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~institution:"Birkbeck College / Department of Economics"
~institution:"The Wharton Financial Institutions Center"
~subject:"United States"
~subject:"Volatilität"
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Volatilität
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Diebold, Francis X.
4
Andersen, Torben
2
Bollerslev, Tim
2
Orszag, Jonathan Michael
2
Sola, Martin
2
Timmermann, Allan
2
Anderson, Torben G.
1
Babbel, David F.
1
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1
Bianchi, Marco
1
Blake, David
1
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1
Dacco, Roberto
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
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1
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1
Gylfi Zoega
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
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1
Madan, Dilip B.
1
Morgan, Donald P.
1
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1
Phelps, Edmund S.
1
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1
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1
Rime, Bertrand
1
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1
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1
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1
Unal, Haluk
1
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1
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Birkbeck College / Department of Economics
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National Bureau of Economic Research
316
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107
European University Institute / Department of Economics
26
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
World Bank
20
Edward Elgar Publishing
19
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18
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16
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14
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11
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11
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Springer Fachmedien Wiesbaden
10
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9
National Tax Association
9
University of Exeter / Department of Economics
9
Zentrum für Europäische Wirtschaftsforschung
9
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8
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8
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Discussion paper in financial economics : FE
5
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ECONIS (ZBW)
22
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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 dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
4
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
Saved in:
5
The demand for homeowners insurance with bundled catastrophe coverage
Grace, Martin Francis
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657096
Saved in:
6
Bank integration and business volatility
Morgan, Donald P.
(
contributor
);
Rime, Bertrand
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657112
Saved in:
7
Extracting probabilistic information from the prices of interest rate options : tests of distributional assumptions
Dutta, Kabir K.
(
contributor
);
Babbel, David F.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685962
Saved in:
8
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
9
Bank panics and the endogeneity of central banking
Gorton, Gary
(
contributor
);
Huang, Lixin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685969
Saved in:
10
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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