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A comparison of financial dura...
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Subject
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Theorie
205
Theory
197
Volatilität
107
Volatility
103
ARCH-Modell
100
ARCH model
99
Börsenkurs
90
Schätzung
87
Share price
85
Zeitreihenanalyse
85
Estimation
81
Time series analysis
80
Schätztheorie
73
Bayesian inference
71
Estimation theory
71
USA
62
United States
59
Deutschland
53
Germany
48
Bayes-Statistik
45
Capital income
42
Kapitaleinkommen
42
Wertpapierhandel
39
Forecasting model
37
Prognoseverfahren
37
Securities trading
37
Correlation
35
Korrelation
34
Risikomaß
34
Risk measure
34
Market microstructure
31
CAPM
28
Marktmikrostruktur
28
GARCH
27
Markov chain
27
Markov-Kette
27
Econometrics
25
Welt
25
World
25
Ökonometrie
25
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Online availability
All
Free
869
Undetermined
342
CC license
1
Type of publication
All
Book / Working Paper
4,978
Article
305
Other
4
Type of publication (narrower categories)
All
Working Paper
230
Arbeitspapier
199
Graue Literatur
182
Non-commercial literature
182
Article in journal
124
Aufsatz in Zeitschrift
124
Aufsatz im Buch
9
Book section
9
Collection of articles of several authors
8
Sammelwerk
8
Konferenzschrift
6
Aufsatzsammlung
5
Conference proceedings
4
Hochschulschrift
4
Systematic review
4
Thesis
4
Übersichtsarbeit
4
Article
2
Conference Paper
2
Rezension
2
Amtsdruckschrift
1
Bibliografie enthalten
1
Bibliography included
1
Case study
1
Fallstudie
1
Festschrift
1
Government document
1
Handbook
1
Handbuch
1
Report
1
Research Report
1
research-article
1
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Language
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Undetermined
4,741
English
526
German
17
French
2
Italian
1
Author
All
De Callatay, François
362
Plasman, Robert Alain
346
Bauwens, Luc
340
Grammig, Joachim
219
Melard, Guy
219
Anciaux, Alain
216
Veredas, David
216
Ginsburgh, Victor A.
203
Hallin, Marc
166
Sapir, Andre
165
Kestens, Paul
158
Giot, Pierre
152
Meulders, Danièle
140
BAUWENS, Luc
126
Dewatripont, Mathias
115
Ansiaux, Maurice
105
Estache, Antonio
98
van Pottelsberghe de la Potterie, Bruno
95
O'Dorchai, Sile
92
Rycx, Francois
84
Sekkat, Khalid
84
GIOT, Pierre
83
Cincera, Michele
80
Dobruszkes, Frédéric
73
De Meulemeester, Jean Luc
72
Bayenet, Benoît
70
Bouajaja, Jamila
69
Flament, Sarah
67
Szafarz, Ariane
67
Capron, Henri
61
Reichlin, Lucrezia
61
De Wind, Laureline
54
Laurent, Sébastien
50
Roudart, Laurence
47
Méon, Pierre-Guillaume
46
Dufresne, Anne
42
Pirenne, Henri
42
Mareschal, Bertrand
41
Thys-Clément, Françoise
41
Rombouts, Jeroen V. K.
40
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Institution
All
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
4,245
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
211
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
8
Society for Computational Economics - SCE
8
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
7
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
5
Banco de España
4
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
4
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
4
Center for Financial Studies
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Centre for Financial Research <Köln>
3
Econometrisch Instituut <Rotterdam>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
3
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
3
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Tinbergen Instituut
3
Departamento de Estadistica, Universidad Carlos III de Madrid
2
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
2
Econometric Society
2
Nationale Bank van België/Banque national de Belqique (BNB)
2
School of Economics and Political Science, Universität St. Gallen
2
Scottish Institute for Research in Economics (SIRE)
2
Tinbergen Institute
2
Verein für Socialpolitik - VfS
2
Banca d'Italia
1
Bonn Graduate School of Economics
1
C.E.P.R. Discussion Papers
1
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Centro di Economia del Lavoro e di Politica Economica (CELPE), Università degli Studi di Salerno
1
Crawford School of Public Policy, Australian National University
1
Departamento de Economía, Universidad Carlos III de Madrid
1
Department of Economics, W.P. Carey School of Business
1
EconWPA
1
Economics Department, Ben Gurion University of the Negev
1
Economics Department, University of Strathclyde
1
Economics Research, World Bank Group
1
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Published in...
