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institution:"The Wharton Financial Institutions Center"
~institution:"Harvard Institute of Economic Research"
~institution:"Institute of Finance and Accounting <London>"
~subject:"Leistungsbeurteilung"
~subject:"United States"
~subject:"Volatility"
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Leistungsbeurteilung
United States
Volatility
Theorie
16
Theory
16
Capital income
15
Kapitaleinkommen
15
USA
6
Volatilität
6
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Managers
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Agency theory
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Hedging
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Ownership structure
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Portfolio selection
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Portfolio-Management
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Prinzipal-Agent-Theorie
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1965-2000
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1985-2000
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Aktienmarkt
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Arbeitsmobilität
1
Autocorrelation
1
Autokorrelation
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Business cycle
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Börsengang
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Commission payments
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Arbeitspapier
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Graue Literatur
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Non-commercial literature
11
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11
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English
11
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Diebold, Francis X.
3
Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Campbell, John Y.
1
Chalmers, John M. R.
1
Christoffersen, Peter F.
1
Edelen, Roger M.
1
Gabaix, Xavier
1
Giacometti, Rosella
1
Gomes, Francisco J.
1
Gorton, Gary
1
Johnson, Timothy C.
1
Kadlec, Gregory B.
1
Kahl, Matthias
1
Laibson, David I.
1
Li, Canlin
1
Taksler, Glen B.
1
Zenios, Stauros Andrea
1
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The Wharton Financial Institutions Center
Harvard Institute of Economic Research
Institute of Finance and Accounting <London>
National Bureau of Economic Research
169
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
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Erasmus Research Institute of Management
5
World Bank
5
Federal Reserve Bank of New York
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
Chambre de commerce et d'industrie de Paris
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
Universität Mannheim
3
Bertelsmann Stiftung
2
Bureau of Economic and Business Research <Champaign, Ill.>
2
Centre for Economic Policy Research
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve System / Division of Research and Statistics
2
Johns Hopkins University / Department of Economics
2
Kanada / Statistics Canada
2
Karlsruher Institut für Technologie
2
Leonard N. Stern School of Business
2
Peter Lang GmbH
2
Rutgers University / Department of Economics
2
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Working papers / Financial Institutions Center
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Discussion paper series / Harvard Institute of Economic Research
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IFA working paper
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ECONIS (ZBW)
11
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1
Exploiting short-run predictability
Gomes, Francisco J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996442
Saved in:
2
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:
3
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:
4
Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923
Saved in:
5
Equity volatility and corporate bond yields
Campbell, John Y.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001822330
Saved in:
6
The 6D bias and the equity premium puzzle
Gabaix, Xavier
(
contributor
);
Laibson, David I.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001822381
Saved in:
7
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:
8
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:
9
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
10
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
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