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~institution:"Birkbeck College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Adjustment costs"
~subject:"Volatilität"
~subject:"Yield curve"
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Adjustment costs
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Diebold, Francis X.
6
Brandt, Michael W.
5
Alizadeh, Sassan
2
Bollerslev, Tim
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Kadlec, Gregory B.
2
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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
306
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Centre for Analytical Finance <Århus>
18
Ekonomiska forskningsinstitutet <Stockholm>
14
European University Institute / Department of Economics
8
University of Exeter / Department of Economics
8
Federal Reserve Bank of San Francisco
7
Institute of Finance and Accounting <London>
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International Monetary Fund
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Internationaler Währungsfonds / Research Department
7
Federal Reserve System / Division of Research and Statistics
6
Springer Fachmedien Wiesbaden
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Svenska Handelshögskolan <Helsinki>
5
The Wharton Financial Institutions Center
5
World Bank
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Erasmus Research Institute of Management
4
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4
Federal Reserve Bank of St. Louis
4
Instituto Valenciano de Investigaciones Económicas
4
Weierstraß-Institut für Angewandte Analysis und Stochastik
4
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3
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3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
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Danmarks Nationalbank
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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
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
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
A consumption-based model of the term structure of interest rates
Wachter, Jessica
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003229591
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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