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~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"The Wharton Financial Institutions Center"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
Volatility
15
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9
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9
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8
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8
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8
Konjunktur
8
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Sensier, Marianne
6
Diebold, Francis X.
4
Osborn, Denise R.
4
Dijk, Dick van
3
Andersen, Torben
2
Blackburn, Keith
2
Bollerslev, Tim
2
Pelloni, Alessandra
2
Anderson, Torben G.
1
Andreou, Elena
1
Artis, Michael J.
1
Aslanidis, Nektarios
1
Christoffersen, Peter F.
1
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1
Kim, Dong-heon
1
Marcos Pérez, Pedro J.
1
Pesaran, M. Hashem
1
Schuermann, Til
1
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1
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Centre for Growth and Business Cycle Research <Manchester>
The Wharton Financial Institutions Center
National Bureau of Economic Research
518
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
Institut für Schweizerisches Bankwesen <Zürich>
49
European University Institute / Department of Economics
38
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
International Monetary Fund
18
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National Centre of Competence in Research North South <Bern>
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14
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William Davidson Institute <Ann Arbor, Mich.>
11
Swiss National Centre of Competence in Research North South <Bern>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
9
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9
Econometrisch Instituut <Rotterdam>
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Rodney L. White Center for Financial Research
8
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8
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7
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ECONIS (ZBW)
16
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1
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
2
Modeling and forecasting realized
volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
3
Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656767
Saved in:
4
Non-neutrality and uncertainty in a model of growth
Varvarigos, Dimitrios
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002077778
Saved in:
5
Financial asset returns, direction-of-change forecasting, and
volatility
dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
6
Nonlinearity in the Fed's monetary policy rule
Kim, Dong-heon
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703539
Saved in:
7
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703545
Saved in:
8
Growth,
volatility
and learning
Blackburn, Keith
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726220
Saved in:
9
Explaining movements in UK stock prices : how important is the US market?
Aslanidis, Nektarios
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726223
Saved in:
10
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
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