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institution:"The Wharton Financial Institutions Center"
~subject:"Leistungsbeurteilung"
~subject:"Time series analysis"
~subject:"Volatility"
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Leistungsbeurteilung
Time series analysis
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8
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Diebold, Francis X.
2
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The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Rodney L. White Center for Financial Research
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Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Lund>
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Svenska Handelshögskolan <Helsinki>
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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Conference on Realized Volatility <2006, Montréal>
1
Det Økonomiske råd
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International Center for Financial Asset Management and Engineering
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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
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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
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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