All
ULB Institutional Repository
4,245
CORE Discussion Papers RP
129
CORE Discussion Papers
82
CORE discussion papers : DP
45
CORE discussion paper : DP
44
Journal of econometrics
43
Journal of Econometrics
18
Discussion papers / UCL, Département des Sciences Economiques
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Working paper / Centre for Financial Research
14
CFR Working Paper
12
Journal of applied econometrics
11
CORE Discussion Paper
10
Journal of empirical finance
9
The European journal of finance
9
CFR Working Papers
8
CFS working paper series
7
Cahiers de recherche
7
Empirical Economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Working Papers ECARES
7
CFS Working Paper Series
6
ECARES working paper
6
Frankfurter volkswirtschaftliche Diskussionsbeiträge
6
International journal of forecasting
6
Jahrbücher für Nationalökonomie und Statistik
6
The econometrics journal
6
CFR working paper
5
Discussion paper / Tinbergen Institute
5
Econometric Institute Research Papers
5
Journal of Applied Econometrics
5
Journal of Empirical Finance
5
Journal of economic dynamics & control
5
The European Journal of Finance
5
Tinbergen Institute Discussion Papers
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
4
Annales d'économie et de statistique
4
Banco de España Working Papers
4
Documentos de trabajo / Banco de España
4
Journal of banking & finance
4
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Source
All
RePEc
4,643
ECONIS (ZBW)
498
OLC EcoSci
76
EconStor
36
USB Cologne (EcoSocSci)
14
USB Cologne (business full texts)
10
BASE
8
Other ZBW resources
2
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21
Googling SIFIs
Veredas, David
;
Mardi, Dungey
;
Luciani, Matteo
-
Solvay Brussels School of Economics and Management, …
Persistent link: https://www.econbiz.de/10010735629
Saved in:
22
TailCoR
Veredas, David
;
Ricci, Lorenzo
-
Solvay Brussels School of Economics and Management, …
Persistent link: https://www.econbiz.de/10010735630
Saved in:
23
Disentangling systematic and idiosyncratic risks for large panels of assets
Veredas, David
;
Barigozzi, Matteo
;
Christian, Brownlees
; …
-
Solvay Brussels School of Economics and Management, …
Persistent link: https://www.econbiz.de/10010735631
Saved in:
24
Which model to match?
Veredas, David
;
Barigozzi, Matteo
;
Halbleib, Roxana
-
Solvay Brussels School of Economics and Management, …
Persistent link: https://www.econbiz.de/10010735632
Saved in:
25
R-estimation in linear models with stable errors
Hallin, Marc
;
Veredas, David
;
Swan, Yves-Caoimhin
; …
-
Solvay Brussels School of Economics and Management, …
-
2013
Persistent link: https://www.econbiz.de/10011011426
Saved in:
26
Using intra annual information to forecast the annual state deficit. The case of France
Veredas, David
;
Moulin, Laurent
;
Sala, Matteo
; …
-
Solvay Brussels School of Economics and Management, …
-
2008
Persistent link: https://www.econbiz.de/10011011444
Saved in:
27
Latest developments in heavy-tailed distributions
Veredas, David
;
Paolella, Marc
;
Renault, Eric
; …
-
Solvay Brussels School of Economics and Management, …
-
2013
Persistent link: https://www.econbiz.de/10011011519
Saved in:
28
Macro surprises and short-term behavior in bond futures
Veredas, David
-
Solvay Brussels School of Economics and Management, …
-
2005
Persistent link: https://www.econbiz.de/10011011568
Saved in:
29
Does the open limit order book matter in explaining long run volatility?
Veredas, David
;
Pascual, Roberto
-
Solvay Brussels School of Economics and Management, …
-
2010
Persistent link: https://www.econbiz.de/10011011619
Saved in:
30
Temporal aggregation of univariate and multivariate time series models: a survey
Veredas, David
;
Silvestrini, Andrea
-
Solvay Brussels School of Economics and Management, …
-
2008
Persistent link: https://www.econbiz.de/10011011638
Saved in:
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