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institution:"Federal Reserve Bank of St. Louis"
subject:"Volatility"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~language:"eng"
~subject:"VAR-Modell"
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Volatility
VAR-Modell
Estimation
35
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35
USA
22
United States
22
Capital income
8
Forecasting model
8
Kapitaleinkommen
8
Prognoseverfahren
8
Risikoprämie
6
Risk premium
5
Time series analysis
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Volatilität
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Yield curve
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VAR model
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Finanzmarkt
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Germany
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1952-2002
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Prokopczuk, Marcel
3
Dierkes, Maik
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Owyang, Michael T.
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Becker, Janis
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Dittmar, Robert F.
1
Francis, Neville
1
Gavin, William T.
1
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1
Neely, Christopher J.
1
Nguyen, Duc Binh Benno
1
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Federal Reserve Bank of St. Louis
Gottfried Wilhelm Leibniz Universität Hannover
National Bureau of Economic Research
95
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Institut für Weltwirtschaft
8
University of Canterbury / Dept. of Economics and Finance
6
Leibniz-Institut für Wirtschaftsforschung Halle
5
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Kansantaloustieteen Laitos <Tampere>
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Australian National University / Faculty of Economics and Commerce
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Bonn Graduate School of Economics
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Economic Research Forum for the Arab Countries, Iran and Turkey
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Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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Institute of European Finance <Bangor, Gwynedd>
2
Internationaler Währungsfonds / Research Department
2
National Institute of Economic and Social Research
2
Rodney L. White Center for Financial Research
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Suntory-Toyota International Centre for Economics and Related Disciplines
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Task Force on Low Inflation (LIFT)
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Türkiye Cumhuriyet Merkez Bankası
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William Davidson Institute <Ann Arbor, Mich.>
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American Enterprise Institute for Public Policy Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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ECONIS (ZBW)
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Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
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2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
3
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
4
The use of long-run restrictions for the identification of technology shocks
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
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5
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
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6
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
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7
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
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8
A common model approach to macroeconomics : using panel data reduce sampling error
Gavin, William T.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986936
Saved in:
9
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
Saved in:
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