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subject:"Volatilität"
~institution:"The Wharton Financial Institutions Center"
~subject:"Messung"
~subject:"Wechselkurs"
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Volatilität
Messung
Wechselkurs
Volatility
5
Theorie
4
Theory
4
Capital income
3
Kapitaleinkommen
3
Forecasting model
2
Prognoseverfahren
2
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Nobel prize
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Nonparametric statistics
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Robert F. Engle
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Share price
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Diebold, Francis X.
4
Andersen, Torben
2
Bollerslev, Tim
2
Anderson, Torben G.
1
Christoffersen, Peter F.
1
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The Wharton Financial Institutions Center
National Bureau of Economic Research
497
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
19
World Bank
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Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
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Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Rodney L. White Center for Financial Research
8
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Gottfried Wilhelm Leibniz Universität Hannover
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4
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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
Australian National University / Faculty of Economics and Commerce
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The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
2
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:
3
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:
4
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
5
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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