//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"USA"
~person:"Benbunan-Fich, Raquel"
~person:"Bollerslev, Tim"
~subject:"Exchange rate"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Glossary included"
~type_genre:"Government document"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Die Informationseffizienz der...
Similar by subject
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
USA
Exchange rate
Estimation
29
Schätzung
29
Volatility
25
Volatilität
25
Capital income
18
Kapitaleinkommen
18
Theorie
15
Theory
15
United States
14
Börsenkurs
11
Share price
11
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Risikoprämie
9
Risk premium
9
High-frequency data
8
Deutsche Mark
7
Wechselkurs
7
US dollar
6
US-Dollar
6
Deutschland
5
Estimation theory
5
Germany
5
Schätztheorie
5
Stochastic process
5
Stochastischer Prozess
5
CAPM
4
Japan
4
Jumps
4
Market microstructure
4
Marktmikrostruktur
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risiko
4
Risk
4
Statistical distribution
4
more ...
less ...
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Case study
Glossary included
Government document
Aufsatz in Zeitschrift
15
Working Paper
15
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Aufsatz im Buch
1
Book section
1
Fallstudie
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
15
Author
All
Benbunan-Fich, Raquel
Bollerslev, Tim
Bahmani-Oskooee, Mohsen
87
Gupta, Rangan
74
Gil-Alaña, Luis A.
37
Caporale, Guglielmo Maria
35
Wohar, Mark E.
35
Hsing, Yu
33
MacDonald, Ronald
27
Tiwari, Aviral Kumar
26
Sarno, Lucio
24
Apergēs, Nikolaos
23
Belke, Ansgar
23
Pierdzioch, Christian
22
Hegerty, Scott W.
20
Mignon, Valérie
20
Balcilar, Mehmet
19
Cheung, Yin-Wong
19
McKinnon, Ronald I.
19
Schnabl, Gunther
19
Hassan, M. Kabir
18
Serletis, Apostolos
18
Beckmann, Joscha
17
Hammoudeh, Shawkat
17
Moosa, Imad A.
17
Salisu, Afees A.
17
Chinn, Menzie David
16
Payne, James E.
16
Rahman, A. K. M. Matiur
16
Sosvilla-Rivero, Simón
16
Hamori, Shigeyuki
15
Taylor, Mark P.
15
Aftab, Muhammad
14
Grossmann, Axel
14
Heckman, James J.
14
Itō, Takatoshi
14
Kochman, Ladd Michael
14
McMillan, David G.
14
Menkhoff, Lukas
14
Stadtmann, Georg
14
Arize, Augustine Chuck
13
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The journal of finance : the journal of the American Finance Association
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
The American economic review
1
The journal of real estate research
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
2
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
3
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
4
Bid-ask spreads and volatility in the foreign exchange market : an empirical analysis
Bollerslev, Tim
- In:
Journal of international economics
36
(
1994
)
3
,
pp. 355-372
Persistent link: https://www.econbiz.de/10001163559
Saved in:
5
What can we learn from past mistakes? : lessons from data mining the Fannie Mae mortgage portfolio
Mamonov, Stanislav
;
Benbunan-Fich, Raquel
- In:
The journal of real estate research
39
(
2017
)
2
,
pp. 235-262
Persistent link: https://www.econbiz.de/10011755202
Saved in:
6
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
7
Estimation
of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
8
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
9
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
10
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->