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Real-Time Price Discovery in S...
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United States
Theorie
284
Theory
282
Volatilität
275
Volatility
273
Prognoseverfahren
181
Forecasting model
180
USA
179
Capital income
164
Kapitaleinkommen
164
Schätzung
138
Estimation
137
Zeitreihenanalyse
112
Time series analysis
110
Estimation theory
104
Schätztheorie
104
Börsenkurs
91
Share price
91
Welt
65
World
65
Financial market
61
Finanzmarkt
61
Ankündigungseffekt
53
Announcement effect
52
Risikoprämie
52
Risk premium
52
Aktienmarkt
51
Stock market
51
Exchange rate
47
Wechselkurs
47
Business cycle
43
Konjunktur
43
ARCH-Modell
42
ARCH model
41
Stochastischer Prozess
39
Stochastic process
38
Deutschland
37
Yield curve
37
Zinsstruktur
37
Germany
36
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65
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Book / Working Paper
101
Article
75
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92
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92
Graue Literatur
83
Non-commercial literature
83
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70
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70
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4
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4
Collection of articles of several authors
2
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2
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English
175
Spanish
1
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Diebold, Francis X.
100
Bollerslev, Tim
57
Andersen, Torben
39
Vega, Clara
29
Aruoba, S. Borağan
15
Rudebusch, Glenn D.
11
Campbell, Sean D.
10
Schorfheide, Frank
9
Scotti, Chiara
9
Zhou, Hao
9
Christoffersen, Peter F.
8
Li, Canlin
8
Todorov, Viktor
8
Benzoni, Luca
7
Kilian, Lutz
7
Nalewaik, Jeremy
7
Pasquariello, Paolo
7
Yılmaz, Kamil
7
Song, Dongho
6
Tay, Anthony S. A.
5
Wu, Jin
5
Gilbert, Thomas
4
Hahn, Jinyong
4
Benamar, Hedi
3
Chen, Fei
3
Foucault, Thierry
3
Gibson, Michael S.
3
Lund, Jesper
3
Neumark, David
3
Polsky, Daniel
3
Yue, Vivian Z.
3
Albuquerque, Rui
2
Ammer, John
2
Andersen, Torben G.
2
Baillie, Richard
2
Bondarenko, Oleg
2
Cai, Jun
2
Chaboud, Alain
2
Cox, Caren
2
Domowitz, Ian
2
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Rodney L. White Center for Financial Research
5
National Bureau of Economic Research
2
The Wharton Financial Institutions Center
2
Centre for Economic Policy Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Université de Montréal / Département de sciences économiques
1
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Working paper / National Bureau of Economic Research, Inc.
24
Working papers / Financial Institutions Center
9
Journal of econometrics
8
The journal of finance : the journal of the American Finance Association
8
CFS working paper series
7
Working papers / Penn Institute for Economic Research
7
Finance and economics discussion series
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The review of economics and statistics
6
Working papers / Rodney L. White Center for Financial Research
6
International finance discussion papers
5
The review of financial studies
5
CREATES research paper
4
Discussion paper / Centre for Economic Policy Research
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Business review / Federal Reserve Bank of Philadelphia
2
Financial Institutions Center
2
International economic review
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of monetary economics
2
Review of finance : journal of the European Finance Association
2
The American economic review
2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
1
American economic review
1
Boston College working papers in economics
1
Brookings papers on economic activity : BPEA
1
Business cycles, indicators, and forecasting
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Covid economics : vetted and real-time papers
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
ERID working paper
1
Econometric analysis of financial and economic time series ; part B
1
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ECONIS (ZBW)
176
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1
Real-time price discovery in global stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of international economics
73
(
2007
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10003586320
Saved in:
2
Real-time price discovery in global stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2006
Persistent link: https://www.econbiz.de/10003393564
Saved in:
3
Real-time price discovery in Stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
Persistent link: https://www.econbiz.de/10003350019
Saved in:
4
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229579
Saved in:
5
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002815851
Saved in:
6
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:
7
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
- In:
The risks of financial institutions : [...papers and …
,
(pp. 513-548)
.
2006
Persistent link: https://www.econbiz.de/10003445632
Saved in:
8
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:
9
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
10
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2012
Persistent link: https://www.econbiz.de/10009553634
Saved in:
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