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~institution:"Massachusetts Institute of Technology / Department of Economics"
~institution:"The Wharton Financial Institutions Center"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
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10
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6
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Diebold, Francis X.
4
Andersen, Torben
2
Bollerslev, Tim
2
Caballero, Ricardo J.
2
Anderson, Torben G.
1
Blanchard, Olivier
1
Christoffersen, Peter F.
1
Gabaix, Xavier
1
Gopikrishnan, Parameswaran
1
Krishnamurthy, Arvind
1
Maccini, Louis J.
1
Moore, Bartholomew John
1
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1
Plerou, Vasiliki
1
Schuermann, Til
1
Simon, John
1
Stanley, H. Eugene
1
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1
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Massachusetts Institute of Technology / Department of Economics
The Wharton Financial Institutions Center
National Bureau of Economic Research
514
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
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18
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14
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13
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13
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12
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11
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11
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10
Swiss National Centre of Competence in Research North South <Bern>
10
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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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ECONIS (ZBW)
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Exchange rate
volatility
and the credit channel in emerging markets : a vertical perspective
Caballero, Ricardo J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002160482
Saved in:
2
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
3
Modeling and forecasting realized
volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
4
The interest rate, learning, and inventory investment
Maccini, Louis J.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111199
Saved in:
5
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:
6
On the international financial architecture : insuring emerging markets
Caballero, Ricardo J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002112957
Saved in:
7
A theory of large fluctuations in stock market activity
Gabaix, Xavier
;
Gopikrishnan, Parameswaran
;
Plerou, Vasiliki
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116206
Saved in:
8
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:
9
Why was stock market
volatility
so high during the Great Depression? : Evidence from 10 countries during the interwar period
Voth, Hans-Joachim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657129
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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