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~institution:"Birkbeck College / Department of Economics"
~language:"eng"
~subject:"Game theory"
~subject:"Volatility"
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Game theory
Volatility
Theorie
55
Theory
55
Estimation
16
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Großbritannien
12
United Kingdom
12
Börsenkurs
8
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1973-1997
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Germany
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1988-1993
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Bianchi, Marco
1
Dacco, Roberto
1
Daripa, Arupratan
1
Karanasos, Menelaos
1
Orszag, Jonathan Michael
1
Psaradakis, Zacharias G.
1
Sola, Martin
1
Steeley, James M.
1
Timmermann, Allan
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Birkbeck College / Department of Economics
National Bureau of Economic Research
181
Center for Economic Research <Tilburg>
57
Ekonomiska forskningsinstitutet <Stockholm>
23
European University Institute / Department of Economics
23
Foerder Institute for Economic Research <Tēl-Āvîv>
15
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Australian National University / Faculty of Economics and Commerce
10
Bonn Graduate School of Economics
9
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
9
Edward Elgar Publishing
8
Rodney L. White Center for Financial Research
8
University of Exeter / Department of Economics
8
University of Warwick / Department of Economics
8
Centre for Analytical Finance <Århus>
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Columbia University / Department of Economics
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Universität Mannheim / Institut für Volkswirtschaft und Statistik
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Forschungsinstitut zur Zukunft der Arbeit
6
Instituto Valenciano de Investigaciones Económicas
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Internationaler Währungsfonds / Research Department
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Københavns Universitet / Økonomisk Institut
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Center for the Study of Law and Economics <Saarbrücken>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Deutsche Forschungsgemeinschaft
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Erasmus Research Institute of Management
5
Georgetown University / Economics Department
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Institute of Finance and Accounting <London>
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International Monetary Fund
5
Svenska Handelshögskolan <Helsinki>
5
Centre for Economic Policy Research
4
IGI Global
4
Johns Hopkins University / Department of Economics
4
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
4
Massachusetts Institute of Technology / Department of Economics
4
Max-Planck-Institut zur Erforschung von Wirtschaftssystemen
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
The Wharton Financial Institutions Center
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
Universitetet i Tromsø / Department of Economics
4
University of California Los Angeles
4
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ECONIS (ZBW)
7
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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
The European monetary system : a flexible disciplinary device
Vitale, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000961100
Saved in:
4
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
5
Equilibrium in contracts with competing agencies
Daripa, Arupratan
-
1996
Persistent link: https://www.econbiz.de/10000930370
Saved in:
6
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
7
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
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