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Practical Volatility and Corre...
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United States
Theorie
416
Theory
410
Volatilität
347
Volatility
346
Prognoseverfahren
255
Forecasting model
252
Kapitaleinkommen
217
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Finanzmarkt
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Share price
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Risikoprämie
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Risk premium
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ARCH model
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Yield curve
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Zinsstruktur
63
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61
Aktienmarkt
59
Konjunktur
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Stock market
58
Portfolio-Management
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Portfolio selection
55
CAPM
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Germany
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Article
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English
174
Spanish
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Diebold, Francis X.
110
Bollerslev, Tim
57
Andersen, Torben
44
Christoffersen, Peter F.
17
Aruoba, S. Borağan
15
Schorfheide, Frank
14
Rudebusch, Glenn D.
12
Campbell, Sean D.
10
Zhou, Hao
9
Chen, Fei
8
Li, Canlin
8
Todorov, Viktor
8
Benzoni, Luca
7
Nalewaik, Jeremy
7
Jacobs, Kris
6
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
Easley, David
3
Gibson, Michael S.
3
Lund, Jesper
3
O'Hara, Maureen
3
Yue, Vivian Z.
3
Baillie, Richard
2
Cai, Jun
2
Domowitz, Ian
2
Fusari, Nicola
2
Hood, Benjamin
2
Huss, John
2
Labys, Paul
2
López de Prado, Marcos M.
2
Marrone, James
2
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National Bureau of Economic Research
6
Rodney L. White Center for Financial Research
5
The Wharton Financial Institutions Center
2
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1
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1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Working paper / National Bureau of Economic Research, Inc.
24
Journal of econometrics
9
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9
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
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
International economic review
3
Journal of financial markets
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
Financial Institutions Center
2
International finance discussion papers
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
PIER Working Paper
2
Symposium on forecasting and empirical methods in macroeconomics and finance
2
The American economic review
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
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1
CFS Working Paper Series
1
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1
Covid economics : vetted and real-time papers
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1
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1
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ECONIS (ZBW)
175
RePEc
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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:
2
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:
3
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2011
Persistent link: https://www.econbiz.de/10009389307
Saved in:
4
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2013
Persistent link: https://www.econbiz.de/10009696029
Saved in:
5
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2012
Persistent link: https://www.econbiz.de/10009553634
Saved in:
6
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
7
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
- In:
The risks of financial institutions : [...papers and …
,
(pp. 513-548)
.
2006
Persistent link: https://www.econbiz.de/10003445632
Saved in:
8
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:
9
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:
10
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:
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