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~institution:"Federal Reserve Bank of San Francisco"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Volatility"
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Volatility
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Federal Reserve Bank of San Francisco
Gottfried Wilhelm Leibniz Universität Hannover
National Bureau of Economic Research
180
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
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2
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
Saved in:
3
Expectation traps and discretion
Chari, Varadarajan V.
;
Christiano, Lawrence J.
; …
-
1996
Persistent link: https://www.econbiz.de/10000939627
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4
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
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5
Essays on long memory time series
Leschinski, Christian Hendrik
-
2016
Persistent link: https://www.econbiz.de/10011559565
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