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Diebold, Francis X.
8
Cummins, John David
5
Andersen, Torben
3
Bollerslev, Tim
3
Phillips, Richard D.
3
Zenios, Stauros Andrea
3
Allen, Franklin
2
Fernando, Chitru S.
2
Grace, Martin Francis
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The Wharton Financial Institutions Center
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346
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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return
volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
2
Modeling and forecasting realized
volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
3
Liquidity
shocks, systemic risk, and market collapse : theory and application to the market for perps
Fernando, Chitru S.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656753
Saved in:
4
Financial asset returns, direction-of-change forecasting, and
volatility
dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
5
A simple approach to estimate recovery rates with APR violation from debt spreads
Unal, Haluk
(
contributor
);
Madan, Dilip B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576030
Saved in:
6
Micro effects of macro announcements : real-time price discovery in foreign exchange?
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685955
Saved in:
7
Commonality in
liquidity
: transmission of
liquidity
shocks across investors and securities
Fernando, Chitru S.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001728063
Saved in:
8
Insurance company failures : why do they cost so much? By Martin F. Grace ...
Grace, Martin Francis
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899761
Saved in:
9
What do we know about loss given default?
Schuermann, Til
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001944584
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10
Personal bankruptcy and the level of entrepreneurial activity
Fan, Wei
(
contributor
);
White, Michelle J.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575980
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