//--> //--> //--> //-->
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
subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Brooks, Robert"
~source:"econis"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Deutschland"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
~type_genre:"Übersichtsarbeit"
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
Arbeitslosigkeit
Arbeitsuche
ARCH model
Business cycle
Deutschland
Volatilität
Estimation
64
Schätzung
64
Volatility
36
Capital income
29
Kapitaleinkommen
29
Börsenkurs
22
Share price
22
Theorie
22
Theory
22
USA
16
United States
16
Time series analysis
14
Zeitreihenanalyse
14
Australia
12
Australien
12
ARCH-Modell
11
Aktienmarkt
10
Forecasting model
10
Prognoseverfahren
10
Stock market
10
High-frequency data
9
Risikoprämie
9
Risk premium
9
CAPM
8
Estimation theory
8
Exchange rate
8
Risiko
8
Risk
8
Schätztheorie
8
Wechselkurs
8
Beta risk
6
Betafaktor
6
Germany
6
Spillover effect
6
Spillover-Effekt
6
Stochastic process
6
Stochastischer Prozess
6
more ...
less ...
Online availability
All
Undetermined
22
Free
1
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Book review
Übersichtsarbeit
Article in journal
40
Arbeitspapier
15
Working Paper
15
Graue Literatur
14
Non-commercial literature
14
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
Author
All
Bollerslev, Tim
Brooks, Robert
Gupta, Rangan
73
Wagner, Joachim
48
Gil-Alaña, Luis A.
44
Bahmani-Oskooee, Mohsen
43
Pierdzioch, Christian
35
Caporale, Guglielmo Maria
32
Ma, Feng
26
Wohar, Mark E.
26
Bouri, Elie
25
Todorov, Viktor
25
Balcilar, Mehmet
24
McAleer, Michael
24
Apergēs, Nikolaos
22
Döpke, Jörg
22
Tiwari, Aviral Kumar
22
Xuan Vinh Vo
22
Riphahn, Regina T.
21
Belke, Ansgar
20
Fitzenberger, Bernd
20
Fritsch, Michael
20
Kumar, Dilip
20
Schnabel, Claus
20
Berg, Gerard J. van den
19
Addison, John T.
18
Buch, Claudia M.
18
Jalles, João Tovar
18
Kang, Sang Hoon
18
Mensi, Walid
18
Chiang, Thomas C.
17
Yoon, Seong-min
17
Asai, Manabu
15
Bauer, Thomas K.
15
Bellmann, Lutz
15
Caliendo, Marco
15
Narayan, Paresh Kumar
15
Rashid, Abdul
15
Hamori, Shigeyuki
14
Li, Jia
14
more ...
less ...
Published in...
All
Journal of econometrics
8
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International review of economics & finance : IREF
3
International review of financial analysis
2
Journal of international financial markets, institutions & money
2
Applied financial economics
1
Australian journal of management
1
Global finance journal
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business finance & accounting : JBFA
1
Journal of emerging market finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial management, markets and institutions
1
Pacific-Basin finance journal
1
Studies in economics and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
3
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
4
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
5
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
6
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
7
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
8
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
9
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
10
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->