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Volatilität
788
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787
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286
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198
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183
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183
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Bollerslev, Tim
28
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27
Aït-Sahalia, Yacine
19
Todorov, Viktor
19
Aizenman, Joshua
16
Tauchen, George Eugene
16
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14
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12
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9
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8
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8
Meddahi, Nour
8
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8
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8
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8
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
Giglio, Stefano
5
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5
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5
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
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598
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495
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482
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416
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398
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375
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375
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344
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338
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338
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324
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266
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261
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258
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255
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246
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245
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245
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240
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235
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221
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198
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197
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184
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183
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172
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171
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165
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157
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152
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150
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145
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ECONIS (ZBW)
788
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401
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788
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401
Real exchange rate and international reserves in the era of growing financial and trade integration
Aizenman, Joshua
;
Riera-Chrichton, Daniel
-
2006
Persistent link: https://www.econbiz.de/10003355304
Saved in:
402
Resolving macroeconomic uncertainty in stock and bond markets
Beber, Alessandro
;
Brandt, Michael W.
-
2006
Persistent link: https://www.econbiz.de/10003331739
Saved in:
403
Volatility in an era of reduced uncertainty : lessons from pax Britannica
Brown, William O.
;
Burdekin, Richard C. K.
;
Weidenmier, …
-
2005
Persistent link: https://www.econbiz.de/10002816141
Saved in:
404
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:
405
Volatility and growth : credit constraints and productivity-enhancing investment
Aghion, Philippe
;
Angeletos, Marios
;
Banerjee, Abhijit V.
; …
-
2005
Persistent link: https://www.econbiz.de/10002851936
Saved in:
406
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
407
Technological revolutions and stock prices
Pástor, Ľuboš
;
Veronesi, Pietro
-
2005
Persistent link: https://www.econbiz.de/10003259895
Saved in:
408
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
409
What caused the decline in US business cycle volatility?
Gordon, Robert J.
-
2005
Persistent link: https://www.econbiz.de/10003222883
Saved in:
410
Stuck on gold : real exchange rate volatility and the rise and fall of the gold standard
Chernyshoff, Natalia
;
Jacks, David S.
;
Taylor, Alan M.
-
2005
Persistent link: https://www.econbiz.de/10003223073
Saved in:
411
What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003232674
Saved in:
412
Bubbles and capital flow volatility : causes and risk management
Caballero, Ricardo J.
;
Krishnamurthy, Arvind
-
2005
Persistent link: https://www.econbiz.de/10003132596
Saved in:
413
Declining volatility in the US automobile industry
Ramey, Valerie A.
;
Vine, Daniel J.
-
2005
Persistent link: https://www.econbiz.de/10003132762
Saved in:
414
Capital flows and controls in Brazil : what have we learned?
Goldfajn, Ilan
;
Minella, André
-
2005
Persistent link: https://www.econbiz.de/10003133010
Saved in:
415
Separating the business cycle from other economic fluctuations
Hall, Robert Ernest
-
2005
Persistent link: https://www.econbiz.de/10003145360
Saved in:
416
Institutional investors and stock market volatility
Gabaix, Xavier
;
Gopikrishnan, Parameswaran
;
Plerou, Vasiliki
-
2005
Persistent link: https://www.econbiz.de/10003189314
Saved in:
417
The labor market and macro volatility : a nonstationary general-equilibrium analysis
Hall, Robert Ernest
-
2005
Persistent link: https://www.econbiz.de/10003163140
Saved in:
418
Capital flows in a globalized world : the role of policies and institutions
Alfaro, Laura
;
Kalemli-Ozcan, Sebnem
;
Volosovych, Vadym
-
2005
Persistent link: https://www.econbiz.de/10003171291
Saved in:
419
Multifrequency news and stock returns
Calvet, Laurent E.
;
Fisher, Adlai J.
-
2005
Persistent link: https://www.econbiz.de/10002978255
Saved in:
420
Venture capital investment cycles : the impact of public markets
Gompers, Paul A.
