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subject:"Volatility"
~person:"Baum, Christopher F."
~person:"Diebold, Francis X."
~type_genre:"Graue Literatur"
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Volatility
Estimation
49
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14
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14
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Baum, Christopher F.
Diebold, Francis X.
McAleer, Michael
46
Caporale, Guglielmo Maria
26
Gupta, Rangan
20
Härdle, Wolfgang
20
Pierdzioch, Christian
20
Belke, Ansgar
19
Hautsch, Nikolaus
19
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14
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14
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Chang, Chia-Lin
12
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Asai, Manabu
11
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11
Gil-Alaña, Luis A.
11
Hafner, Christian M.
11
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11
Bollerslev, Tim
10
Buch, Claudia M.
10
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9
Bos, Charles S.
9
Caporin, Massimiliano
9
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9
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8
Bartram, Söhnke M.
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Cheung, Yin-Wong
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8
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Medeiros, Marcelo C.
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Mittnik, Stefan
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Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
-
2018
Persistent link: https://www.econbiz.de/10011891048
Saved in:
2
Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility
Baum, Christopher F.
;
Zerilli, Paola
-
2014
Persistent link: https://www.econbiz.de/10011293875
Saved in:
3
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
4
The impact of macroeconomic uncertainty on cash holdings for non-financial firms
Baum, Christopher F.
;
Caglayan, Mustafa
;
Ozkan, Neslihan
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001898292
Saved in:
5
The impact of macroeconomic uncertainty on cash holdings for nonfinancial firms
Baum, Christopher F.
;
Caglayan, Mustafa
;
Ozkan, Neslihan
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001972729
Saved in:
6
The impact of macroeconomic uncertainty on cash holdings for non-financial firms
Baum, Christopher F.
;
Caglayan, Mustafa
;
Ozkan, Neslihan
; …
-
2004
Persistent link: https://www.econbiz.de/10002153179
Saved in:
7
The volatility of international trade flows and exchange rate uncertainty
Baum, Christopher F.
;
Caglayan, Mustafa
-
2009
Persistent link: https://www.econbiz.de/10003839709
Saved in:
8
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
9
The impact of macroeconomic uncertainty on trade credit for non-financial firms
Baum, Christopher F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002908874
Saved in:
10
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
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