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~type:"book"
~accessRights:"free"
~language:"eng"
~subject:"Volatilität"
~subject:"Economic model"
~type_genre:"Non-commercial literature"
~institution:"Nuffield College"
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Volatilität
Economic model
Inflation
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Estimation theory
3
Forecasting model
3
Großbritannien
3
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Arbeitspapier
6
Graue Literatur
6
Working Paper
6
Language
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English
Author
All
Shephard, Neil G.
4
Barndorff-Nielsen, Ole E.
3
Hendry, David F.
2
Krolzig, Hans-Martin
2
Chib, Siddhartha
1
Graversen, Svend Erik
1
Nakajima, Jouchi
1
Omori, Yasuhiro
1
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Nuffield College
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Federal Reserve Bank of St. Louis
13
European University Institute / Department of Economics
11
National Bureau of Economic Research
11
Centre for Growth and Business Cycle Research <Manchester>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
7
Centre for International Economic Studies
6
Institute of Finance and Accounting <London>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
5
Institut für Weltwirtschaft
5
Massachusetts Institute of Technology / Department of Economics
5
Inter-American Development Bank / Office of the Chief Economist
4
Center for Economic Research <Tilburg>
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
New York Stock Exchange
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Brown University / Department of Economics
2
Business Information Centre <Toronto>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsches Institut für Wirtschaftsforschung
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Agrarentwicklung in Mittel- und Osteuropa
2
Institutet för Internationell Ekonomi <Stockholm>
2
Leibniz-Institut für Wirtschaftsforschung Halle
2
National Institute of Economic and Social Research
2
Nationalekonomiska Institutionen <Lund>
2
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
2
SUERF - The European Money and Finance Forum
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Department of Economics
2
University of Cambridge / Department of Applied Economics
2
Université de Montréal / Département de sciences économiques
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ECONIS (ZBW)
6
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A feasible central limit theory for realised volatility under leverage
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923849
Saved in:
2
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
3
The properties of automatic gets modelling
Hendry, David F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752439
Saved in:
4
Sub-sample model selection procedures in gets modelling
Hendry, David F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752454
Saved in:
5
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
6
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
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