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subject:"USA"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Currency changeover"
~subject:"Volatilität"
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USA
Currency changeover
Volatilität
Theorie
14
Theory
14
Estimation
10
Schätzung
10
Statistical test
8
Statistischer Test
8
Volatility
4
Einheitswurzeltest
3
Time series analysis
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Unit root test
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United States
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Zeitreihenanalyse
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ARCH model
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ARCH-Modell
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Cointegration
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Estimation theory
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Exchange rate
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Großbritannien
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Martingale
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Option pricing theory
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Optionspreistheorie
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Pfund Sterling
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Pound Sterling
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Preistheorie
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Price theory
2
Schätztheorie
2
Securities trading
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US dollar
2
US-Dollar
2
United Kingdom
2
Wechselkurs
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Wertpapierhandel
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Yield curve
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English
6
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Myhre Lildholt, Peter
2
Brunetti, Celso
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Engsted, Tom
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Raahauge, Peter
1
Tanggaard, Carsten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
398
Forschungsinstitut zur Zukunft der Arbeit
67
Federal Reserve Bank of St. Louis
26
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Federal Reserve Bank of San Francisco
18
Institut für Weltwirtschaft
15
Federal Reserve Bank of Cleveland
13
Federal Reserve Bank of New York
13
Johns Hopkins University / Department of Economics
13
Springer Fachmedien Wiesbaden
13
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
12
Europäische Kommission
10
Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
9
Federal Reserve Bank of Chicago
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve Bank of Richmond
8
Federal Reserve System / Division of Research and Statistics
8
Goethe-Universität Frankfurt am Main
8
Institute of Finance and Accounting <London>
8
International Monetary Fund
8
The Wharton Financial Institutions Center
8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
Brookings Institution
7
European University Institute / Department of Economics
7
Internationaler Währungsfonds / Research Department
7
Massachusetts Institute of Technology / Department of Economics
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Verlag Dr. Kovač
7
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Federal Reserve System / Board of Governors
6
Frank J. Fabozzi Associates <New Hope, Pa.>
6
Institute for International Economics <Washington, DC>
6
Nomos Verlagsgesellschaft
6
University of Canterbury / Dept. of Economics and Finance
6
University of Hong Kong / School of Economics and Finance
6
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
6
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Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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2
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
3
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
4
Estimation
of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
6
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
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