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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:"Leistungsbeurteilung"
~subject:"Share price"
~subject:"Volatility"
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Leistungsbeurteilung
Share price
Volatility
Theorie
10
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10
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9
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9
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8
United States
8
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1976-1998
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Diebold, Francis X.
2
Ajassa, Giovanni
1
Ambrosetti, Stefano
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Andersen, Torben
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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
200
OECD
8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
7
Chambre de commerce et d'industrie de Paris
6
Federal Reserve System / Division of Research and Statistics
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
University of Canterbury / Dept. of Economics and Finance
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Gottfried Wilhelm Leibniz Universität Hannover
4
University of Chicago / Center for Research in Security Prices
4
Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
3
Federal Reserve Bank of St. Louis
3
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3
William Davidson Institute <Ann Arbor, Mich.>
3
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2
Centre for New and Emerging Markets <London>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Harvard Institute of Economic Research
2
Judge Institute of Management Studies
2
Mediobanca <Mailand>
2
Nationalekonomiska Institutionen <Lund>
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
Svenska Handelshögskolan <Helsinki>
2
University of Exeter / Department of Economics
2
Universität Mannheim
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ECONIS (ZBW)
6
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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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