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Theorie
55
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14
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14
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Piger, Jeremy Max
10
Wen, Yi
10
Guidolin, Massimo
9
Guo, Hui
8
Owyang, Michael T.
7
Kim, Chang-jin
6
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6
Thornton, Daniel L.
6
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5
Dueker, Michael
5
Hernández-Murillo, Rubén
4
Nelson, Edward
4
Savickas, Robert
4
Timmermann, Allan
4
Wall, Howard J.
4
DiCecio, Riccardo
3
Dittmar, Robert F.
3
Gavin, William T.
3
Sarno, Lucio
3
Aguiar-Conraria, Luís
2
Andrés, Javier
2
Bandyopadhyay, Subhayu
2
Barseghyan, Levon
2
Chiodo, Abbigail J.
2
Francis, Neville
2
Friedberg, Leora
2
Garrett, Thomas Andrew
2
Gylfi Zoega
2
López-Salido, José David
2
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2
Nelson, Charles R.
2
Pakko, Michael Robert
2
Smith, Bruce D.
2
Startz, Richard
2
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2
Theodorou, Athena T.
2
Anderson, Richard G.
1
Assenmacher-Wesche, Katrin
1
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1
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Federal Reserve Bank of St. Louis
National Bureau of Economic Research
9,468
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479
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422
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352
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349
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333
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324
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323
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301
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295
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266
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262
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219
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212
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211
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152
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151
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132
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129
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118
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116
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109
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92
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89
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88
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85
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84
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82
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81
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80
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
80
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
79
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Working paper
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Review / Federal Reserve Bank of St. Louis
5
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ECONIS (ZBW)
97
RePEc
1
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1
Implied
volatility
from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
2
Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965274
Saved in:
3
Is value premium a proxy for time-varying investment opportunities : some time series evidence
Guo, Hui
(
contributor
)
-
2005
to be robust using both the realized
volatility
model and the GARCH model, confirm that the value premium cannot be …
Persistent link: https://www.econbiz.de/10002995301
Saved in:
4
Forecasting foreign exchange
volatility
: is implied
volatility
the best we can do?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
Saved in:
5
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
6
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
Saved in:
7
Monetary policy in a Markov-switching VECM : implications for the cost of disinflation and the price puzzle
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001978121
Saved in:
8
Markov regime switching and unit root tests
Nelson, Charles R.
(
contributor
);
Zivot, Eric
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965291
Saved in:
9
Understanding the large negative impact of oil shocks
Aguiar-Conraria, Luís
(
contributor
);
Wen, Yi
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003342498
Saved in:
10
Idiosyncratic
volatility
, stock market
volatility
, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
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