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institution:"University of Cambridge / Department of Applied Economics"
subject:"Kapitaleinkommen"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"Erasmus Research Institute of Management"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Kapitaleinkommen
Volatilität
Estimation
23
Schätzung
23
USA
12
United States
12
Börsenkurs
7
Capital income
7
Share price
7
Volatility
7
Welt
6
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6
ARCH model
3
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3
1973-1998
2
1982-1993
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CAPM
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Corporate bond
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Großbritannien
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Japan
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Spillover effect
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Spillover-Effekt
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Stochastic process
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Theorie
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Theory
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1933-2007
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1989-2007
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1990-1999
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1992-2000
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Non-commercial literature
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12
Working Paper
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11
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English
11
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McAleer, Michael
4
Asai, Manabu
1
Bartram, Söhnke M.
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Farah, Nathalie
1
Griffin, John M.
1
Grinblatt, Mark
1
Han, Bing
1
Ishida, Isao
1
Kapetanios, George
1
Karolyi, G. Andrew
1
Lan Fen Chu
1
Nardari, Federico
1
Oya, Kosuke
1
Pesaran, M. Hashem
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Satchell, Stephen
1
Scarrott, Carl
1
Stulz, René M.
1
Wisniewski, Tomasz Piotr
1
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University of Cambridge / Department of Applied Economics
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
Erasmus Research Institute of Management
University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Institut für Weltwirtschaft
7
Federal Reserve Bank of St. Louis
6
Birkbeck College / Department of Economics
4
Rodney L. White Center for Financial Research
4
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of Cleveland
2
Institute of European Finance <Bangor, Gwynedd>
2
Internationaler Währungsfonds / Research Department
2
National Bureau of Economic Research
2
Nationalekonomiska Institutionen <Göteborg>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
University of Cambridge / Faculty of Economics
2
University of Chicago / Center for Research in Security Prices
2
University of Exeter / Department of Economics
2
University of Reading / Department of Economics
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Zentrum für Europäische Wirtschaftsforschung
2
Berliner Handels- und Frankfurter Bank
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Bureau of Economic and Business Research <Champaign, Ill.>
1
Business Information Centre <Toronto>
1
Centre for New and Emerging Markets <London>
1
Chambre de commerce et d'industrie de Paris
1
Deutsches Institut für Wirtschaftsforschung
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
European University Institute / Department of Economics
1
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Working paper
6
Fisher College of Business working paper series
3
Cambridge working papers in economics
2
DAE working paper / University of Cambridge, Department of Applied Economics
1
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ECONIS (ZBW)
11
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
Saved in:
3
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
5
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
6
A loss aversion performance measure
Farah, Nathalie
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
Saved in:
7
The disposition effect and momentum
Grinblatt, Mark
(
contributor
);
Han, Bing
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101559
Saved in:
8
The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786264
Saved in:
9
Daily cross-border equity flows : pushed or pulled
Griffin, John M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675323
Saved in:
10
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
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