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~institution:"Federal Reserve Bank of San Francisco"
~institution:"Nuffield College"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
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3
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Shephard, Neil G.
4
Barndorff-Nielsen, Ole E.
3
Boswijk, Herman Peter
1
Chari, Varadarajan V.
1
Chib, Siddhartha
1
Christiano, Lawrence J.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Terrones, Marco E.
1
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1
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Federal Reserve Bank of San Francisco
Nuffield College
National Bureau of Economic Research
514
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
Institut für Schweizerisches Bankwesen <Zürich>
49
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38
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24
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22
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18
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14
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12
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11
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11
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10
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10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
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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
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8
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7
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7
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7
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6
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6
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6
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6
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6
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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:
2
Robustifying forecasts from equilibrium-correction models
Hendry, David F.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002124450
Saved in:
3
Identifying, estimating and testing restricted cointegrated systems : an overview
Boswijk, Herman Peter
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752394
Saved in:
4
How do trade and financial integration affect the relationship between growth and
volatility
Kose, M. Ayhan
(
contributor
);
Prasad, Eswar S.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003156367
Saved in:
5
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
Saved in:
6
Stochastic
volatility
with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
7
Power variation & stochastic
volatility
: a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
8
Power and bipower variation with stochastic
volatility
and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
9
Nonlinearities in international business cycles
Valderrama, Diego
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760768
Saved in:
10
A feasible central limit theory for realised
volatility
under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
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