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~institution:"Birkbeck College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Adjustment costs"
~subject:"Investment"
~subject:"Volatilität"
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Adjustment costs
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Diebold, Francis X.
5
Brandt, Michael W.
4
Abel, Andrew B.
2
Alizadeh, Sassan
2
Bollerslev, Tim
2
Chakraborty, Archishman
2
Kadlec, Gregory B.
2
Karanassou, Marika
2
Snower, Dennis J.
2
Yılmaz, Bilge
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Andersen, Torben
1
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1
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1
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1
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1
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1
Kang, Qiang
1
Karanasos, Menelaos
1
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1
Orszag, Jonathan Michael
1
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1
Santa-Clara, Pedro
1
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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
348
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Ekonomiska forskningsinstitutet <Stockholm>
11
International Monetary Fund
9
European University Institute / Department of Economics
8
Forschungsinstitut zur Zukunft der Arbeit
8
Internationaler Währungsfonds / Research Department
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
World Bank
8
Centre for Analytical Finance <Århus>
7
Institut für Weltwirtschaft
7
Institute of Finance and Accounting <London>
7
Svenska Handelshögskolan <Helsinki>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Edward Elgar Publishing
5
Federal Reserve Bank of Kansas City / Research Division
5
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
5
Universität des Saarlandes / Fachbereich Wirtschaftswissenschaft
5
European University Institute / Department of Law
4
Instituto Valenciano de Investigaciones Económicas
4
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4
The Wharton Financial Institutions Center
4
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University of Oxford / Institute of Economics and Statistics
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Australian National University / Faculty of Economics and Commerce
3
Bonn Graduate School of Economics
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Carleton University / Department of Economics
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3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Columbia University / Department of Economics
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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
3
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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
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
Asymmetric information and financing with convertibles
Chakraborty, Archishman
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003229556
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/10002001001
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/10002004134
Saved in:
8
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:
9
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:
10
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
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