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
~accessRights:"free"
~person:"Andersen, Torben"
~subject:"Börsenkurs"
~subject:"Estimation"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Estimation
Volatility
37
Volatilität
37
Theorie
17
Theory
17
Capital income
13
Kapitaleinkommen
13
Time series analysis
10
USA
10
United States
10
Zeitreihenanalyse
10
ARCH model
9
ARCH-Modell
9
Share price
8
Stochastic process
8
Stochastischer Prozess
8
Deutschland
7
Forecasting model
7
Germany
7
Prognoseverfahren
7
Schätzung
7
Impact assessment
6
Wirkungsanalyse
6
Ankündigungseffekt
5
Announcement effect
5
Statistical distribution
5
Statistische Verteilung
5
Aktienmarkt
4
Bond market
4
Devisenmarkt
4
Exchange rate
4
Financial market
4
Finanzmarkt
4
Foreign exchange market
4
Großbritannien
4
Modellierung
4
Option pricing theory
4
Option trading
4
Optionsgeschäft
4
more ...
less ...
Online availability
All
Free
Undetermined
7
Type of publication
All
Book / Working Paper
12
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
13
Author
All
Andersen, Torben
Caporale, Guglielmo Maria
183
Wagner, Joachim
148
McAleer, Michael
91
Schnabel, Claus
88
Fitzenberger, Bernd
84
Gil-Alaña, Luis A.
80
Bauer, Thomas K.
73
Gupta, Rangan
65
Riphahn, Regina T.
59
Kaiser, Ulrich
57
Belke, Ansgar
55
Pierdzioch, Christian
51
Schmidt, Christoph M.
50
Döpke, Jörg
49
Puhani, Patrick A.
49
Zimmermann, Klaus F.
49
Addison, John T.
47
Hautsch, Nikolaus
47
Buch, Claudia M.
46
Schank, Thorsten
46
Pfeiffer, Friedhelm
45
Caliendo, Marco
44
Merz, Joachim
43
Entorf, Horst
42
Czarnitzki, Dirk
41
Frondel, Manuel
41
Bollerslev, Tim
39
Fritsch, Michael
38
Steiner, Viktor
38
Bellmann, Lutz
37
Härdle, Wolfgang
37
Lechner, Michael
37
Spagnolo, Nicola
36
Biewen, Martin
35
Bloom, Nicholas
35
Goerke, Laszlo
34
Vance, Colin
34
Merkl, Christian
32
Wilke, Ralf A.
31
Dreger, Christian
30
more ...
less ...
Institution
All
Université de Montréal / Département de sciences économiques
1
Published in...
All
CFS working paper series
3
CREATES research paper
2
Working paper / National Bureau of Economic Research, Inc.
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Financial Institutions Center
1
Global COE Hi-Stat discussion paper series
1
International finance discussion papers
1
Quantitative economics : QE ; journal of the Econometric Society
1
Working papers / Federal Reserve Bank of Chicago
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2009
Persistent link: https://www.econbiz.de/10003880159
Saved in:
2
Coherent model-free implied
volatility
: a corridor fix for high-frequency VIX
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
-
2011
Persistent link: https://www.econbiz.de/10009385071
Saved in:
3
Correcting the errors : a note on
volatility
forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
4
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10003350620
Saved in:
5
Duration-based
volatility
estimation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003854415
Saved in:
6
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2013
Persistent link: https://www.econbiz.de/10009735127
Saved in:
7
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
8
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
9
Some like it smooth, and some like it rough : untanging continuous and jump components in measuring, modeling, and forecasting asset return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001846702
Saved in:
10
The distribution of stock return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
