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~institution:"Birkbeck College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Adjustment costs"
~subject:"Forecast"
~subject:"Volatilität"
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Adjustment costs
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Diebold, Francis X.
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Brandt, Michael W.
4
Abel, Andrew B.
3
Alizadeh, Sassan
2
Bollerslev, Tim
2
Kadlec, Gregory B.
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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
232
European University Institute / Department of Economics
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
8
International Monetary Fund
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Instituto Valenciano de Investigaciones Económicas
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Svenska Handelshögskolan <Helsinki>
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The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Danmarks Nationalbank
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Erasmus Research Institute of Management
4
Springer Fachmedien Wiesbaden
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3
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Working papers / Rodney L. White Center for Financial Research
11
Discussion papers in economics
4
Discussion paper in financial economics : FE
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ECONIS (ZBW)
18
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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
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003229524
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
Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?
Abel, Andrew B.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000819
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
Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?
Abel, Andrew B.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004090
Saved in:
9
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:
10
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
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