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~institution:"Birkbeck College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Adjustment costs"
~subject:"Estimation"
~subject:"Volatilität"
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Adjustment costs
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31
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Diebold, Francis X.
5
Brandt, Michael W.
4
Gylfi Zoega
4
Coakley, Jerry
3
Fuertes, Ana María
3
Orszag, Jonathan Michael
3
Sola, Martin
3
Timmermann, Allan
3
Wall, Howard J.
3
Alizadeh, Sassan
2
Bollerslev, Tim
2
Kadlec, Gregory B.
2
Karanassou, Marika
2
Snower, Dennis J.
2
Thorvaldur Gylfason
2
Tryggvi Þor Herbertsson
2
Abel, Andrew B.
1
Andersen, Torben
1
Anderson, Torben G.
1
Bianchi, Marco
1
Christoffersen, Peter F.
1
Dacco, Roberto
1
Georgellis, Yannis
1
Henry, S. G. B.
1
Kang, Qiang
1
Karanasos, Menelaos
1
Knight, John L.
1
Labys, Paul
1
Pesaran, M. Hashem
1
Phelps, Edmund S.
1
Psaradakis, Zacharias G.
1
Pástor, Ľuboš
1
Ravn, Morten O.
1
Santa-Clara, Pedro
1
Satchell, Stephen
1
Stambaugh, Robert F.
1
Steeley, James M.
1
Tran, Kien C.
1
Vitale, Giovanni
1
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Birkbeck College / Department of Economics
Rodney L. White Center for Financial Research
National Bureau of Economic Research
666
Ekonomiska forskningsinstitutet <Stockholm>
47
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
37
Forschungsinstitut zur Zukunft der Arbeit
32
Springer Fachmedien Wiesbaden
28
Internationaler Währungsfonds / Research Department
26
Federal Reserve System / Board of Governors
14
Institut für Weltwirtschaft
14
Centre for Analytical Finance <Århus>
12
European University Institute / Department of Economics
12
Federal Reserve System / Division of Research and Statistics
11
University of Oxford / Institute of Economics and Statistics
11
Universität Mannheim
11
Verlag Dr. Kovač
11
Institut für Höhere Studien
10
International Monetary Fund
10
Umeå universitet
10
Centre for Economic Policy Research
9
Friedrich-Schiller-Universität Jena
9
University of Exeter / Department of Economics
9
Centre for Economic Performance
8
Christian-Albrechts-Universität zu Kiel
8
Goethe-Universität Frankfurt am Main
8
Trinity College Dublin / Department of Economics
8
University of Reading / Department of Economics
8
World Bank
8
Eric Cuvillier <Firma>
7
Federal Reserve Bank of San Francisco
7
The Wharton Financial Institutions Center
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Center for Economic Research <Tilburg>
6
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Institute of Finance and Accounting <London>
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
University of Dundee / Department of Economic Studies
6
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Discussion papers in economics
16
Working papers / Rodney L. White Center for Financial Research
9
Discussion paper in financial economics : FE
6
Source
All
ECONIS (ZBW)
31
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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
A mixed blessing : natural resources and economic growth
Thorvaldur Gylfason
;
Tryggvi Þor Herbertsson
;
Gylfi Zoega
-
1997
Persistent link: https://www.econbiz.de/10000961096
Saved in:
4
The European monetary system : a flexible disciplinary device
Vitale, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000961100
Saved in:
5
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
6
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
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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