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institution:"The Wharton Financial Institutions Center"
~institution:"Banca nazionale del lavoro / Ufficio scenari economici"
~institution:"Banco Central do Brasil"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~language:"eng"
~subject:"Leistungsbeurteilung"
~subject:"Volatility"
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Leistungsbeurteilung
Volatility
Capital income
33
Kapitaleinkommen
33
USA
21
United States
21
Theorie
15
Theory
15
Volatilität
8
Aktienmarkt
7
Stock market
7
Börsenkurs
6
Führungskräfte
6
Managers
6
Share price
6
Ankündigungseffekt
5
Anlageverhalten
5
Announcement effect
5
Behavioural finance
5
Handelsvolumen der Börse
5
Trading volume
5
Forecast
4
Prognose
4
Estimation
3
Forecasting model
3
Incomplete information
3
Investment Fund
3
Investmentfonds
3
Prognoseverfahren
3
Schätzung
3
Takeover
3
Unvollkommene Information
3
Übernahme
3
Branche
2
Brasilien
2
Brazil
2
Börsengang
2
Dual listing
2
Economic sector
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
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4
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Book / Working Paper
9
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Graue Literatur
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Non-commercial literature
9
Arbeitspapier
8
Working Paper
8
Language
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English
Author
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Bailey, Warren
2
Diebold, Francis X.
2
Karolyi, G. Andrew
2
Salva, Carolina
2
Ajassa, Giovanni
1
Ambrosetti, Stefano
1
Andersen, Torben
1
Anderson, Torben G.
1
Bollerslev, Tim
1
Christoffersen, Peter F.
1
DeVito, Giovanni Nicola
1
Gorton, Gary
1
Guerra, Solange Maria
1
Han, Bing
1
Kahl, Matthias
1
Tabak, Benjamin Miranda
1
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The Wharton Financial Institutions Center
Banca nazionale del lavoro / Ufficio scenari economici
Banco Central do Brasil
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
National Bureau of Economic Research
78
University of Canterbury / Dept. of Economics and Finance
4
Chambre de commerce et d'industrie de Paris
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Rodney L. White Center for Financial Research
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Federal Reserve Bank of St. Louis
2
Institute of Finance and Accounting <London>
2
Judge Institute of Management Studies
2
Svenska Handelshögskolan <Helsinki>
2
William Davidson Institute <Ann Arbor, Mich.>
2
Banca nazionale del lavoro / Ufficio studi
1
Center for Economic Research <Tilburg>
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Conference on Realized Volatility <2006, Montréal>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Division of Research and Statistics
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Harvard Institute of Economic Research
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Johns Hopkins University / Department of Economics
1
Karlsruher Institut für Technologie
1
Nationalekonomiska Institutionen <Lund>
1
Rutgers University / Department of Economics
1
Salomon Center
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Universität Mannheim
1
Universität Ulm
1
Universität zu Köln / Seminar für Wirtschafts- und Sozialstatistik
1
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Working papers / Financial Institutions Center
4
Fisher College of Business working paper series
3
Problemi e analisi
1
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ECONIS (ZBW)
9
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1
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:
2
The economic consequences of increased disclosure : evidence from international cross-listings
Bailey, Warren
(
contributor
);
Karolyi, G. Andrew
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101596
Saved in:
3
The economic consequences of increased disclosure : evidence from international cross-listings
Bailey, Warren
(
contributor
);
Karolyi, G. Andrew
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001659374
Saved in:
4
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:
5
Stochastic volatilities and correlations of bond yields
Han, Bing
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001905452
Saved in:
6
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
7
Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches
Ajassa, Giovanni
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001435254
Saved in:
8
Stock returns and volatility
Tabak, Benjamin Miranda
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001735572
Saved in:
9
The scarcity of effective monitors and its implications for corporate takeovers and ownership structures
Gorton, Gary
(
contributor
);
Kahl, Matthias
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685929
Saved in:
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