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~subject:"United States"
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United States
Theorie
632
Theory
626
Volatilität
309
Volatility
306
Prognoseverfahren
242
Forecasting model
239
Kapitaleinkommen
198
Capital income
197
USA
184
Schätzung
153
Estimation
152
Zeitreihenanalyse
139
Time series analysis
137
Schätztheorie
125
Estimation theory
124
Finanzmarkt
102
Financial market
101
Business cycle
85
Denmark
85
Dänemark
85
Konjunktur
81
Welt
76
World
73
Börsenkurs
72
Share price
71
Wechselkurs
67
Exchange rate
66
Risikoprämie
59
Wirkungsanalyse
59
Risk
58
Risk premium
58
Welfare state
58
ARCH-Modell
57
Impact assessment
57
Sozialstaat
57
ARCH model
56
Risiko
56
Yield curve
56
Zinsstruktur
54
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Free
65
Undetermined
12
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Book / Working Paper
103
Article
73
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Arbeitspapier
87
Working Paper
87
Graue Literatur
80
Non-commercial literature
80
Article in journal
67
Aufsatz in Zeitschrift
67
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Festschrift
1
Hochschulschrift
1
Konferenzschrift
1
Lehrbuch
1
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1
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1
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1
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1
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1
Übersichtsarbeit
1
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English
175
Spanish
1
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All
Diebold, Francis X.
110
Bollerslev, Tim
57
Andersen, Torben
46
Aruoba, S. Borağan
15
Schorfheide, Frank
14
Rudebusch, Glenn D.
12
Campbell, Sean D.
10
Zhou, Hao
9
Chen, Fei
8
Christoffersen, Peter F.
8
Li, Canlin
8
Todorov, Viktor
8
Benzoni, Luca
7
Nalewaik, Jeremy
7
Song, Dongho
6
Tay, Anthony S. A.
6
Yılmaz, Kamil
6
Neumark, David
5
Polsky, Daniel
5
Scotti, Chiara
5
Vega, Clara
5
Wu, Jin
5
Bondarenko, Oleg
4
Hahn, Jinyong
4
Kilian, Lutz
4
Andersen, Torben M.
3
Anderson, Torben G.
3
Easley, David
3
Gibson, Michael S.
3
Lund, Jesper
3
O'Hara, Maureen
3
Yue, Vivian Z.
3
Andersen, Torben Juul
2
Baillie, Richard
2
Cai, Jun
2
Domowitz, Ian
2
Fatás, Antonio
2
Fusari, Nicola
2
Hood, Benjamin
2
Huss, John
2
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National Bureau of Economic Research
6
Rodney L. White Center for Financial Research
5
The Wharton Financial Institutions Center
3
Centre for Economic Policy Research
1
Johns Hopkins University / Department of Economics
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Université de Montréal / Département de sciences économiques
1
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Working paper / National Bureau of Economic Research, Inc.
25
Working papers / Financial Institutions Center
10
Journal of econometrics
9
The journal of finance : the journal of the American Finance Association
8
CFS working paper series
7
Working papers / Penn Institute for Economic Research
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Working papers / Rodney L. White Center for Financial Research
6
Finance and economics discussion series
5
NBER Working Paper
5
NBER working paper series
5
The review of economics and statistics
5
CREATES research paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial markets
3
The review of financial studies
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Business review / Federal Reserve Bank of Philadelphia
2
Discussion paper / Centre for Economic Policy Research
2
Economic inquiry : journal of the Western Economic Association International
2
Financial Institutions Center
2
International economic review
2
International finance discussion papers
2
Journal of applied econometrics
2
Journal of empirical finance
2
PIER Working Paper
2
The American economic review
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
1
American economic review
1
Brookings papers on economic activity : BPEA
1
Business cycles, indicators, and forecasting
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Covid economics : vetted and real-time papers
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
EMU
1
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ECONIS (ZBW)
176
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1
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
2
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
3
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
4
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
5
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
6
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002815851
Saved in:
7
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2011
Persistent link: https://www.econbiz.de/10009389307
Saved in:
8
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2013
Persistent link: https://www.econbiz.de/10009696029
Saved in:
9
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2012
Persistent link: https://www.econbiz.de/10009553634
Saved in:
10
Realized beta : persistence and predictability
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
Persistent link: https://www.econbiz.de/10003350014
Saved in:
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