//--> //--> //-->
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:"Estimation"
subject:"Public choice"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~person:"Kaeck, Andreas"
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:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Public choice
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Aktienindex
2
Capital income
2
Jump-diffusion models
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Stock index
2
Time series analysis
2
Zeitreihenanalyse
2
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Deviance information criteria
1
Estimation theory
1
Forecasting
1
Forecasting model
1
High-frequency returns
1
Lévy-jump models
1
Markov chain Monte Carlo
1
Modellierung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Non-affine variance models
1
Option pricing theory
1
Optionspreistheorie
1
Out-of-sample specification tests
1
Particle filter
1
Prognoseverfahren
1
Realized variance
1
Risikoprämie
1
Risk premium
1
Schätztheorie
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Kaeck, Andreas
Hautsch, Nikolaus
3
Ireland, Peter N.
3
Liu, Xiaochun
3
Martins, Manuel Mota Freitas
3
Prokopczuk, Marcel
3
Serletis, Apostolos
3
Aguiar-Conraria, Luís
2
Bali, Turan G.
2
Berger, Tino
2
Born, Benjamin
2
Chan, Joshua
2
Chiang, Raymond
2
Clare, Andrew D.
2
Herwartz, Helmut
2
Ielpo, Florian
2
Langot, François
2
Lütkepohl, Helmut
2
Malley, James R.
2
Min, Byoung-Kyu
2
Mumtaz, Haroon
2
Okunev, John
2
Pozzi, Lorenzo
2
Rodrigues, Paulo Jorge Maurício
2
Rösch, Daniel
2
Seeger, Norman
2
Soares, Maria Joana
2
Thomas, Stephen
2
Wese Simen, Chardin
2
Wolff, Christiaan Cornelis Petrus
2
Xu, Libo
2
Abel, Andrew B.
1
Adão, Luiz F. S.
1
Afonso, António
1
Aharony, Joseph
1
Ahmed, Shamim
1
Ahn, Hie Joo
1
Alessandrini, Diana
1
Alexakis, Panayotis
1
Altuğ, Sumru
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of economic dynamics & control
European journal of operational research : EJOR
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
2
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->