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subject:"Volatilität"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Monetary policy"
~subject:"Theorie"
~type_genre:"Working Paper"
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Volatilität
Monetary policy
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Estimation
7
Schätzung
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3
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3
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Anderson, Torben G.
1
Bollerslev, Tim
1
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1
Diebold, Francis X.
1
Labys, Paul
1
Pástor, Ľuboš
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Rodney L. White Center for Financial Research
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
Ekonomiska forskningsinstitutet <Stockholm>
36
Forschungsinstitut zur Zukunft der Arbeit
34
Internationaler Währungsfonds / Research Department
22
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Leibniz-Institut für Wirtschaftsforschung Halle
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Australian National University / Faculty of Economics and Commerce
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Federal Reserve Bank of San Francisco
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University of Canterbury / Dept. of Economics and Finance
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University of Reading / Department of Economics
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Center for Economic Research <Tilburg>
5
Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Deutsches Institut für Wirtschaftsforschung
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
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Johns Hopkins University / Department of Economics
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Umeå universitet
5
University of Dundee / Department of Economic Studies
5
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University of Waterloo / Department of Economics
5
William Davidson Institute <Ann Arbor, Mich.>
5
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4
Carleton University / Department of Economics
4
Centro Studi Luca d'Agliano <Turin>
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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1
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:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
3
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
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