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~institution:"The Wharton Financial Institutions Center"
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Börsenkurs
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Diebold, Francis X.
5
Andersen, Torben
3
Bollerslev, Tim
3
Allen, Franklin
2
Cummins, John David
2
Anderson, Torben G.
1
Brown, Jeffrey R.
1
Christoffersen, Peter F.
1
Fernando, Chitru S.
1
Gale, Douglas
1
Gompers, Paul A.
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Ishii, Joy L.
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1
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The Wharton Financial Institutions Center
National Bureau of Economic Research
1,156
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
186
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
HAL
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Université Paris-Dauphine (Paris IX)
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EconWPA
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Agricultural and Applied Economics Association - AAEA
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Federal Reserve Bank of St. Louis
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Rodney L. White Center for Financial Research
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Institute of Finance and Accounting <London>
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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
Payout policy
Allen, Franklin
(
contributor
);
Michaely, Roni
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001584528
Saved in:
3
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:
4
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
5
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:
6
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
7
Modeling and forecasting realized
volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
8
Consolidation in the European insurance industry : do mergers and acquisitions create value for shareholders?
Cummins, John David
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002098475
Saved in:
9
An empirical analysis of the economic impact of federal terrorism reinsurance
Brown, Jeffrey R.
;
Cummins, John David
;
Lewis, …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002098496
Saved in:
10
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
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