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~institution:"Birkbeck College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Adjustment costs"
~subject:"United States"
~subject:"Volatilität"
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Adjustment costs
United States
Volatilität
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16
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16
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Diebold, Francis X.
6
Brandt, Michael W.
5
Alizadeh, Sassan
2
Bollerslev, Tim
2
Kadlec, Gregory B.
2
Karanassou, Marika
2
Orszag, Jonathan Michael
2
Pástor, Ľuboš
2
Snower, Dennis J.
2
Sola, Martin
2
Stambaugh, Robert F.
2
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2
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1
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1
Anderson, Torben G.
1
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1
Blake, David
1
Christoffersen, Peter F.
1
Dacco, Roberto
1
Freris, Andrew F.
1
Gylfi Zoega
1
Henry, S. G. B.
1
Kang, Qiang
1
Karanasos, Menelaos
1
Labys, Paul
1
Li, Canlin
1
Pesaran, M. Hashem
1
Phelps, Edmund S.
1
Psaradakis, Zacharias G.
1
Ravn, Morten O.
1
Santa-Clara, Pedro
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
343
IGI Global
106
European University Institute / Department of Economics
26
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Federal Reserve Bank of St. Louis
20
World Bank
20
Edward Elgar Publishing
16
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16
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16
Forschungsinstitut zur Zukunft der Arbeit
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14
Ekonomiska forskningsinstitutet <Stockholm>
14
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14
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Internationaler Währungsfonds / Research Department
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Robert Schuman Centre for Advanced Studies
13
American Enterprise Institute for Public Policy Research
12
Association of University Programs in Health Administration
12
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12
Federal Reserve Bank of Richmond
12
The Wharton Financial Institutions Center
12
American Management Association
11
Erasmus Research Institute of Management
11
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10
Springer Fachmedien Wiesbaden
10
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9
Frank J. Fabozzi Associates <New Hope, Pa.>
9
National Tax Association
9
University of Exeter / Department of Economics
9
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9
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8
Econometrisch Instituut <Rotterdam>
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12
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6
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ECONIS (ZBW)
23
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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
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
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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