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~institution:"Rodney L. White Center for Financial Research"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Prognoseverfahren
Volatilität
Theorie
45
Theory
45
Capital income
11
Kapitaleinkommen
11
USA
10
United States
10
Volatility
7
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Risikoprämie
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Schätzung
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Verhandlungstheorie
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Zinsstruktur
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2
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English
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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
Labys, Paul
1
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
294
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
13
European University Institute / Department of Economics
13
Birkbeck College / Department of Economics
9
Centre for Analytical Finance <Århus>
9
European University Institute / Department of Law
8
Federal Reserve System / Division of Research and Statistics
8
International Monetary Fund
8
Internationaler Währungsfonds / Research Department
8
Springer Fachmedien Wiesbaden
7
Christian-Albrechts-Universität zu Kiel
6
Svenska Handelshögskolan <Helsinki>
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Zakład Teorii Prognoz <Krakau>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
Federal Reserve Bank of New York
5
Federal Reserve Bank of San Francisco
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institute of Finance and Accounting <London>
5
Rutgers University / Department of Economics
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
The Wharton Financial Institutions Center
5
University of Strathclyde / Department of Economics
5
Centre for Economic Policy Research
4
Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Federal Reserve Bank of St. Louis
4
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4
Instituto Valenciano de Investigaciones Económicas
4
Robert Schuman Centre for Advanced Studies
4
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4
University of Cambridge / Department of Applied Economics
4
Verlag Dr. Kovač
4
Brown University / Department of Economics
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
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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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