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~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"Working paper"
~type_genre:"Handbook"
~type_genre:"Working Paper"
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Aktienindex
23
Stock index
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ECONIS (ZBW)
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Asymmetric financial indexation and speculative rational price bubbles in the housing market
Valenzuela-Silva, Mario I.
;
Martinez-Vazquez, Jorge
; …
-
2023
Persistent link: https://www.econbiz.de/10014382477
Saved in:
2
Application of volatility-managed portfolios in the context of a volatility index
Subramanian, Abhishek
;
Kayal, Parthajit
-
2023
Persistent link: https://www.econbiz.de/10014375126
Saved in:
3
The anatomy of index rebalancings: evidence from transaction data
Escobar, Mariana
;
Pandolfi, Lorenzo
;
Pedraza, Alvaro
; …
-
2021
Persistent link: https://www.econbiz.de/10012803354
Saved in:
4
Replicating the Dow Jones Industrial Average
Lin, Jacky
;
Selden, Genevieve C.
;
Shoven, John B.
; …
-
2021
Persistent link: https://www.econbiz.de/10012505795
Saved in:
5
What triggers stock market jumps?
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012588173
Saved in:
6
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
7
Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012100535
Saved in:
8
Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012100546
Saved in:
9
Policy news and stock market volatility
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Kost, Kyle
-
2019
Persistent link: https://www.econbiz.de/10012026867
Saved in:
10
Background indicators
Raunig, Burkhard
-
2016
Persistent link: https://www.econbiz.de/10011494861
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