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~institution:"Rodney L. White Center for Financial Research" ~person:"Bollerslev, Tim" ~person:"Kets de Vries, Manfred F. R." ~person:"Zaremba, Adam"

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Capital income 1 Deutschland 1 Estimation 1 Exchange rate 1 Forecast 1 Germany 1 Japan 1 Kapitaleinkommen 1 Prognose 1 Schätzung 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 USA 1 United States 1 Volatility 1 Volatilität 1 Wechselkurs 1

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Bollerslev, Tim Kets de Vries, Manfred F. R. Zaremba, Adam Diebold, Francis X. 4 Abel, Andrew B. 2 Brandt, Michael W. 2 Géczy, Christopher 2 Pástor, Ľuboš 2 Stambaugh, Robert F. 2 Anderson, Torben G. 1 Avramov, Doron 1 Blume, Marshall E. 1 Choi, James J. 1 Christoffersen, Peter F. 1 Darbha, Gangadhar 1 Edelen, Roger M. 1 Gomes, Joao 1 Hollifield, Burton 1 Kang, Qiang 1 Keim, Donald B. 1 Kogan, Leonid 1 Labys, Paul 1 Laibson, David I. 1 Lettau, Martin 1 Li, Canlin 1 Ludvigson, Sydney C. 1 Madrian, Brigitte C. 1 Metrick, Andrew 1 Miller, Robert Allen 1 Minton, Bernadette A. 1 Musto, David K. 1 Reed, Adam V. 1 Richardson, Scott A. 1 Rogers, Jonathan L. 1 Sandås, Patrik 1 Schrand, Catherine 1 Schwartz, Jeremy D. 1 Siegel, Jeremy J. 1 Slive, Joshua 1 Sloan, Richard G. 1 Stocken, Phillip C. 1 Wachter, Jessica 1

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Rodney L. White Center for Financial Research National Bureau of Economic Research 7 Edward Elgar Publishing 1 Springer International Publishing 1 The Wharton Financial Institutions Center 1

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Modeling and forecasting realized volatility

Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002020013

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