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~institution:"Rodney L. White Center for Financial Research"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Volatilität
Zeitreihenanalyse
Theorie
45
Theory
45
Capital income
11
Kapitaleinkommen
11
USA
7
United States
7
Volatility
7
Börsenkurs
6
Portfolio selection
6
Portfolio-Management
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Share price
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Estimation theory
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Schätztheorie
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CAPM
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Exchange rate
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Forecast
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Investition
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Bargaining theory
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Behavioural finance
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Kapitalkosten
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Risikoprämie
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Risk aversion
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Risk premium
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Schätzung
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Verhandlungstheorie
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Yield curve
3
Zinsstruktur
3
Adverse Selektion
2
Adverse selection
2
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2
Asymmetric information
2
Asymmetrische Information
2
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English
8
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Diebold, Francis X.
5
Brandt, Michael W.
4
Alizadeh, Sassan
2
Bollerslev, Tim
2
Kadlec, Gregory B.
2
Andersen, Torben
1
Anderson, Torben G.
1
Christoffersen, Peter F.
1
Kang, Qiang
1
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1
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1
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
322
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
57
Ekonomiska forskningsinstitutet <Stockholm>
50
European University Institute / Department of Economics
41
Centre for Analytical Finance <Århus>
13
Birkbeck College / Department of Economics
11
Econometrisch Instituut <Rotterdam>
11
Umeå universitet
11
European University Institute / Department of Law
10
Centre for Quantitative Economics & Computing
9
Internationaler Währungsfonds / Research Department
9
Umeå Universitet / Institutionen för Nationalekonomi
9
Christian-Albrechts-Universität zu Kiel
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Federal Reserve System / Division of Research and Statistics
8
Springer Fachmedien Wiesbaden
8
Gottfried Wilhelm Leibniz Universität Hannover
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
Rutgers University / Department of Economics
7
University of Exeter / Department of Economics
7
Erasmus Research Institute of Management
6
Institut für Höhere Studien
6
Instituto Valenciano de Investigaciones Económicas
6
International Monetary Fund
6
London School of Economics and Political Science
6
Svenska Handelshögskolan <Helsinki>
6
University of Cambridge / Department of Applied Economics
6
University of Strathclyde / Department of Economics
6
Zakład Teorii Prognoz <Krakau>
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Federal Reserve Bank of New York
5
Federal Reserve Bank of San Francisco
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Forschungsinstitut zur Zukunft der Arbeit
5
Institut für Weltwirtschaft
5
Institute of Finance and Accounting <London>
5
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
The Wharton Financial Institutions Center
5
Australian National University / Faculty of Economics and Commerce
4
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
2
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
3
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
4
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
5
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
6
Consumer sentiment: its rationality and usefulness in forecasting expenditure - evidence from the Michigan micro data
Souleles, Nicholas S.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016076
Saved in:
7
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
8
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
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