//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
language:"nor"
subject:"Estimation"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"bos"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~person:"Engle, Robert F."
~subject:"Schock"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Schock
Volatilität
Schätzung
11
USA
7
United States
7
Theorie
5
Theory
5
Volatility
4
Capital income
3
Kapitaleinkommen
3
Measurement
3
Messung
3
Option pricing theory
3
Optionspreistheorie
3
Ankündigungseffekt
2
Announcement effect
2
Börsenkurs
2
Forecasting model
2
Hedging
2
Index futures
2
Index-Futures
2
Prognoseverfahren
2
Share price
2
1986-1999
1
1990-1991
1
1990-1995
1
2011-2013
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Bank risk
1
Bankenaufsicht
1
Bankenkrise
1
Banking crisis
1
Banking supervision
1
Bankrisiko
1
Beta risk
1
Betafaktor
1
Black-Scholes model
1
Black-Scholes-Modell
1
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Working Paper
11
Graue Literatur
7
Non-commercial literature
7
Language
All
Norwegian
Bosnian
English
Hungarian
Polish
Russian
Author
All
Engle, Robert F.
Heckman, James J.
30
Rose, Andrew
22
Neumark, David
19
Stulz, René M.
17
Angrist, Joshua D.
16
Chinn, Menzie David
16
Taylor, Alan M.
16
Card, David E.
14
Gruber, Jonathan
14
Haltiwanger, John C.
14
Hamermesh, Daniel S.
14
Levine, Ross
14
Shapiro, Matthew D.
14
Basu, Susanto
13
Bekaert, Geert
13
Glaeser, Edward L.
13
Van Reenen, John
13
Alesina, Alberto
12
Campbell, John Y.
12
Dave, Dhaval
12
Feenstra, Robert C.
12
Gambetti, Luca
12
Hanushek, Eric Alan
12
Mocan, Naci
12
Wei, Shang-jin
12
Acemoglu, Daron
11
Aizenman, Joshua
11
Attanasio, Orazio P.
11
Eichenbaum, Martin S.
11
Forni, Mario
11
Ruhm, Christopher J.
11
Bloom, Nicholas
10
Chetty, Raj
10
Cooper, Russell W.
10
Currie, Janet M.
10
Marcellino, Massimiliano
10
Moretti, Enrico
10
Rigobón, Roberto
10
Sala, Luca
10
more ...
less ...
Published in...
All
Discussion papers / CEPR
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Department of Economics, University of California San Diego
13
NBER working paper series
8
NBER Working Paper
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Discussion paper / Centre for Economic Policy Research
2
Journal of monetary economics
2
The journal of finance : the journal of the American Finance Association
2
Discussion paper series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Forecasting volatility in the financial markets
1
Georgetown McDonough School of Business Research Paper
1
Georgetown McDonough School of Business Research Paper 2012-16
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
The review of financial studies
1
Working paper series / Czech National Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009741443
Saved in:
2
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
3
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
4
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
5
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000637524
Saved in:
6
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
7
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
8
GARCH gamma
Engle, Robert F.
-
1995
Persistent link: https://www.econbiz.de/10000911609
Saved in:
9
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
10
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->