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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:"Leistungsbeurteilung"
~subject:"United States"
~subject:"Volatility"
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Leistungsbeurteilung
United States
Volatility
Capital income
15
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10
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10
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7
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5
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Diebold, Francis X.
3
Crouhy, Michel
2
Ajassa, Giovanni
1
Ambrosetti, Stefano
1
Andersen, Torben
1
Anderson, Torben G.
1
Bensoussan, Alain
1
Bertocchi, Marida
1
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1
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1
Kahl, Matthias
1
Li, Canlin
1
Longin, François M.
1
Rockinger, Michael
1
Solnik, Bruno
1
Zenios, Stauros Andrea
1
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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
170
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
17
Rodney L. White Center for Financial Research
15
Federal Reserve Bank of St. Louis
12
Forschungsinstitut zur Zukunft der Arbeit
8
OECD
8
University of Chicago / Center for Research in Security Prices
8
IGI Global
7
Erasmus Research Institute of Management
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World Bank
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4
Gottfried Wilhelm Leibniz Universität Hannover
4
Harvard Graduate School of Business Administration
4
USA / Government Accountability Office
4
University of Canterbury / Dept. of Economics and Finance
4
W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
4
Center for Economic Research <Tilburg>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
FinanzBuch Verlag
3
INSEAD-Wharton Alliance Center for Global Research & Development
3
Judge Institute of Management Studies
3
Massachusetts Institute of Technology / Department of Economics
3
USA / General Accounting Office
3
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3
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2
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2
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Kanada / Statistics Canada
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Working papers / Financial Institutions Center
7
Les cahiers de recherche / HEC Paris
3
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ECONIS (ZBW)
11
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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
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
Saved in:
3
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:
4
On the perils of security pricing by financial intermediaries : the case of open-end mutual funds
Chalmers, John M. R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001512298
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
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
Saved in:
8
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:
9
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
10
Stochastic equity volatility related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
Saved in:
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