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type_genre:"Arbeitspapier"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"The Wharton Financial Institutions Center"
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Search: subject_exact:"Volatilität"
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Volatility
14
Volatilität
14
Capital income
6
Kapitaleinkommen
6
Theorie
4
Theory
4
Aktienmarkt
3
Capital structure
3
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Arbeitspapier
Working Paper
14
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8
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8
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English
14
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Crouhy, Michel
5
Diebold, Francis X.
4
Bensoussan, Alain
3
Galai, Dan
3
Rockinger, Michael
3
Andersen, Torben
2
Bollerslev, Tim
2
Solnik, Bruno
2
Anderson, Torben G.
1
Boucrelle, Cyril
1
Christoffersen, Peter F.
1
Dumas, Bernard
1
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1
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1
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1
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1
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Chambre de commerce et d'industrie de Paris
The Wharton Financial Institutions Center
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
16
National Bureau of Economic Research
15
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Institut für Weltwirtschaft
10
Internationaler Währungsfonds / Research Department
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
European University Institute / Department of Economics
9
Federal Reserve Bank of New York
8
International Monetary Fund
8
Rodney L. White Center for Financial Research
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Ekonomiska forskningsinstitutet <Stockholm>
7
Instituto Valenciano de Investigaciones Económicas
7
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
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4
Inter-American Development Bank / Office of the Chief Economist
4
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4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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Les cahiers de recherche / HEC Paris
9
Working papers / Financial Institutions Center
5
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ECONIS (ZBW)
14
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1
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
2
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:
3
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:
4
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
5
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
6
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
Saved in:
7
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
Saved in:
8
Volatility indices for the French financial market
Crouhy, Michel
;
Rockinger, Michael
-
1996
Persistent link: https://www.econbiz.de/10000936195
Saved in:
9
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
10
International market correlation and volatility
Solnik, Bruno
;
Boucrelle, Cyril
;
Le Fur, Yann
-
1996
Persistent link: https://www.econbiz.de/10000938038
Saved in:
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