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subject:"Capital income"
subject:"Zeitreihenanalyse"
~institution:"The Wharton Financial Institutions Center"
~subject:"Experiment"
~subject:"General equilibrium"
~subject:"Wohlfahrtsanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Capital income
Zeitreihenanalyse
Experiment
General equilibrium
Wohlfahrtsanalyse
Theorie
45
Theory
45
USA
9
United States
9
Kapitaleinkommen
6
Credit risk
4
Estimation
4
Kreditrisiko
4
Schätzung
4
Volatility
4
Volatilität
4
Agency theory
3
Asset-liability management
3
Bankenkrise
3
Banking crisis
3
Bilanzstrukturmanagement
3
Bubbles
3
Forecasting model
3
Insolvency
3
Insolvenz
3
Insurance
3
Mathematical programming
3
Mathematische Optimierung
3
Portfolio selection
3
Portfolio-Management
3
Prinzipal-Agent-Theorie
3
Prognoseverfahren
3
Securities trading
3
Spekulationsblase
3
Versicherung
3
Wertpapierhandel
3
Asymmetric information
2
Asymmetrische Information
2
Bank
2
Bank regulation
2
Bankenregulierung
2
Börsengang
2
Börsenkurs
2
Capital structure
2
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Book / Working Paper
7
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Aufsatz in Zeitschrift
Graue Literatur
Arbeitspapier
7
Non-commercial literature
7
Working Paper
7
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English
7
Author
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Diebold, Francis X.
4
Allen, Franklin
1
Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Christoffersen, Peter F.
1
Gale, Douglas
1
Giacometti, Rosella
1
Li, Canlin
1
Zenios, Stauros Andrea
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The Wharton Financial Institutions Center
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Center for Economic Research <Tilburg>
29
Forschungsinstitut zur Zukunft der Arbeit
22
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
17
National Bureau of Economic Research
16
Bonn Graduate School of Economics
14
Brown University / Department of Economics
14
Umeå universitet
13
Institut für Weltwirtschaft
12
Rodney L. White Center for Financial Research
12
University of Strathclyde / Department of Economics
10
Centre for Economic Policy Research
9
Christian-Albrechts-Universität zu Kiel
9
European University Institute / Department of Law
9
Universitetet i Oslo / Økonomisk institutt
9
University of Chicago / Center for Research in Security Prices
9
Centre for Analytical Finance <Århus>
8
Københavns Universitet / Økonomisk Institut
8
Umeå Universitet / Institutionen för Nationalekonomi
8
Federal Reserve Bank of New York
7
Institute of Finance and Accounting <London>
7
Massachusetts Institute of Technology / Department of Economics
7
University of Cambridge / Department of Applied Economics
7
University of Nottingham / School of Economics
7
Columbia University / Department of Economics
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Rutgers University / Department of Economics
6
Social Systems Research Institute
6
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
6
University of Exeter / Department of Economics
6
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
6
Centre for International Economic Studies
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Federal Reserve Bank of Richmond
5
Federal Reserve Bank of San Francisco
5
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
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Working papers / Financial Institutions Center
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ECONIS (ZBW)
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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
2
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
4
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
Saved in:
5
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
6
Banking and markets
Allen, Franklin
(
contributor
);
Gale, Douglas
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001538781
Saved in:
7
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
Saved in:
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