//--> //--> //-->
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
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Christoffersen, Peter F."
~subject:"Volatility"
~subject:"Volatilität"
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
Model specification tests with...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Volatilität
Forecasting model
3
Prognoseverfahren
3
Theorie
3
Theory
3
Capital income
2
Kapitaleinkommen
2
1980-2004
1
ARCH model
1
ARCH-Modell
1
Großbritannien
1
Hong Kong
1
Hongkong
1
Risikomaß
1
Risk measure
1
USA
1
United Kingdom
1
United States
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Reprint
1
Language
All
English
3
Author
All
Christoffersen, Peter F.
Diebold, Francis X.
7
Andersen, Torben
4
Bollerslev, Tim
4
Anderson, Torben G.
1
Mariano, Roberto S.
1
Strasser, Georg H.
1
Tay, Anthony S. A.
1
Tse, Yiu Kuen
1
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
1
Published in...
All
Working papers / Financial Institutions Center
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
CFS working paper series
2
Journal of financial economics
2
Economic policy review
1
Financial markets and asset pricing
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
Handbook of economic forecasting ; Vol. 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Review of finance : journal of the European Finance Association
1
The review of economics and statistics
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
2
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->