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~institution:"Birkbeck College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Adjustment costs"
~subject:"Großbritannien"
~subject:"Volatilität"
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Adjustment costs
Großbritannien
Volatilität
Theorie
100
Theory
100
Estimation
19
Schätzung
19
Capital income
16
Kapitaleinkommen
16
Börsenkurs
14
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13
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1973-1997
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English
24
Author
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Diebold, Francis X.
5
Brandt, Michael W.
4
Karanassou, Marika
3
Snower, Dennis J.
3
Timmermann, Allan
3
Alizadeh, Sassan
2
Bollerslev, Tim
2
Kadlec, Gregory B.
2
Orszag, Jonathan Michael
2
Satchell, Stephen
2
Sola, Martin
2
Wall, Howard J.
2
Abel, Andrew B.
1
Andersen, Torben
1
Anderson, Torben G.
1
Bianchi, Marco
1
Blake, David
1
Christoffersen, Peter F.
1
Dacco, Roberto
1
Georgellis, Yannis
1
Gylfi Zoega
1
Henry, S. G. B.
1
Kang, Qiang
1
Karanasos, Menelaos
1
Knight, John L.
1
Labys, Paul
1
Miles, David
1
Psaradakis, Zacharias G.
1
Santa-Clara, Pedro
1
Steeley, James M.
1
Tran, Kien C.
1
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Institution
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Birkbeck College / Department of Economics
Rodney L. White Center for Financial Research
National Bureau of Economic Research
267
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
British Association for the Advancement of Science / Section Economics
11
Ekonomiska forskningsinstitutet <Stockholm>
10
European University Institute / Department of Economics
10
Forschungsinstitut zur Zukunft der Arbeit
10
University of Oxford / Institute of Economics and Statistics
10
Centre for Economic Policy Research
8
Edward Elgar Publishing
8
Internationaler Währungsfonds / Research Department
8
Centre for Analytical Finance <Århus>
7
Centre for Economic Performance
7
Institute of Economic Affairs
7
Institute of Economic Affairs <London>
6
London School of Economics and Political Science
6
Svenska Handelshögskolan <Helsinki>
6
University of Warwick / Department of Economics
6
Conservative Political Centre
5
Federal Reserve Bank of St. Louis
5
Institute for Fiscal Studies
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
University of Exeter / Department of Economics
5
University of Reading / Department of Economics
5
Centre for Quantitative Economics & Computing
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve System / Division of Research and Statistics
4
Großbritannien / Registrar General Scotland
4
Instituto Valenciano de Investigaciones Económicas
4
Johns Hopkins University / Department of Economics
4
OECD
4
Springer Fachmedien Wiesbaden
4
The Wharton Financial Institutions Center
4
United States / Congress / House / Committee on Education and Labor / Subcommittee on Equal Opportunities
4
Adam Smith Institute
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Bonn Graduate School of Economics
3
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Discussion paper in financial economics : FE
8
Discussion papers in economics
8
Working papers / Rodney L. White Center for Financial Research
8
Source
All
ECONIS (ZBW)
24
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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
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
4
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
10
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
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