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~person:"Andersen, Torben"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Volatilität"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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Kapitaleinkommen
Portfolio-Management
Volatilität
Volatility
37
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30
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30
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23
United States
23
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16
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44
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Andersen, Torben
McAleer, Michael
97
Diebold, Francis X.
67
Caporale, Guglielmo Maria
60
Bollerslev, Tim
54
Campbell, John Y.
53
Lucas, André
51
Pierdzioch, Christian
50
Koopman, Siem Jan
48
Härdle, Wolfgang
46
Lux, Thomas
43
Hautsch, Nikolaus
42
Stambaugh, Robert F.
41
Bacchetta, Philippe
40
Pesaran, M. Hashem
40
Platen, Eckhard
39
Guidolin, Massimo
38
Maurer, Raimond
38
Gupta, Rangan
37
Timmermann, Allan
37
Gollier, Christian
34
Pástor, Ľuboš
34
Chiarella, Carl
32
Uppal, Raman
32
Chang, Chia-Lin
31
Warnock, Francis E.
31
Gil-Alaña, Luis A.
29
Belke, Ansgar
28
Buch, Claudia M.
28
Vries, Casper G. de
28
Lettau, Martin
27
Scaillet, Olivier
27
Brandt, Michael W.
26
Engle, Robert F.
26
Döpke, Jörg
25
Hoesli, Martin
25
Van Wincoop, Eric
25
Ludvigson, Sydney C.
24
Sentana, Enrique
24
Allen, David E.
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ECONIS (ZBW)
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Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
2
Modeling and forecasting realized volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
3
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
4
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
5
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
6
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
7
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
8
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
9
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
10
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
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