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~institution:"Brown University / Department of Economics"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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Schätzung
Stochastischer Prozess
Theorie
Aktienmarkt
17
Stock market
17
USA
15
United States
15
Volatility
12
Volatilität
12
Capital income
8
Kapitaleinkommen
8
Börsenkurs
7
Share price
7
Theory
6
Handelsvolumen der Börse
4
Trading volume
4
ARCH model
3
ARCH-Modell
3
Emerging economies
3
Forecasting model
3
Prognoseverfahren
3
Schwellenländer
3
Welt
3
World
3
Ankündigungseffekt
2
Anlageverhalten
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Announcement effect
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Anti-inflation policy
2
Asymmetric information
2
Asymmetrische Information
2
Behavioural finance
2
Branche
2
Cash Flow
2
Cash flow
2
Dual listing
2
Economic sector
2
Firm value
2
Gewinn
2
Inflationsbekämpfung
2
International
2
Japan
2
Profit
2
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7
Graue Literatur
7
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7
Working Paper
7
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English
7
Author
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Hansen, Peter Reinhard
2
Lunde, Asger
2
Bartram, Söhnke M.
1
Citanna, Alessandro
1
Collin-Dufresne, Pierre
1
Goldstein, Robert S.
1
Karolyi, G. Andrew
1
Minton, Bernadette A.
1
Nason, James Michael
1
Polemarchakis, Heraklis M.
1
Schrand, Catherine
1
Shin, Hyun-Han
1
Stulz, René M.
1
Tirelli, Mario
1
Walther, Beverly R.
1
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Brown University / Department of Economics
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
National Bureau of Economic Research
326
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Centre for Analytical Finance <Århus>
10
Institut für Weltwirtschaft
9
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Chambre de commerce et d'industrie de Paris
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Institute of Finance and Accounting <London>
6
Svenska Handelshögskolan <Helsinki>
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
University of Canterbury / Dept. of Economics and Finance
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Instituto Valenciano de Investigaciones Económicas
5
International Monetary Fund
5
The Wharton Financial Institutions Center
5
Verlag Dr. Kovač
5
Centre for Economic Policy Research
4
Centre for Growth and Business Cycle Research <Manchester>
4
Federal Reserve Bank of St. Louis
4
Federal Reserve System / Division of Research and Statistics
4
International Center for Financial Asset Management and Engineering
4
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden
4
World Bank
4
Center for Economic Research <Tilburg>
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
3
Federal Reserve Bank of New York
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institute of European Finance <Bangor, Gwynedd>
3
Kansantaloustieteen Laitos <Tampere>
3
Nuffield College
3
Shaker Verlag
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
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Fisher College of Business working paper series
4
Working papers / Brown University, Department of Economics
3
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ECONIS (ZBW)
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The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786264
Saved in:
2
Choosing the best
volatility
models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Saved in:
3
The taxation of trades in assets
Citanna, Alessandro
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001589507
Saved in:
4
Improving cash flow forecasts for valuation : the role of cash flow
volatility
and firm characeristics
Minton, Bernadette A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528539
Saved in:
5
Shareholder wealth and firm risk
Shin, Hyun-Han
(
contributor
);
Stulz, René M.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001540040
Saved in:
6
"True" stochastic
volatility
and a generalized class of affine models
Collin-Dufresne, Pierre
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522553
Saved in:
7
Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of
volatility
models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752573
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