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subject:"Volatilität"
~institution:"Federal Reserve Bank of San Francisco"
~institution:"The Wharton Financial Institutions Center"
~subject:"Wechselkurs"
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Volatilität
Wechselkurs
Volatility
11
Theorie
7
Theory
7
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
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3
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1990-1997
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10
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10
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English
11
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Diebold, Francis X.
4
Andersen, Torben
2
Bollerslev, Tim
2
Anderson, Torben G.
1
Chari, Varadarajan V.
1
Christiano, Lawrence J.
1
Christoffersen, Peter F.
1
Duffee, Greg
1
Eichenbaum, Martin S.
1
García López, José A.
1
Kose, M. Ayhan
1
Lansing, Kevin J.
1
Prasad, Eswar S.
1
Terrones, Marco E.
1
Valderrama, Diego
1
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1
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Federal Reserve Bank of San Francisco
The Wharton Financial Institutions Center
National Bureau of Economic Research
494
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Instituto Valenciano de Investigaciones Económicas
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
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4
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Inter-American Development Bank / Office of the Chief Economist
4
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4
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4
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Verlag Dr. Kovač
4
William Davidson Institute <Ann Arbor, Mich.>
4
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3
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Working papers / Financial Institutions Center
5
Working papers series / Federal Reserve Bank of San Francisco
5
Discussion paper series / Center for Economic Policy Research, Stanford University
1
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1
Working paper series / Federal Reserve Bank of San Francisco, Economic Research Department
1
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ECONIS (ZBW)
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1
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
Saved in:
2
How do trade and financial integration affect the relationship between growth and volatility
Kose, M. Ayhan
(
contributor
);
Prasad, Eswar S.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003156367
Saved in:
3
Nonlinearities in international business cycles
Valderrama, Diego
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760768
Saved in:
4
Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
Saved in:
5
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
Saved in:
6
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
7
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
8
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
9
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
10
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
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