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~institution:"Rodney L. White Center for Financial Research"
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Theorie
45
Theory
45
Capital income
12
Kapitaleinkommen
12
Volatility
8
Volatilität
8
Portfolio selection
7
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7
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7
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7
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6
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6
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5
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5
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4
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4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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2
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2
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47
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Arbeitspapier
47
Working Paper
47
Graue Literatur
46
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46
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English
47
Author
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Brandt, Michael W.
9
Diebold, Francis X.
8
Abel, Andrew B.
6
Gomes, Armando R.
5
Yılmaz, Bilge
4
Kogan, Leonid
3
Yaron, Amir
3
Zhang, Lu
3
Alizadeh, Sassan
2
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Brennan, Michael J.
2
Chakraborty, Archishman
2
Gervais, Simon
2
Gomes Neto, João Batista F.
2
Kadlec, Gregory B.
2
Musto, David K.
2
Pástor, Ľuboš
2
Santa-Clara, Pedro
2
Stambaugh, Robert F.
2
Xia, Yihong
2
Andersen, Torben
1
Anderson, Torben G.
1
Avramov, Doron
1
Chan, Yeung Lewis
1
Christoffersen, Peter F.
1
Engle, Robert F.
1
Farhi, Emmanuel
1
Goldstein, Itay
1
Gomes, Joao
1
Heaton, J. B.
1
Hollifield, Burton
1
Jehiel, Philippe
1
Kang, Qiang
1
Kavajecz, Kenneth A.
1
Labys, Paul
1
Leuz, Christian
1
Li, Canlin
1
Miller, Robert Allen
1
Novaes, Walter
1
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
8,696
OECD
619
Edward Elgar Publishing
439
Ekonomiska forskningsinstitutet <Stockholm>
287
IGI Global
285
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
283
Center for Economic Research <Tilburg>
281
Springer Fachmedien Wiesbaden
271
European University Institute / Department of Economics
257
International Monetary Fund
250
World Bank
219
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
180
Forschungsinstitut zur Zukunft der Arbeit
167
Institut für Weltwirtschaft
157
Internationaler Währungsfonds / Research Department
154
Centre for Economic Policy Research
143
Umeå universitet
130
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
108
University of Exeter / Department of Economics
108
Organisation for Economic Co-operation and Development
105
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Robert Schuman Centre for Advanced Studies
95
European University Institute / Department of Law
91
Springer-Verlag GmbH
91
Deutsche Forschungsgemeinschaft
90
Australian National University / Faculty of Economics and Commerce
86
Federal Reserve System / Board of Governors
85
Federal Reserve Bank of St. Louis
84
Erasmus Research Institute of Management
83
Massachusetts Institute of Technology / Department of Economics
82
Econometrisch Instituut <Rotterdam>
81
Federal Reserve System / Division of Research and Statistics
81
Centre for Analytical Finance <Århus>
80
University of Warwick / Department of Economics
80
Bangladesch / Parisaṅkhyāna Byuro
79
Columbia University / Department of Economics
79
Universitetet i Oslo / Økonomisk institutt
79
Instituto Valenciano de Investigaciones Económicas
76
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Working papers / Rodney L. White Center for Financial Research
47
Source
All
ECONIS (ZBW)
47
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1
Financial asset returns, direction-of-change forecasting and
volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
2
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:
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
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
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:
8
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
9
Stock-return predictability and model uncertainty
Avramov, Doron
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795633
Saved in:
10
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:
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