Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Rodney L. White Center for Financial Research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Systematic cojumps, market com...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
13
Theory
13
Portfolio selection
12
Portfolio-Management
12
USA
11
United States
11
Volatility
8
Volatilität
8
Capital income
5
Exchange rate
5
Kapitaleinkommen
5
Wechselkurs
5
Ankündigungseffekt
4
Announcement effect
4
Aktienfonds
3
Deutschland
3
Equity fund
3
Estimation theory
3
Germany
3
Impact assessment
3
Schätztheorie
3
Wirkungsanalyse
3
Aktienindex
2
Erwartungsnutzen
2
Estimation
2
Expected utility
2
Forecasting model
2
Großbritannien
2
Investment Fund
2
Investmentfonds
2
Liquidity
2
Liquidität
2
Prognoseverfahren
2
Schätzung
2
Stock index
2
United Kingdom
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Allgemeines Gleichgewicht
1
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
24
Type of publication (narrower categories)
All
Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Language
All
English
24
Author
All
Brandt, Michael W.
8
Diebold, Francis X.
8
Bollerslev, Tim
4
Alizadeh, Sassan
2
Andersen, Torben
2
Anderson, Torben G.
2
Aït-Sahalia, Yacine
2
Blume, Marshall E.
2
Edelen, Roger M.
2
Kadlec, Gregory B.
2
Santa-Clara, Pedro
2
Stambaugh, Robert F.
2
Vega, Clara
2
Avramov, Doron
1
Baker, Malcolm
1
Beber, Alessandro
1
Brennan, Michael J.
1
Christoffersen, Peter F.
1
Engle, Robert F.
1
Farhi, Emmanuel
1
Géczy, Christopher
1
Kang, Qiang
1
Keim, Donald B.
1
Kogan, Leonid
1
Labys, Paul
1
Levin, David
1
Litov, Lubomir
1
Panageas, Stauros
1
Pástor, Ľuboš
1
Uppal, Raman
1
Wachter, Jessica
1
Wurgler, Jeffrey
1
Xia, Yihong
1
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
National Bureau of Economic Research
1,133
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
183
Institut für Schweizerisches Bankwesen <Zürich>
76
C.E.P.R. Discussion Papers
60
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
42
Federal Reserve Board (Board of Governors of the Federal Reserve System)
36
Federal Reserve Bank of St. Louis
35
Federal Reserve Bank of New York
34
National Centre of Competence in Research North South <Bern>
34
HAL
32
EconWPA
31
Université Paris-Dauphine (Paris IX)
31
World Bank
30
Institute of Finance and Accounting <London>
25
Springer Fachmedien Wiesbaden
25
Agricultural and Applied Economics Association - AAEA
23
International Monetary Fund
23
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
Centre for Analytical Finance <Århus>
20
Ekonomiska forskningsinstitutet <Stockholm>
20
Society for Computational Economics - SCE
20
CESifo
18
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
18
Reserve Bank of Australia
17
Center for Economic Research <Tilburg>
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Frank J. Fabozzi Associates <New Hope, Pa.>
15
European Association of Agricultural Economists - EAAE
14
Institut für Weltwirtschaft
14
Internationaler Währungsfonds / Research Department
14
Svenska Handelshögskolan <Helsinki>
14
University of Canterbury / Dept. of Economics and Finance
14
Department of Economics and Finance, College of Business and Economics
13
European University Institute / Department of Economics
13
International Center for Financial Asset Management and Engineering
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
OECD
13
Tilburg University, Center for Economic Research
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
more ...
less ...
Published in...
All
Working papers / Rodney L. White Center for Financial Research
24
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Micro effects of macro announcements : real-time price discovery in foreign exchange
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019989
Saved in:
2
The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024082
Saved in:
3
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229579
Saved in:
4
Can mutual fund managers pick stocks? : Evidence from their trades prior to earnings announcements
Baker, Malcolm
;
Litov, Lubomir
;
Wachter, Jessica
; …
-
2004
Persistent link: https://www.econbiz.de/10003229586
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Financial asset returns, direction-of-change forecasting and
volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
