//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Non-commercial literature"
subject:"Volatility"
~person:"Agénor, Pierre-Richard"
~person:"Clements, Adam"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
77
Theory
77
Volatilität
20
Forecasting model
11
Prognoseverfahren
11
Welfare analysis
11
Wohlfahrtsanalyse
11
Incomplete market
10
Unvollkommener Markt
10
Schock
9
Shock
9
Bank liquidity
8
Bankenliquidität
8
Business cycle
8
Geldpolitik
8
Konjunktur
8
Monetary policy
8
Endogenes Wachstumsmodell
7
Endogenous growth model
7
Financial crisis
7
Finanzkrise
7
Bank lending
6
Basel Accord
6
Basler Akkord
6
Credit market
6
International financial market
6
Internationaler Finanzmarkt
6
Kreditgeschäft
6
Kreditmarkt
6
Liquidity constraint
6
Liquiditätsbeschränkung
6
Developing countries
5
Entwicklungsländer
5
Estimation
5
Mindestreserve
5
Offene Volkswirtschaft
5
Open economy
5
Reserve requirements
5
Schätzung
5
more ...
less ...
Online availability
All
Free
18
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
23
Working Paper
23
Graue Literatur
20
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
20
Author
All
Agénor, Pierre-Richard
Clements, Adam
Diebold, Francis X.
27
Bollerslev, Tim
26
Koopman, Siem Jan
26
Lux, Thomas
26
McAleer, Michael
24
Andersen, Torben
23
Härdle, Wolfgang
23
Chiarella, Carl
16
Fernández-Villaverde, Jesús
16
Lucas, André
16
Bos, Charles S.
12
Lütkepohl, Helmut
12
Meddahi, Nour
12
Mumtaz, Haroon
12
Rubio-Ramírez, Juan Francisco
12
Gonçalves, Sílvia
11
Guerrón-Quintana, Pablo A.
11
Hautsch, Nikolaus
11
Mittnik, Stefan
11
Pierdzioch, Christian
11
Carriero, Andrea
10
Clark, Todd E.
10
Hafner, Christian M.
10
Herwartz, Helmut
10
Marcellino, Massimiliano
10
Bauwens, Luc
9
Brandt, Michael W.
9
Caballero, Ricardo J.
9
Caporin, Massimiliano
9
Hounyo, Ulrich
9
Martin, Gael M.
9
Ortalo-Magné, François
9
Westerhoff, Frank H.
9
Yu, Jun
9
Asai, Manabu
8
Christensen, Bent Jesper
8
Gallo, Giampiero M.
8
Li, Kai
8
more ...
less ...
Institution
All
Economic Development Institute / Macroeconomic Management and Policy Division
1
Published in...
All
NCER working paper series
10
Discussion paper series
5
Working paper / National Bureau of Economic Research, Inc.
2
Business analytics working paper series
1
Policy research working paper : WPS
1
Série de trabalhos para discussão
1
Source
All
ECONIS (ZBW)
20
Showing
1
-
20
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L.
-
2021
Persistent link: https://www.econbiz.de/10012940044
Saved in:
2
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
3
Volatility dependent dynamic equicorrelation
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
-
2016
Persistent link: https://www.econbiz.de/10011777151
Saved in:
4
Aid volatility, human capital, and growth
Agénor, Pierre-Richard
-
2016
Persistent link: https://www.econbiz.de/10011489712
Saved in:
5
External shocks, financial volatility and reserve requirements in an open economy
Agénor, Pierre-Richard
;
Alper, Koray
;
Silva, Luiz A. …
-
2015
Persistent link: https://www.econbiz.de/10011441258
Saved in:
6
External shocks, financial volatility and reserve requirements in an open economy
Agénor, Pierre-Richard
;
Alper, Koray
;
Silva, Luiz A. …
-
2015
Persistent link: https://www.econbiz.de/10011311198
Saved in:
7
Modeling and forecasting realized volatility : getting the most out of the jump component
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009789511
Saved in:
8
Loan loss provisioning rules, procyclicality, and financial volatility
Agénor, Pierre-Richard
;
Zilberman, Roy
-
2013
Persistent link: https://www.econbiz.de/10009765503
Saved in:
9
Monetary shocks and the cyclical behavior of loan spreads
Agénor, Pierre-Richard
;
Bratsiotis, G. J.
;
Pfajfar, D.
-
2011
Persistent link: https://www.econbiz.de/10008902424
Saved in:
10
Volatility timing and portfolio selection : how best to forecast volatility
Clements, Adam
;
Silvennoinen, Annastiina
-
2011
Persistent link: https://www.econbiz.de/10009405949
Saved in:
11
Volatility and the role of order book structure
Becker, Ralf
;
Clements, Adam
-
2010
Persistent link: https://www.econbiz.de/10008668670
Saved in:
12
A Cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf
;
Clements, Adam
;
O'Neill, Robert
-
2010
Persistent link: https://www.econbiz.de/10008668675
Saved in:
13
Portfolio allocation : getting the most out of realised volatility
Clements, Adam
;
Silvennoinen, Annastiina
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10003978951
Saved in:
14
A cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf
;
Clements, Adam
;
O'Neill, Robert
-
2010
Persistent link: https://www.econbiz.de/10008648672
Saved in:
15
On the efficacy of techniques for evaluating multivariate volatility forecasts
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880627
Saved in:
16
A nonparametric approach to forecasting realized volatility
Clements, Adam
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880632
Saved in:
17
On the economic benefit of utility based estimation of a volatility model
Clements, Adam
;
Silvennoinen, Annastiina
-
2009
Persistent link: https://www.econbiz.de/10003880634
Saved in:
18
Aid volatility and poverty traps
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
2007
Persistent link: https://www.econbiz.de/10003547904
Saved in:
19
Volatility and the welfare costs of financial market integration
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
1998
Persistent link: https://www.econbiz.de/10000997505
Saved in:
20
Volatility and the welfare costs of financial market integration
Agénor, Pierre-Richard
;
Aizenman, Joshua
-
1998
Persistent link: https://www.econbiz.de/10000680522
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->