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~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Chicago / Center for Research in Security Prices"
~source:"econis"
~subject:"United States"
~subject:"Zustandsraummodell"
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United States
Zustandsraummodell
Time series analysis
15
Zeitreihenanalyse
15
Theorie
9
Theory
9
ARCH model
5
ARCH-Modell
5
USA
5
Volatility
3
Volatilität
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Heteroscedasticity
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Heteroskedastizität
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Option pricing theory
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Optionspreistheorie
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Pfund Sterling
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Pound Sterling
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Prognoseverfahren
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Schätzung
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Stochastic process
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Stochastischer Prozess
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1834-1996
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1999-2000
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1
Betafaktor
1
CAPM
1
Capital income
1
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1
Cash flow
1
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1
Devisenoption
1
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5
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5
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5
Working Paper
5
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English
5
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Menzly, Lior
2
Santos, Tano
2
Brunetti, Celso
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
Pástor, Ľuboš
1
Stambaugh, Robert F.
1
Veronesi, Pietro
1
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Centre for Analytical Finance <Århus>
University of Chicago / Center for Research in Security Prices
National Bureau of Economic Research
18
Federal Reserve Bank of St. Louis
9
Econometrisch Instituut <Rotterdam>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Strathclyde / Department of Economics
4
Centre for Growth and Business Cycle Research <Manchester>
3
Organisation for Economic Co-operation and Development
3
European University Institute / Department of Economics
2
European University Institute / Department of Law
2
Federal Reserve Bank of New York
2
Norges Bank / Utredningsavdelingen
2
School of Economics and Finance <Brisbane>
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Trinity College
2
United States International Trade Commission / Office of Industries
2
University of Cambridge / Department of Applied Economics
2
University of Exeter / Department of Economics
2
University of Toronto / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Virginia Polytechnic Institute and State University / Department of Economics
2
Boston College / Department of Economics
1
Bureau of the Census,
1
Business Information Centre <Toronto>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Cobden Club
1
Commission on Money and Credit
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Panel Data and Labour Market Dynamics <3, 1992, Sandbjerg>
1
Council of State Governments
1
Deutschland <Bundesrepublik> / Statistisches Bundesamt
1
Economic and Social Research Council / Environment and Planning Committee
1
Economic and Social Research Institute
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of Chicago
1
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Working paper series / Center for Research in Security Prices
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
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ECONIS (ZBW)
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1
The time series of the cross section of asset price
Menzly, Lior
(
contributor
);
Santos, Tano
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001698033
Saved in:
2
Habit formation and the cross section of stock returns
Menzly, Lior
(
contributor
);
Santos, Tano
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636417
Saved in:
3
The equity premium and structural breaks
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001524833
Saved in:
4
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
5
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
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