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~subject:"Volatilität"
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Volatilität
Theorie
243
Theory
238
Prognoseverfahren
178
Forecasting model
175
USA
118
United States
110
Volatility
108
Kapitaleinkommen
96
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95
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85
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Schätztheorie
66
Estimation theory
65
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61
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57
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57
Welt
56
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53
Yield curve
50
Zinsstruktur
48
Finanzmarkt
46
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Prognose
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36
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Wirkungsanalyse
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Deutschland
31
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31
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Germany
29
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Article
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English
109
Spanish
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Diebold, Francis X.
110
Bollerslev, Tim
42
Andersen, Torben
23
Yılmaz, Kamil
22
Christoffersen, Peter F.
21
Andersen, Torben G.
18
Labys, Paul
9
Alizadeh, Sassan
8
Brandt, Michael W.
8
Strasser, Georg H.
4
Wu, Jin
4
Christoffersen, Peter
3
Ebens, Heiko
3
Schorfheide, Frank
3
Kadlec, Gregory B.
2
Lopez, Jose A.
2
Rudebusch, Glenn D.
2
Shin, Minchul
2
Strasser, Georg
2
Wu, Jin (Ginger)
2
Yilmaz, Kamil
2
Anderson, Torben G.
1
Chen, Fei
1
Engle, Robert F.
1
García López, José A.
1
Lopez, Jose
1
López, José A.
1
Mariano, Roberto S.
1
Santomero, Anthony M.
1
Schuermann, Til
1
Tay, Anthony S. A.
1
Tse, Yiu Kuen
1
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National Bureau of Economic Research
16
Rodney L. White Center for Financial Research
6
The Wharton Financial Institutions Center
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NBER working paper series
14
Working paper / National Bureau of Economic Research, Inc.
12
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11
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11
CFS working paper series
9
Working papers / Rodney L. White Center for Financial Research
7
CFS Working Paper
6
Financial Institutions Center
4
Working papers / Penn Institute for Economic Research
3
Journal of econometrics
2
NBER technical working paper series
2
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2
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2
The review of economics and statistics
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy review
1
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1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Financial markets and asset pricing
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
International journal of forecasting
1
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
The American economic review
1
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1
The journal of finance : the journal of the American Finance Association
1
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1
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1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
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ECONIS (ZBW)
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EconStor
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The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
2
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
-
2004
Persistent link: https://www.econbiz.de/10002025610
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3
Modeling volatility dynamics
Diebold, Francis X.
;
Lopez, Jose A.
-
1995
Persistent link: https://www.econbiz.de/10000587223
Saved in:
4
Measuring financial asset return and volatility spillovers, with application to global equity markets
Diebold, Francis X.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003726982
Saved in:
5
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:
6
Macroeconomic volatility and stock market volatility, world-wide
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769413
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7
On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003769457
Saved in:
8
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
9
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10003350620
Saved in:
10
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350800
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