//--> //--> //-->
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
person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Econometric analysis of financial and economic time series ; part a"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~person:"Brandt, Michael W."
~person:"Ghysels, Eric"
~person:"Gouriéroux, Christian"
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 theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation theory
5
Schätztheorie
5
Theorie
4
Theory
4
Volatility
4
Exchange rate
3
Wechselkurs
3
Börsenkurs
1
Capital income
1
Correlation
1
Deutschland
1
Estimation
1
Germany
1
Großbritannien
1
Incomplete market
1
Interest rate
1
Kapitaleinkommen
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Schätzung
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
USA
1
United Kingdom
1
United States
1
Unvollkommener Markt
1
Zins
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
Language
All
English
4
Author
All
Corsi, Fulvio
Brandt, Michael W.
Ghysels, Eric
Gouriéroux, Christian
Alizadeh, Sassan
2
Diebold, Francis X.
2
Kadlec, Gregory B.
2
Andreou, Elena
1
Dufour, Jean-Marie
1
Santa-Clara, Pedro
1
Valéry, Pascale
1
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
3
Published in...
All
Econometric analysis of financial and economic time series ; part a
Working papers / Rodney L. White Center for Financial Research
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Journal of econometrics
2
NBER Working Paper
2
Série des documents de travail
2
Discussion paper / Centre for Economic Policy Research
1
Econometric theory
1
Financial Institutions Center
1
Global COE Hi-Stat discussion paper series
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
NBER technical working paper series
1
NBER working paper series
1
Quaderni del Dipartimento di economia politica e statistica
1
Research paper series / Swiss Finance Institute
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Technical working paper / National Bureau of Economic Research
1
The journal of finance : the journal of the American Finance Association
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
-
2006
Persistent link: https://www.econbiz.de/10003331375
Saved in:
4
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->