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~institution:"Rodney L. White Center for Financial Research"
~institution:"The Wharton Financial Institutions Center"
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Search: subject:"Volatilität"
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Volatility
13
Volatilität
13
Theorie
11
Theory
11
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6
Kapitaleinkommen
6
Exchange rate
5
Wechselkurs
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Robert F. Engle
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Diebold, Francis X.
10
Bollerslev, Tim
4
Brandt, Michael W.
4
Andersen, Torben
3
Alizadeh, Sassan
2
Anderson, Torben G.
2
Christoffersen, Peter F.
2
Kadlec, Gregory B.
2
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1
Kang, Qiang
1
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1
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1
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Rodney L. White Center for Financial Research
The Wharton Financial Institutions Center
National Bureau of Economic Research
499
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Centre for Analytical Finance <Århus>
19
World Bank
18
National Centre of Competence in Research North South <Bern>
17
International Monetary Fund
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Swiss National Centre of Competence in Research North South <Bern>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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5
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5
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5
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4
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4
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4
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4
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4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
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Working papers / Rodney L. White Center for Financial Research
8
Working papers / Financial Institutions Center
5
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ECONIS (ZBW)
13
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1
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
2
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
3
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
4
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
5
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
6
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
7
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:
8
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:
9
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
10
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
1
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