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type_genre:"Arbeitspapier"
type_genre:"Sammlung"
~institution:"Birkbeck College / Department of Economics"
~subject:"Asymmetrische Information"
~subject:"Volatilität"
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Asymmetrische Information
Volatilität
Theorie
44
Theory
44
Estimation
16
Schätzung
16
Großbritannien
10
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10
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8
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1973-1997
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1988-1993
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Orszag, Jonathan Michael
2
Bianchi, Marco
1
Dacco, Roberto
1
Gylfi Zoega
1
Karanasos, Menelaos
1
Psaradakis, Zacharias G.
1
Sola, Martin
1
Steeley, James M.
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Birkbeck College / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Ekonomiska forskningsinstitutet <Stockholm>
13
Center for Economic Research <Tilburg>
9
Rodney L. White Center for Financial Research
9
Brown University / Department of Economics
8
Internationaler Währungsfonds / Research Department
8
Svenska Handelshögskolan <Helsinki>
8
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
8
Bonn Graduate School of Economics
7
Centre for Analytical Finance <Århus>
7
European University Institute / Department of Economics
7
Columbia University / Department of Economics
6
Forschungsinstitut zur Zukunft der Arbeit
6
The Wharton Financial Institutions Center
6
Universitetet i Oslo / Økonomisk institutt
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University of Exeter / Department of Economics
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Federal Reserve Bank of Richmond
5
Institute of Finance and Accounting <London>
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Massachusetts Institute of Technology / Department of Economics
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
University of British Columbia / Finance Division
5
Centre for Growth and Business Cycle Research <Manchester>
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
European University Institute / Department of Law
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Division of Research and Statistics
4
Instituto Valenciano de Investigaciones Económicas
4
National Bureau of Economic Research
4
Australian National University / Faculty of Economics and Commerce
3
Erasmus Research Institute of Management
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
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3
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3
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3
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3
Umeå Universitet / Institutionen för Nationalekonomi
3
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3
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ECONIS (ZBW)
7
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1
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
2
The European monetary system : a flexible disciplinary device
Vitale, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000961100
Saved in:
3
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
4
Hiring-risk and labor market equilibrium
Orszag, Jonathan Michael
;
Gylfi Zoega
-
1995
Persistent link: https://www.econbiz.de/10000924222
Saved in:
5
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
6
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
7
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
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