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subject:"Asymmetrische Information"
~institution:"Svenska Handelshögskolan <Helsinki>"
~institution:"The Wharton Financial Institutions Center"
~subject:"Volatility"
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Asymmetrische Information
Volatility
Theorie
84
Theory
84
Capital income
10
Kapitaleinkommen
10
Option pricing theory
9
Optionspreistheorie
9
USA
9
United States
9
Volatilität
9
Asymmetric information
5
CAPM
5
Credit risk
4
Estimation
4
Forecasting model
4
Kreditrisiko
4
Portfolio selection
4
Portfolio-Management
4
Prognoseverfahren
4
Schätzung
4
Agency theory
3
Asset-liability management
3
Bank
3
Bankenkrise
3
Banking crisis
3
Bilanzstrukturmanagement
3
Bubbles
3
Business network
3
Börsenkurs
3
Derivat
3
Derivative
3
Foreign portfolio investment
3
Insolvency
3
Insolvenz
3
Insurance
3
Investor Relations
3
Investor relations
3
Lieferantenmanagement
3
Mathematical programming
3
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Type of publication
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Book / Working Paper
14
Type of publication (narrower categories)
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Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
14
Author
All
Diebold, Francis X.
3
Söderman, Ronnie
3
Aba Al-Khail, Mohammed
2
Andersen, Torben
2
Bollerslev, Tim
2
Stenbacka, Rune
2
Allen, Franklin
1
Alvarez, Luis H. R.
1
Anderson, Torben G.
1
Barzel, Yoram
1
Christoffersen, Peter F.
1
Gehrig, Thomas
1
Habib, Michel Antoine
1
Johnson, D. Bruce
1
Morris, Stephen
1
Penttinen, Aku
1
Shin, Hyun Song
1
Sundkvist, Kim
1
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Institution
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Svenska Handelshögskolan <Helsinki>
The Wharton Financial Institutions Center
National Bureau of Economic Research
280
Ekonomiska forskningsinstitutet <Stockholm>
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Center for Economic Research <Tilburg>
9
European University Institute / Department of Economics
9
Rodney L. White Center for Financial Research
9
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
9
Brown University / Department of Economics
8
Internationaler Währungsfonds / Research Department
8
Birkbeck College / Department of Economics
7
Bonn Graduate School of Economics
7
Centre for Analytical Finance <Århus>
7
Columbia University / Department of Economics
6
Forschungsinstitut zur Zukunft der Arbeit
6
Universitetet i Oslo / Økonomisk institutt
6
University of British Columbia / Finance Division
6
University of Exeter / Department of Economics
6
Centre for Economic Policy Research
5
Federal Reserve Bank of Richmond
5
Federal Reserve Bank of San Francisco
5
Institute of Finance and Accounting <London>
5
Massachusetts Institute of Technology / Department of Economics
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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 System / Division of Research and Statistics
4
Instituto Valenciano de Investigaciones Económicas
4
Springer Fachmedien Wiesbaden
4
World Bank
4
Australian National University / Faculty of Economics and Commerce
3
Erasmus Research Institute of Management
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Institut for Nationaløkonomi <Kopenhagen>
3
Institutet för Internationell Ekonomi <Stockholm>
3
International Center for Financial Asset Management and Engineering
3
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Published in...
All
Meddelanden från Svenska Handelshögskolan
8
Working papers / Financial Institutions Center
6
Source
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ECONIS (ZBW)
14
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1
Prevention is better than cure : precluding information acquisition in IPOs
Barzel, Yoram
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100316
Saved in:
2
Beauty contests, bubbles and iterated expectations in asset markets
Allen, Franklin
(
contributor
);
Morris, Stephen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754502
Saved in:
3
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
4
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
5
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
6
International portfolio investments and the information value of trade
Aba Al-Khail, Mohammed
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719183
Saved in:
7
The impact of FDI on international portfolio investments
Aba Al-Khail, Mohammed
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001719187
Saved in:
8
Optimal risk adoption : a real options approach
Alvarez, Luis H. R.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001607757
Saved in:
9
Screening cycles
Gehrig, Thomas
(
contributor
);
Stenbacka, Rune
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001607758
Saved in:
10
Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
Saved in:
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