Department of Economics Duke University

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Department of Economics Duke University

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  (3)

3 Projects, page 1 of 1

Realized Volatility Measurements and Forecasts
assignment_turned_inProject2003 - 2005Partners:Department of Economics Duke University
Department of Economics Duke University
Funder: Swiss National Science Foundation Project Code: 104303
Funder Contribution: 61,940
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Experimenting and Optimal Patent Design in an R&D-Race with Stochastic Qualities
assignment_turned_inProject2016 - 2017Partners:Department of Economics Duke University
Department of Economics Duke University
Funder: Swiss National Science Foundation Project Code: 167648
Funder Contribution: 98,920
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Multiple Threshold Regimes and Macroeconomic Predictors for Analyzing and Pricing Interest Rate-Dependent Instruments: Stock, Bond Returns and Volatility Comovements
assignment_turned_inProject2011 - 2011Partners:Department of Economics Duke University
Department of Economics Duke University
Funder: Swiss National Science Foundation Project Code: 134504
Funder Contribution: 23,650
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Department of Economics Duke University

Department of Economics Duke University

3 Projects, page 1 of 1

Realized Volatility Measurements and Forecasts

Experimenting and Optimal Patent Design in an R&D-Race with Stochastic Qualities

Multiple Threshold Regimes and Macroeconomic Predictors for Analyzing and Pricing Interest Rate-Dependent Instruments: Stock, Bond Returns and Volatility Comovements

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