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~institution:"Rodney L. White Center for Financial Research"
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Diebold, Francis X.
10
Brandt, Michael W.
6
Abel, Andrew B.
5
Blume, Marshall E.
4
Bollerslev, Tim
3
Alizadeh, Sassan
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Andersen, Torben
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Kadlec, Gregory B.
2
Kogan, Leonid
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
3,682
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561
Forschungsinstitut zur Zukunft der Arbeit
346
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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96
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74
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68
William Davidson Institute <Ann Arbor, Mich.>
63
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59
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42
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Deutsches Institut für Wirtschaftsforschung
38
Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research, Wharton School of Business
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34
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Université Paris-Dauphine (Paris IX)
31
Institute of Finance and Accounting <London>
30
Birkbeck College / Department of Economics
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Centre for Economic Policy Research
29
European University Institute / Department of Economics
29
Federal Reserve Bank of Chicago
29
Österreichisches Institut für Wirtschaftsforschung
29
Center for Economic Research <Tilburg>
28
Federal Reserve System / Division of Research and Statistics
27
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Working papers / Rodney L. White Center for Financial Research
39
Rodney L. White Center for Financial Research
1
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ECONIS (ZBW)
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1
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:
2
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
3
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
4
External financing and future stock returns
Richardson, Scott A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024148
Saved in:
5
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin
(
contributor
); …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229588
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6
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:
7
Financial asset returns, direction-of-change forecasting and
volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
8
Estimating the gains from trade in limit order markets
Hollifield, Burton
;
Miller, Robert Allen
;
Sandås, Patrik
; …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229578
Saved in:
9
Estimaging the benchmark yield curve : a new approach using stochastic frontier functions
Darbha, Gangadhar
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024649
Saved in:
10
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
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