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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Bekaert, Geert"
~person:"Bollerslev, Tim"
~subject:"Deutsche Mark"
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Deutschland
Deutsche Mark
Theorie
69
Theory
69
Volatility
29
Volatilität
29
USA
23
United States
23
Capital income
20
Estimation
20
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20
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Article
18
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Article in journal
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18
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10
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10
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9
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9
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English
18
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Bekaert, Geert
Bollerslev, Tim
MacDonald, Ronald
14
Funke, Michael
11
Berthold, Norbert
10
Kraft, Kornelius
10
Dustmann, Christian
7
Wagner, Joachim
7
Andersen, Torben
6
Caporale, Guglielmo Maria
6
Gierl, Heribert
6
Jondeau, Eric
6
Schmidt, Christoph M.
6
Seitz, Helmut
6
Taylor, Mark P.
6
Wein, Thomas
6
Zimmermann, Klaus F.
6
Bellmann, Lutz
5
Büttner, Thiess
5
Conrad, Klaus
5
Flaig, Gebhard
5
Frondel, Manuel
5
Hall, Stephen G.
5
Lehmann, Erik
5
Lütkepohl, Helmut
5
Mußhoff, Oliver
5
Schmid, Frank A.
5
Stadler, Manfred
5
Swoboda, Bernhard
5
Backhaus, Jürgen G.
4
Bauer, Hans H.
4
Bender, Stefan
4
Boeters, Stefan
4
Breuer, Wolfgang
4
Entorf, Horst
4
Evans, Martin D. D.
4
Fehr, Hans
4
FitzRoy, Felix R.
4
Genosko, Joachim
4
Glismann, Hans H.
4
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The journal of finance : the journal of the American Finance Association
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of international economics
2
International economic review
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Journal of monetary economics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of financial studies
1
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Source
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ECONIS (ZBW)
18
Showing
1
-
10
of
18
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date (oldest first)
1
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
2
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
3
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
4
International asset allocation with regime shifts
Ang, Andrew
;
Bekaert, Geert
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1137-1187
Persistent link: https://www.econbiz.de/10001716088
Saved in:
5
Regime switching in interest rates
Ang, Andrew
;
Bekaert, Geert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 163-182
Persistent link: https://www.econbiz.de/10001660371
Saved in:
6
Expectations hypotheses tests
Bekaert, Geert
;
Hodrick, Robert J.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221
Saved in:
7
Peso problem explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
- In:
Journal of monetary economics
48
(
2001
)
2
,
pp. 241-270
Persistent link: https://www.econbiz.de/10001610860
Saved in:
8
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
9
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
10
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
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