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~institution:"Birkbeck College / Department of Economics"
~institution:"Bonn Graduate School of Economics"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"International Monetary Fund"
~institution:"Kansantaloustieteen Laitos <Tampere>"
~institution:"University of British Columbia / Finance Division"
~subject:"Aggregation"
~subject:"Announcement effect"
~subject:"Volatility"
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Aggregation
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Järvinen, Jari
3
Brooks, Chris
2
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1
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1
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Hildenbrand, Werner
1
Kneip, Alois
1
Lazarov, Zdravetz
1
Li, Kai
1
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Birkbeck College / Department of Economics
Bonn Graduate School of Economics
Centre for Quantitative Economics & Computing
International Monetary Fund
Kansantaloustieteen Laitos <Tampere>
University of British Columbia / Finance Division
National Bureau of Economic Research
104
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
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5
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4
Chambre de commerce et d'industrie de Paris
3
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3
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3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
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Centre for Analytical Finance <Århus>
2
Department of Economics, University of Hawaii-Manoa
2
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2
European University Institute / Department of Economics
2
FAO
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Division of Research and Statistics
2
Georgetown University / Economics Department
2
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2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
Suntory-Toyota International Centre for Economics and Related Disciplines
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World Bank
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Center for Economic Research <Tilburg>
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Bonn Econ Discussion Papers / BGSE
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Tampere economic working papers
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Discussion papers in quantitative economics and computing / E
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Finance working papers
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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Why do prices rise after open market repurchase announcements? : A conditional event study
Li, Kai
(
contributor
);
McNally, William J.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001598531
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2
Aggregate behavior and microdata
Hildenbrand, Werner
(
contributor
);
Kneip, Alois
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984652
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3
The representative agent hypothesis : an empirical test
Chakrabarty, Manisha
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001828691
Saved in:
4
Modeling and forecasting DAX index volatility
Lazarov, Zdravetz
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040246
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5
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
-
2000
Persistent link: https://www.econbiz.de/10001487318
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6
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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7
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
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8
Industry portfolios and macroeconomic shocks : an impulse response and variance decomposition analysis
Järvinen, Jari
-
1998
Persistent link: https://www.econbiz.de/10000998687
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9
Industry portfolios and macroeconomic news
Järvinen, Jari
-
1997
Persistent link: https://www.econbiz.de/10000970269
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10
Industry portfolios, news and business conditions : evidence from the Finnish stock market
Järvinen, Jari
-
1997
Persistent link: https://www.econbiz.de/10000970274
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