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~institution:"Birkbeck College / Department of Economics"
~subject:"Adjustment costs"
~subject:"Volatilität"
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Adjustment costs
Volatilität
Theorie
55
Theory
55
Estimation
16
Schätzung
16
Großbritannien
12
United Kingdom
12
Börsenkurs
8
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1973-1997
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Germany
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Kaufkraftparität
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1988-1993
2
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Karanassou, Marika
2
Snower, Dennis J.
2
Bianchi, Marco
1
Dacco, Roberto
1
Henry, S. G. B.
1
Karanasos, Menelaos
1
Orszag, Jonathan Michael
1
Psaradakis, Zacharias G.
1
Sola, Martin
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Birkbeck College / Department of Economics
National Bureau of Economic Research
206
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Rodney L. White Center for Financial Research
8
Centre for Analytical Finance <Århus>
7
Internationaler Währungsfonds / Research Department
6
Institute of Finance and Accounting <London>
5
Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve System / Division of Research and Statistics
4
Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Columbia University / Department of Economics
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Danmarks Nationalbank
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Federal Reserve Bank of Kansas City / Research Division
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Federal Reserve Bank of San Francisco
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Federal Reserve Bank of St. Louis
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Johns Hopkins University / Department of Economics
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Umeå Universitet / Institutionen för Nationalekonomi
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World Bank
3
Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
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2
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Forschungsinstitut zur Zukunft der Arbeit
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Discussion papers in economics
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ECONIS (ZBW)
7
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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
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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
Unemployment persistence and responsiveness : the chain reaction theory
Karanassou, Marika
;
Snower, Dennis J.
-
1998
Persistent link: https://www.econbiz.de/10001376879
Saved in:
4
Adjustment dynamics and the natural rate : an account of UK unemployment
Henry, S. G. B.
;
Karanassou, Marika
;
Snower, Dennis J.
-
1998
Persistent link: https://www.econbiz.de/10001376882
Saved in:
5
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
6
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:
7
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
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