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~institution:"Birkbeck College / Department of Economics"
~institution:"Instituto Valenciano de Investigaciones Económicas"
~subject:"Adjustment costs"
~subject:"Volatilität"
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Adjustment costs
Volatilität
Theorie
126
Theory
126
Estimation
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17
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13
United Kingdom
13
Volatility
9
Börsenkurs
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Estimation theory
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Karanassou, Marika
2
León Valle, Ángel Manuel
2
Snower, Dennis J.
2
Benito, Francisca
1
Bianchi, Marco
1
Bonilla Musoles, María
1
Dacco, Roberto
1
Henry, S. G. B.
1
Karanasos, Menelaos
1
Marco, Paulina
1
Nave Pineda, Juan M.
1
Olmeda, Ignacio
1
Orszag, Jonathan Michael
1
Psaradakis, Zacharias G.
1
Rubio, Gonzalo
1
Serna, Gregorio
1
Sola, Martin
1
Steeley, James M.
1
Timmermann, Allan
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Birkbeck College / Department of Economics
Instituto Valenciano de Investigaciones Económicas
National Bureau of Economic Research
207
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Rodney L. White Center for Financial Research
8
Centre for Analytical Finance <Århus>
7
Internationaler Währungsfonds / Research Department
6
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve System / Division of Research and Statistics
4
The Wharton Financial Institutions Center
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
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Umeå Universitet / Institutionen för Nationalekonomi
3
World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
European University Institute / Department of Law
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of Richmond
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Discussion papers in economics
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
11
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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
Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
Saved in:
4
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
Saved in:
5
Redes neuronales artificiales: predicción de la volatilidad del tipo de cambio de la peseta
Bonilla Musoles, María
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001659639
Saved in:
6
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
Saved in:
7
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
8
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
9
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
10
Unemployment persistence and responsiveness : the chain reaction theory
Karanassou, Marika
;
Snower, Dennis J.
-
1998
Persistent link: https://www.econbiz.de/10001376879
Saved in:
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