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Exchange rate
Volatilität
163
Volatility
159
Theorie
150
Theory
149
USA
102
United States
97
Capital income
92
Kapitaleinkommen
92
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73
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69
Estimation
67
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64
Prognoseverfahren
64
Börsenkurs
60
Share price
59
Devisenmarkt
57
Foreign exchange market
53
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46
Zeitreihenanalyse
46
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42
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41
Ankündigungseffekt
40
Risikoprämie
39
Risk premium
39
Announcement effect
38
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34
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33
Portfolio selection
32
Deutschland
30
Estimation theory
30
Schätztheorie
30
Welt
30
World
29
Germany
28
Aktienmarkt
27
Financial market
26
Finanzmarkt
26
Stock market
26
Market microstructure
25
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Free
23
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5
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Book / Working Paper
35
Article
34
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Article in journal
29
Aufsatz in Zeitschrift
29
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16
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16
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Non-commercial literature
15
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4
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4
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4
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3
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2
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2
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English
69
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Melvin, Michael
37
Bollerslev, Tim
32
Andersen, Torben
15
Diebold, Francis X.
15
Labys, Paul
9
Taylor, Mark P.
7
Vega, Clara
6
Prins, John
5
Andersen, Torben G.
4
Baillie, Richard
4
Itō, Takatoshi
3
Saborowski, Christian
3
Sager, Michael
3
Shand, Duncan
3
Anderson, Torben G.
2
Hogan, Kedreth C.
2
Norrbin, Stefan C.
2
Pan, Wenqiang
2
Wikstrom, Petra
2
Zhou, Hao
2
Ahn, Seung Chan
1
Cai, Jun
1
Cheung, Stephen Y. L.
1
Covrig, Vicentiu
1
Domowitz, Ian
1
Engle, Robert F.
1
Forsberg, Lars
1
Gómez, Manuel
1
Ito, Takatoshi
1
Lange, Steve
1
Lee, Raymond Siu-kuen
1
Li, Jia
1
Menkhoff, Lukas
1
Nardari, Federico
1
Ormiston, Michael B.
1
Roberts, Dan J.
1
Schlagenhauf, Don E.
1
Schmeling, Maik
1
Shand, Duncan D.
1
Talu, Ayhan
1
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National Bureau of Economic Research
6
Rodney L. White Center for Financial Research
2
The Wharton Financial Institutions Center
1
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NBER working paper series
6
CESifo working papers
5
Working paper / National Bureau of Economic Research, Inc.
4
CESifo Working Paper Series
3
NBER Working Paper
3
The journal of finance : the journal of the American Finance Association
3
Foreign exchange markets
2
Journal of econometrics
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of money, credit and banking : JMCB
2
The Addison-Wesley series in economics
2
The review of economic studies
2
Working papers / Rodney L. White Center for Financial Research
2
Discussion paper / Centre for Economic Policy Research
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic inquiry : journal of the Western Economic Association International
1
European economic review : EER
1
Finance and economics discussion series
1
Financial Institutions Center
1
Handbook of economic forecasting ; Volume 2
1
Handbook of economic forecasting ; Volume 2B
1
International journal of central banking : IJCB
1
International journal of finance & economics : IJFE
1
Japan's new economy : continuity and change in the twenty-first century
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international economics
1
Pacific economic review
1
The American economic review
1
The HarperCollins series in economics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economics and statistics
1
Weiss Center working papers
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ECONIS (ZBW)
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1
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
2
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
3
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
4
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
5
Modelling the persistence of conditional variances
Engle, Robert F.
- In:
Econometric reviews
5
(
1986
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
Saved in:
6
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
7
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
8
Common stochastic trends in a system of exchange rates
Baillie, Richard
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001063241
Saved in:
9
The message in daily exchange rates : a conditional-variance tale
Baillie, Richard
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
3
,
pp. 297-305
Persistent link: https://www.econbiz.de/10001069396
Saved in:
10
Micro effects of macro announcements : real-time price discovery in foreign exchange
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
93
(
2003
)
1
,
pp. 38-62
Persistent link: https://www.econbiz.de/10001767312
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