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institution:"The Wharton Financial Institutions Center"
~institution:"Banca nazionale del lavoro / Ufficio scenari economici"
~institution:"Federal Reserve Bank of New York"
~subject:"1996-1997"
~subject:"Leistungsbeurteilung"
~subject:"Volatility"
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1996-1997
Leistungsbeurteilung
Volatility
Theorie
10
Theory
10
Capital income
9
Kapitaleinkommen
9
USA
8
United States
8
Volatilität
5
Führungskräfte
4
Managers
4
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Prognose
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Exchange rate
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Zinsstruktur
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1976-1998
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1979-1995
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1985-2000
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ARCH model
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ARCH-Modell
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Agency theory
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Aktienmarkt
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Ankündigungseffekt
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Announcement effect
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Arbeitsmarkt
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Arbeitsnachfrage
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6
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Working Paper
5
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English
6
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Diebold, Francis X.
2
Ajassa, Giovanni
1
Ambrosetti, Stefano
1
Andersen, Torben
1
Anderson, Torben G.
1
Bollerslev, Tim
1
Christoffersen, Peter F.
1
Clayton, Matthew J.
1
DeVito, Giovanni Nicola
1
Gorton, Gary
1
Hartzell, Jay C.
1
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1
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The Wharton Financial Institutions Center
Banca nazionale del lavoro / Ufficio scenari economici
Federal Reserve Bank of New York
National Bureau of Economic Research
78
University of Canterbury / Dept. of Economics and Finance
4
Chambre de commerce et d'industrie de Paris
3
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 San Francisco
1
Federal Reserve System / Division of Research and Statistics
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Harvard Institute of Economic Research
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Karlsruher Institut für Technologie
1
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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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Working papers / Financial Institutions Center
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1
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ECONIS (ZBW)
6
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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
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:
3
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
4
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:
5
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:
6
The impact of CEO turnover on equity volatility
Clayton, Matthew J.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752006
Saved in:
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