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~institution:"Bonn Graduate School of Economics"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"European University Institute / Department of Economics"
~institution:"Kansantaloustieteen Laitos <Tampere>"
~subject:"Announcement effect"
~subject:"Volatility"
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Announcement effect
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Järvinen, Jari
3
Brooks, Chris
2
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Bonn Graduate School of Economics
Centre for Quantitative Economics & Computing
European University Institute / Department of Economics
Kansantaloustieteen Laitos <Tampere>
National Bureau of Economic Research
94
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
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3
Gottfried Wilhelm Leibniz Universität Hannover
3
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Institute of European Finance <Bangor, Gwynedd>
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsches Institut für Wirtschaftsforschung
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Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée
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Tampere economic working papers
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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A mixture multiplicative error model for realized volatility
Lanne, Markku
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contributor
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2006
Persistent link: https://www.econbiz.de/10003280702
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2
Modeling and forecasting DAX index volatility
Lazarov, Zdravetz
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040246
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3
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
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4
Industry portfolios and macroeconomic shocks : an impulse response and variance decomposition analysis
Järvinen, Jari
-
1998
Persistent link: https://www.econbiz.de/10000998687
Saved in:
5
Industry portfolios and macroeconomic news
Järvinen, Jari
-
1997
Persistent link: https://www.econbiz.de/10000970269
Saved in:
6
Industry portfolios, news and business conditions : evidence from the Finnish stock market
Järvinen, Jari
-
1997
Persistent link: https://www.econbiz.de/10000970274
Saved in:
7
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
Saved in:
8
Why does the stock market fluctuate?
Barsky, Robert B.
;
DeLong, James Bradford
-
1992
Persistent link: https://www.econbiz.de/10013419686
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