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~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Adjustment costs"
~subject:"Volatilität"
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Adjustment costs
Volatilität
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Diebold, Francis X.
5
Brandt, Michael W.
4
Alizadeh, Sassan
2
Blackburn, Keith
2
Bollerslev, Tim
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Kadlec, Gregory B.
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1
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Birkbeck College / Department of Economics
Centre for Growth and Business Cycle Research <Manchester>
Rodney L. White Center for Financial Research
National Bureau of Economic Research
207
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
7
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Institute of Finance and Accounting <London>
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International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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4
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Instituto Valenciano de Investigaciones Económicas
4
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4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Columbia University / Department of Economics
3
Danmarks Nationalbank
3
Federal Reserve Bank of Kansas City / Research Division
3
Federal Reserve Bank of San Francisco
3
Federal Reserve Bank of St. Louis
3
Johns Hopkins University / Department of Economics
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Umeå Universitet / Institutionen för Nationalekonomi
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2
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Working papers / Rodney L. White Center for Financial Research
8
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4
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ECONIS (ZBW)
17
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1
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
2
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
3
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
4
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
5
Growth, volatility and learning
Blackburn, Keith
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726220
Saved in:
6
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
7
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
8
On the invariance of the rate of return to convex adjustment costs
Abel, Andrew B.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011275
Saved in:
9
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
10
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
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