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institution:"The Wharton Financial Institutions Center"
~institution:"Banca nazionale del lavoro / Ufficio scenari economici"
~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"1971-1991"
~subject:"Leistungsbeurteilung"
~subject:"Volatility"
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1971-1991
Leistungsbeurteilung
Volatility
Capital income
15
Kapitaleinkommen
15
Theorie
10
Theory
10
Volatilität
7
USA
5
United States
5
Börsenkurs
4
Share price
4
Aktienmarkt
3
Forecast
3
Forecasting model
3
Prognose
3
Prognoseverfahren
3
Stock market
3
Welt
3
World
3
CAPM
2
Deutschland
2
Führungskräfte
2
Germany
2
International financial market
2
Internationaler Finanzmarkt
2
Investment Fund
2
Investmentfonds
2
Japan
2
Managers
2
Portfolio selection
2
Portfolio-Management
2
Time series analysis
2
Zeitreihenanalyse
2
1959-1996
1
1970-1996
1
1985-2000
1
1996-1997
1
ARCH model
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ARCH-Modell
1
Agency theory
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Book / Working Paper
10
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Arbeitspapier
9
Working Paper
9
Graue Literatur
8
Non-commercial literature
8
Language
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English
10
Author
All
Solnik, Bruno
3
Crouhy, Michel
2
Diebold, Francis X.
2
Ajassa, Giovanni
1
Ambrosetti, Stefano
1
Andersen, Torben
1
Anderson, Torben G.
1
Bensoussan, Alain
1
Bollerslev, Tim
1
Christoffersen, Peter F.
1
DeVito, Giovanni Nicola
1
Galai, Dan
1
Gorton, Gary
1
Harvey, Campbell R.
1
Kahl, Matthias
1
Longin, François M.
1
Rockinger, Michael
1
Zhou, Guofu
1
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Institution
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The Wharton Financial Institutions Center
Banca nazionale del lavoro / Ufficio scenari economici
Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
78
University of Canterbury / Dept. of Economics and Finance
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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
Banco Central do Brasil
1
Center for Economic Research <Tilburg>
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
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
Forschungsinstitut Betriebliche Bildung
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
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Les cahiers de recherche / HEC Paris
5
Working papers / Financial Institutions Center
4
Problemi e analisi
1
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ECONIS (ZBW)
10
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1
Predictable time-varying components of international asset returns
Solnik, Bruno
-
1994
Persistent link: https://www.econbiz.de/10000897103
Saved in:
2
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
3
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:
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
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
6
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:
7
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
Saved in:
8
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
9
Stochastic equity volatility related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
Saved in:
10
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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