
6
Caporale, Guglielmo Maria
6
Payne, Richard
5
Wolff, Christiaan Cornelis Petrus
5
Andersen, Torben G.
4
Bandulet, Bruno
4
Bates, David S.
4
Coakley, Jerry
4
Dijk, Herman K. van
4
Emminger, Otmar
4
Feuerstein, Switgard
4
Fischer, Christoph
4
Galati, Gabriele
4
Goodhart, Charles A. E.
4
Hau, Harald
4
Killeen, William
4
Kloten, Norbert
4
Lecourt, Christelle
4
Moore, Michael
4
Sinn, Hans-Werner
4
Weidmann, Jens
4
Weimer, Wolfram
4
Westermann, Frank
4
Albach, Horst
3
Baltensperger, Ernst
3
Bams, Dennis
3
Bartolini, Leonardo
3
Bodnar, Gordon M.
3
Campa, José Manuel
3
Cavaglia, Stefano M.
3
Chang, P. H. Kevin
3
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
2
Working paper / National Bureau of Economic Research, Inc.
2
International economic review
1
Journal of empirical finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
2
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
3
Deutsche
Mark
-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
4
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:
5
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->