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~institution:"Birkbeck College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Adjustment costs"
~subject:"Asymmetrische Information"
~subject:"Volatilität"
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Adjustment costs
Asymmetrische Information
Volatilität
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19
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Diebold, Francis X.
5
Brandt, Michael W.
4
Alizadeh, Sassan
2
Bollerslev, Tim
2
Chakraborty, Archishman
2
Kadlec, Gregory B.
2
Karanassou, Marika
2
Orszag, Jonathan Michael
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Snower, Dennis J.
2
Yılmaz, Bilge
2
Abel, Andrew B.
1
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1
Anderson, Torben G.
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Bianchi, Marco
1
Christoffersen, Peter F.
1
Dacco, Roberto
1
Gylfi Zoega
1
Henry, S. G. B.
1
Kang, Qiang
1
Karanasos, Menelaos
1
Labys, Paul
1
Psaradakis, Zacharias G.
1
Santa-Clara, Pedro
1
Sola, Martin
1
Steeley, James M.
1
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1
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Birkbeck College / Department of Economics
Rodney L. White Center for Financial Research
National Bureau of Economic Research
312
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Ekonomiska forskningsinstitutet <Stockholm>
14
Center for Economic Research <Tilburg>
9
European University Institute / Department of Economics
9
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
9
Brown University / Department of Economics
8
Columbia University / Department of Economics
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Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
8
Bonn Graduate School of Economics
7
Centre for Analytical Finance <Århus>
7
Federal Reserve Bank of Richmond
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Forschungsinstitut zur Zukunft der Arbeit
6
The Wharton Financial Institutions Center
6
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6
Universitetet i Oslo / Økonomisk institutt
6
University of British Columbia / Finance Division
6
University of Exeter / Department of Economics
6
Centre for Economic Policy Research
5
European University Institute / Department of Law
5
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5
Federal Reserve System / Division of Research and Statistics
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
Massachusetts Institute of Technology / Department of Economics
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Centre for Growth and Business Cycle Research <Manchester>
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
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Springer Fachmedien Wiesbaden
4
World Bank
4
Australian National University / Faculty of Economics and Commerce
3
Danmarks Nationalbank
3
Erasmus Research Institute of Management
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3
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Working papers / Rodney L. White Center for Financial Research
10
Discussion papers in economics
6
Discussion paper in financial economics : FE
3
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ECONIS (ZBW)
19
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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
The European monetary system : a flexible disciplinary device
Vitale, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000961100
Saved in:
4
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
5
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
6
Asymmetric information and financing with convertibles
Chakraborty, Archishman
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003229556
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/10002001001
Saved in:
8
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:
9
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:
10
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
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