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~institution:"Brown University / Department of Economics"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Prognoseverfahren
Volatilität
Theorie
61
Theory
61
Allgemeines Gleichgewicht
8
General equilibrium
8
Asymmetric information
6
Asymmetrische Information
6
Incomplete market
6
Neue politische Ökonomie
6
Public choice
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Unvollkommener Markt
6
Core
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Public goods
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Öffentliche Güter
5
Bargaining theory
4
Equilibrium model
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Experiment
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Geldpolitik
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Gleichgewichtsmodell
4
Monetary policy
4
Statistical test
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Statistischer Test
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USA
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United States
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Verhandlungstheorie
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Aktienmarkt
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Anreiz
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Economic growth
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Financial market
3
Finanzmarkt
3
Incentives
3
Incomplete information
3
Nash equilibrium
3
Nash-Gleichgewicht
3
Stock market
3
Unvollkommene Information
3
Wirtschaftswachstum
3
Allocation
2
Allokation
2
Bayes-Statistik
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Bayesian inference
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Arbeitspapier
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Graue Literatur
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Working Paper
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English
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Hansen, Peter Reinhard
3
Lunde, Asger
2
Nason, James Michael
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Brown University / Department of Economics
National Bureau of Economic Research
294
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
13
European University Institute / Department of Economics
13
Birkbeck College / Department of Economics
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Centre for Analytical Finance <Århus>
9
European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
8
International Monetary Fund
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Internationaler Währungsfonds / Research Department
8
Rodney L. White Center for Financial Research
8
Springer Fachmedien Wiesbaden
7
Christian-Albrechts-Universität zu Kiel
6
Svenska Handelshögskolan <Helsinki>
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Zakład Teorii Prognoz <Krakau>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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Federal Reserve Bank of New York
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Federal Reserve Bank of San Francisco
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Gottfried Wilhelm Leibniz Universität Hannover
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Institute of Finance and Accounting <London>
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Rutgers University / Department of Economics
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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The Wharton Financial Institutions Center
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University of Strathclyde / Department of Economics
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Centre for Economic Policy Research
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Centre for International Research on Economic Tendency Surveys
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Centre for Quantitative Economics & Computing
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Federal Reserve Bank of St. Louis
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Forschungsinstitut zur Zukunft der Arbeit
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Instituto Valenciano de Investigaciones Económicas
4
Robert Schuman Centre for Advanced Studies
4
School of Economics and Finance <Brisbane>
4
University of Cambridge / Department of Applied Economics
4
Verlag Dr. Kovač
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve System / Board of Governors
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An unbiased and powerful test for superior predictive ability
Hansen, Peter Reinhard
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576446
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2
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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3
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
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