//--> //--> //--> //-->
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:"EU-Staaten"
subject:"Volatility"
~person:"Andersen, Torben"
~person:"Chang, Chia-Lin"
~subject:"Rohstoffderivat"
~subject:"Wirtschaftsindikator"
~type:"book"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Volatility
Rohstoffderivat
Wirtschaftsindikator
Estimation
66
Schätzung
66
Volatilität
27
ARCH model
24
ARCH-Modell
24
Welt
20
World
20
Taiwan
16
International tourism
15
Internationaler Tourismus
15
USA
14
United States
14
Time series analysis
13
Zeitreihenanalyse
13
Commodity derivative
11
Forecasting model
9
Prognoseverfahren
9
Demand
8
Economic indicator
8
Modellierung
8
Nachfrage
8
Oil price
8
Scientific modelling
8
Spillover effect
8
Spillover-Effekt
8
Ölpreis
8
Aktienindex
7
Capital income
7
Kapitaleinkommen
7
Stock index
7
Tourism
7
Tourismus
7
Index
6
Index number
6
Monetary indicator
6
Monetärer Indikator
6
Cointegration
5
more ...
less ...
Online availability
All
Free
30
Type of publication
All
Book / Working Paper
Article
20
Type of publication (narrower categories)
All
Arbeitspapier
29
Working Paper
29
Graue Literatur
28
Non-commercial literature
28
Language
All
English
35
Author
All
Andersen, Torben
Chang, Chia-Lin
Caporale, Guglielmo Maria
81
Belke, Ansgar
73
McAleer, Michael
70
Koopman, Siem Jan
30
Pierdzioch, Christian
29
Afonso, António
27
Dreger, Christian
27
Döpke, Jörg
26
Buch, Claudia M.
25
Engle, Robert F.
24
Gil-Alaña, Luis A.
24
Hayo, Bernd
24
Rault, Christophe
24
Gupta, Rangan
23
Härdle, Wolfgang
22
Badinger, Harald
21
Bollerslev, Tim
21
Brunello, Giorgio
21
Fritsche, Ulrich
20
Hautsch, Nikolaus
20
Pesaran, M. Hashem
20
Belke, Ansgar Hubertus
19
Herwartz, Helmut
19
Setzer, Ralph
19
Kočenda, Evžen
18
Lettau, Martin
18
Marcellino, Massimiliano
18
Mumtaz, Haroon
17
Artis, Michael J.
16
Brülhart, Marius
16
Diebold, Francis X.
16
Georgiou, Miltiades N.
16
Girardi, Alessandro
16
Stirböck, Claudia
16
Wolters, Jürgen
16
Caporin, Massimiliano
15
Haan, Jakob de
15
Aghion, Philippe
14
Cheung, Yin-Wong
14
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Econometric Institute research papers
11
Working paper
6
Working paper / National Bureau of Economic Research, Inc.
4
Discussion paper / Tinbergen Institute
3
American Economic Review papers and proceedings
1
CFS working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Global COE Hi-Stat discussion paper series
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
31
-
35
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
32
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
33
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
34
Modeling and forecasting realized volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
35
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
First
Prev
1
2
3
4
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->