;
Kovner, Anna
;
Lerner, Joshua
; …
-
2005
Persistent link: https://www.econbiz.de/10002878080
Saved in:
421
The rise in firm-level volatility : causes and consequences
Comin, Diego
;
Philippon, Thomas
-
2005
Persistent link: https://www.econbiz.de/10002878118
Saved in:
422
Capital controls, exchange rate volatility and external vulnerability
Edwards, Sebastian
;
Rigobón, Roberto
-
2005
Persistent link: https://www.econbiz.de/10002948903
Saved in:
423
Can standard preferences explain the prices of out of the money S&P 500 put options
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
-
2005
Persistent link: https://www.econbiz.de/10003254568
Saved in:
424
Relative price volatility under sudden stops : the relevance of balance sheet effects
Calvo, Guillermo
;
Izquierdo, Alejandro
;
Loo-Kung, Rudy
-
2005
Persistent link: https://www.econbiz.de/10003090863
Saved in:
425
Endogenous dividend dynamics and the term structure of dividend strips
Belo, Frederico
;
Collin-Dufresne, Pierre
;
Goldstein, …
-
2012
Persistent link: https://www.econbiz.de/10009666681
Saved in:
426
Time-varying leverage effects
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 94-113
Persistent link: https://www.econbiz.de/10009666736
Saved in:
427
Robustifying multivariate trend tests to nonstationary volatility
Xu, Ke-li
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 147-154
Persistent link: https://www.econbiz.de/10009671331
Saved in:
428
International market links and volatility transmission
Corradi, Valentina
;
Distaso, Walter
;
Fernandes, Marcelo
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10009673128
Saved in:
429
The anatomy of a credit crisis : the boom and bust in farm land prices in the United States in the 1920s
Rajan, Raghuram Govind
;
Ramcharan, Rodney
-
2012
Persistent link: https://www.econbiz.de/10009547367
Saved in:
430
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
431
Volatility, the macroeconomy and asset prices
Bansal, Ravi
;
Kiku, Dana
;
Shaliastovich, Ivan
;
Yaron, Amir
-
2012
Persistent link: https://www.econbiz.de/10009553032
Saved in:
432
Tail risk in momentum strategy returns
Daniel, Kent
;
Jagannathan, Ravi
;
Kim, Soohun
-
2012
Persistent link: https://www.econbiz.de/10009562288
Saved in:
433
Debt- and equity-led capital flow episodes
Forbes, Kristin
;
Warnock, Francis E.
-
2012
Persistent link: https://www.econbiz.de/10009623466
Saved in:
434
Tailspotting : how disclosure, stock prices and volatility change when ceos fly to their vacation homes
Yermack, David L.
-
2012
Persistent link: https://www.econbiz.de/10009530249
Saved in:
435
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
436
The nature of countercyclical income risk
Guvenen, Fatih
;
Ozkan, Serdar
;
Song, Jae
-
2012
Persistent link: https://www.econbiz.de/10009539857
Saved in:
437
House price moments in boom-bust cycles
Sinai, Todd M.
-
2012
Persistent link: https://www.econbiz.de/10009547223
Saved in:
438
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009632872
Saved in:
439
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2012
Persistent link: https://www.econbiz.de/10009633283
Saved in:
440
Disagreement and asset prices
Carlin, Bruce Ian
;
Longstaff, Francis A.
;
Matoba, Kyle
-
2012
Persistent link: https://www.econbiz.de/10009687279
Saved in:
441
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
442
Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
-
2012
Persistent link: https://www.econbiz.de/10009680904
Saved in:
443
On the link between the volatility and skewness of growth
Bekaert, Geert
;
Popov, Alexander
-
2012
Persistent link: https://www.econbiz.de/10009680928
Saved in:
444
Jumps in equilibrium prices and market microstructure noise
Lee, Suzanne S.
;
Mykland, Per A.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 396-406
Persistent link: https://www.econbiz.de/10009612713
Saved in:
445
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
Saved in:
446
A semiparametric stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 473-482
Persistent link: https://www.econbiz.de/10009613920
Saved in:
447
Corn production shocks in 2012 and beyond : implications for food price volatility
Berry, Steven
;
Roberts, Michael J.
;
Schlenker, Wolfram
-
2012
Persistent link: https://www.econbiz.de/10009702459
Saved in:
448
Trilemma policy convergence patterns and output volatility
Aizenman, Joshua
;
Itō, Hiro
-
2012
Persistent link: https://www.econbiz.de/10009500261
Saved in:
449
Exchange rate volatility and the credit channel in emerging markets : a vertical perspective
Caballero, Ricardo J.
;
Krishnamurthy, Arvind
-
2004
Persistent link: https://www.econbiz.de/10002101182
Saved in:
450
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
-
2004
Persistent link: https://www.econbiz.de/10002025610
Saved in:
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