Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Rodney L. White Center for Financial Research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Practical Volatility and Corre...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Volatility
6
Volatilität
6
USA
5
United States
5
Capital income
4
Exchange rate
4
Kapitaleinkommen
4
Wechselkurs
4
Estimation theory
3
Impact assessment
3
Schätztheorie
3
Wirkungsanalyse
3
Ankündigungseffekt
2
Announcement effect
2
Deutschland
2
Estimation
2
Forecast
2
Germany
2
Prognose
2
Schätzung
2
Yield curve
2
Zinsstruktur
2
1985-2000
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Bond market
1
Business cycle
1
Cointegration
1
Correlation
1
Derivat
1
Derivative
1
Devisenmarkt
1
Elementarschadenversicherung
1
Forecasting model
1
Foreign exchange market
1
Government securities
1
Großbritannien
1
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
Diebold, Francis X.
12
Bollerslev, Tim
4
Brandt, Michael W.
3
Alizadeh, Sassan
2
Andersen, Torben
2
Anderson, Torben G.
2
Kadlec, Gregory B.
2
Vega, Clara
2
Aruoba, S. Borağan
1
Campbell, Sean D.
1
Christoffersen, Peter F.
1
Engle, Robert F.
1
Labys, Paul
1
Li, Canlin
1
Rudebusch, Glenn D.
1
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
Center for Financial Studies
671
National Bureau of Economic Research
83
Department of Economics, University of Pennsylvania
35
Federal Reserve Board (Board of Governors of the Federal Reserve System)
35
School of Economics and Management, University of Aarhus
35
National Bureau of Economic Research (NBER)
28
Federal Reserve Bank of Philadelphia
20
Financial Institutions Center, Wharton School of Business
19
The Wharton Financial Institutions Center
9
Duke University, Department of Economics
8
Finance Department, Stern School of Business
8
Federal Reserve Bank of San Francisco
7
Federal Reserve Bank of Minneapolis
6
International Monetary Fund (IMF)
6
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
4
Center for Financial Studies <Frankfurt, Main>
3
Federal Reserve Bank of Chicago
3
Federal Reserve Bank of New York
3
Center for Analytic Research and Economics in the Social Sciences (CARESS), Department of Economics
2
East Asian Bureau of Economic Research (EABER)
2
Econometric Society
2
Economics Department, Stern School of Business
2
Institute of Economic Research, Hitotsubashi University
2
Princeton University Press
2
Society for Computational Economics - SCE
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Banco Central de Chile
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Centre for Economic Policy Research
1
Department of Economics, Boston College
1
Department of Economics, Oxford University
1
Département de Sciences Économiques, Université de Montréal
1
Economic Policy Research Unit (EPRU), Økonomisk Institut
1
Economics Department, Massachusetts Institute of Technology (MIT)
1
Economics Department, Queen's University
1
Economics and Econometrics Research Institute (EERI)
1
Edward Elgar
1
Edward Elgar Publishing
1
more ...
less ...
Published in...
All
Working papers / Rodney L. White Center for Financial Research
12
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
2
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229579
Saved in:
3
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
4
Micro effects of macro announcements : real-time price discovery in foreign exchange
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019989
Saved in:
5
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
6
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:
7
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:
8
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:
9
Weather forecasting for weather derivatives
Campbell, Sean D.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022980
Saved in:
10
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
