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subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~person:"Andersen, Torben"
~person:"Hautsch, Nikolaus"
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Volatilität
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
Theorie
2
Theory
2
Volatility
2
Ankündigungseffekt
1
Announcement effect
1
Bid-ask spread
1
Börsenkurs
1
Deutschland
1
Economic information
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Geld-Brief-Spanne
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Germany
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Government securities
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Informational efficiency
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Informationseffizienz
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Interest rate derivative
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Interest rate risk
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Market microstructure
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Marktmikrostruktur
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Noise Trading
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Noise trading
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Public bond
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Share price
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Staatspapier
1
Wirtschaftsinformation
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Yield curve
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Zinsderivat
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Andersen, Torben
Hautsch, Nikolaus
Prokopczuk, Marcel
4
Wese Simen, Chardin
3
Li, Junye
2
Akdeniz, Levent
1
Altay-Salih, Aslihan
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
Arismendi Zambrano, Juan Carlos
1
Atilgan, Yigit
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Barinov, Alexander
1
Beetsma, Roel
1
Beine, Michel
1
Benth, Fred Espen
1
Berardi, Andrea
1
Berger, Tino
1
Bezemer, Dirk Johan
1
Bianchi, Robert
1
Bomfim, Antúlio N.
1
Bregantini, Daniele
1
Bremus, Franziska
1
Cenedese, Gino
1
Cenesizoglu, Tolga
1
Chang, Charles
1
Chang, Ming-Jen
1
Chavez-Demoulin, Valerie
1
Chen, Jingjing
1
Chen, Shikuan
1
Chen, Sipeng
1
Chen, Yi-Hsuan
1
Chevapatrakul, Thanaset
1
Chiang, Thomas C.
1
Chien, Chih-Chung
1
Chin, Michael
1
Chiu, Ching Wai Jeremy
1
Christensen, Bent Jesper
1
Collet, Jerome
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Journal of banking & finance
SFB 649 discussion paper
7
CFS working paper series
5
Journal of econometrics
4
Working paper / National Bureau of Economic Research, Inc.
4
Applied quantitative finance
3
CoFE discussion papers
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
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 business & economic statistics : JBES ; a publication of the American Statistical Association
2
American Economic Review papers and proceedings
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Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European finance review : the official journal of the European Finance Association
1
Global COE Hi-Stat discussion paper series
1
International economic review
1
Journal of applied econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of forecasting
1
Quantitative economics : QE ; journal of the Econometric Society
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
1
Working paper / Centre for Financial Research
1
Working papers / Federal Reserve Bank of Chicago
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Working papers / Financial Institutions Center
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ZEW discussion papers
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ECONIS (ZBW)
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Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
2
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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