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~isPartOf:"Cambridge-INET working papers"
~language:"eng"
~subject:"Theorie"
~subject:"Volatilität"
~type:"book"
~type_genre:"Article in journal"
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Connectors and influencers
Choi, Syngjoo
;
Goyal, Sanjeev
;
Moisan, Frédéric
-
2019
-
Revised 29, March 2021
Persistent link: https://www.econbiz.de/10012698895
Saved in:
2
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
3
Exchange rate shocks and quality adjustments
Goetz, Daniel
;
Rodnyansky, Alexander
-
2019
-
This version: February 24, 2019
Persistent link: https://www.econbiz.de/10012692676
Saved in:
4
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
5
Some dynamic and steady-state properties of threshold autoregressions with applications to stationarity and local explosivity
Ahmed, Muhammad Farid
;
Satchell, Stephen
-
2019
-
This version: February 21, 2019
Persistent link: https://www.econbiz.de/10012698700
Saved in:
6
(Un)competitive devaluations and firm dynamics
Rodnyansky, Alexander
-
2019
-
This version: February 24, 2019
Persistent link: https://www.econbiz.de/10012672293
Saved in:
7
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise
Onatski, Alexei
-
2018
-
This draft: August, 2007
Persistent link: https://www.econbiz.de/10012667616
Saved in:
8
A coupled component GARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
-
2018
Persistent link: https://www.econbiz.de/10012671142
Saved in:
9
Debt seniority and sovereign debt crises
Ari, Anil
;
Corsetti, Giancarlo
;
Dedola, Luca
-
2018
Persistent link: https://www.econbiz.de/10012668783
Saved in:
10
Exchange rate misalignment, capital flows, and optimal monetary policy trade-offs
Corsetti, Giancarlo
;
Dedola, Luca
;
Leduc, Sylvain
-
2018
-
This version: March 2018
Persistent link: https://www.econbiz.de/10012667791
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