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~institution:"Birkbeck College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~person:"Andersen, Torben"
~subject:"Adjustment costs"
~subject:"Volatilität"
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Adjustment costs
Volatilität
Measurement
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Andersen, Torben
Diebold, Francis X.
5
Brandt, Michael W.
4
Alizadeh, Sassan
2
Bollerslev, Tim
2
Kadlec, Gregory B.
2
Karanassou, Marika
2
Snower, Dennis J.
2
Abel, Andrew B.
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Anderson, Torben G.
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Bianchi, Marco
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Christoffersen, Peter F.
1
Dacco, Roberto
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Henry, S. G. B.
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Kang, Qiang
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Karanasos, Menelaos
1
Labys, Paul
1
Orszag, Jonathan Michael
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Psaradakis, Zacharias G.
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Santa-Clara, Pedro
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Sola, Martin
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Steeley, James M.
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Timmermann, Allan
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Birkbeck College / Department of Economics
Rodney L. White Center for Financial Research
The Wharton Financial Institutions Center
2
National Bureau of Economic Research
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Université de Montréal / Département de sciences économiques
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
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