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subject:"Theorie"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
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Theorie
Volatilität
568
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567
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200
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Andersen, Torben
10
Bollerslev, Tim
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Aizenman, Joshua
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Diebold, Francis X.
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Aït-Sahalia, Yacine
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Engel, Charles
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ECONIS (ZBW)
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1
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
4
The collateral link between volatility and risk sharing
Infante, Sebastian
;
Ordoñez, Guillermo
-
2020
Persistent link: https://www.econbiz.de/10012415046
Saved in:
5
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
6
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
7
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
8
Gasoline price uncertainty and the design of fuel economy standards
Kellogg, Ryan
-
2017
Persistent link: https://www.econbiz.de/10011611086
Saved in:
9
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
10
Lags, costs, and shocks : an equilibrium model of the oil industry
Bornstein, Gideon
;
Krusell, Per
;
Rebelo, Sérgio
-
2017
Persistent link: https://www.econbiz.de/10011669352
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