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Volatility
Theorie
239
Theory
234
Prognoseverfahren
177
Forecasting model
174
USA
118
United States
110
Volatilität
110
Kapitaleinkommen
95
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94
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83
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53
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Germany
29
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English
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Undetermined
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Diebold, Francis X.
108
Bollerslev, Tim
41
Andersen, Torben
23
Christoffersen, Peter F.
23
Yılmaz, Kamil
21
Andersen, Torben G.
17
Labys, Paul
9
Alizadeh, Sassan
8
Brandt, Michael W.
8
Mariano, Roberto S.
5
Tse, Yiu Kuen
5
Tay, Anthony S.
4
Wu, Jin
4
Christoffersen, Peter
3
Ebens, Heiko
3
Schorfheide, Frank
3
Strasser, Georg H.
3
Kadlec, Gregory B.
2
Lopez, Jose A.
2
Rudebusch, Glenn D.
2
Shin, Minchul
2
Strasser, Georg
2
Wu, Jin (Ginger)
2
Anderson, Torben G.
1
Chen, Fei
1
Engle, Robert F.
1
García López, José A.
1
Lopez, Jose
1
López, José A.
1
Santomero, Anthony M.
1
Schuermann, Til
1
Tay, Anthony S. A.
1
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National Bureau of Economic Research
16
Rodney L. White Center for Financial Research
6
The Wharton Financial Institutions Center
4
East Asian Bureau of Economic Research (EABER)
2
Department of Economics, University of Pennsylvania
1
School of Economics, Singapore Management University
1
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NBER working paper series
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11
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9
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7
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4
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3
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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
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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
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1
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1
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1
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1
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1
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1
Tools and techniques
1
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1
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1
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ECONIS (ZBW)
104
RePEc
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1
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
Saved in:
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
Saved in:
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
Saved in:
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