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subject:"Forecasting model"
subject:"Stock market"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"1933-2007"
~subject:"Börsenkurs"
~subject:"Index construction"
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Forecasting model
Stock market
1933-2007
Börsenkurs
Index construction
Estimation
17
Schätzung
17
USA
11
United States
11
Volatility
7
Volatilität
7
Share price
6
Capital income
5
Kapitaleinkommen
5
ARCH model
3
ARCH-Modell
3
1973-1998
2
1982-1993
2
Börsengang
2
CAPM
2
Corporate bond
2
Financial crisis
2
Finanzkrise
2
Initial public offering
2
Japan
2
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
Unternehmensanleihe
2
Welt
2
World
2
1989-2007
1
1992-2000
1
1998-2000
1
2000-2010
1
2001-2011
1
Aktienmarkt
1
Anlageverhalten
1
Asia
1
Asien
1
Balance sheet
1
Behavioral economics
1
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Free
5
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Book / Working Paper
9
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Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
9
Author
All
McAleer, Michael
3
Helwege, Jean
2
Liang, Jean Nellie
2
Asai, Manabu
1
Bartram, Söhnke M.
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Grinblatt, Mark
1
Han, Bing
1
Ishida, Isao
1
Karolyi, G. Andrew
1
Lan Fen Chu
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
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Institution
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
173
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
8
Ekonomiska forskningsinstitutet <Stockholm>
7
Federal Reserve System / Division of Research and Statistics
7
Verlag Dr. Kovač
7
Federal Reserve Bank of St. Louis
5
Springer Fachmedien Wiesbaden
5
Zentrum für Europäische Wirtschaftsforschung
5
Birkbeck College / Department of Economics
4
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Shaker Verlag
4
University of Exeter / Department of Economics
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of Cleveland
3
Institute of European Finance <Bangor, Gwynedd>
3
Kansantaloustieteen Laitos <Tampere>
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
School of Economics, Mathematics and Statistics <London>
3
University of Chicago / Center for Research in Security Prices
3
Österreichisches Institut für Wirtschaftsforschung
3
Berliner Handels- und Frankfurter Bank
2
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eric Cuvillier <Firma>
2
European University Institute / Department of Law
2
Federal Reserve Bank of San Francisco
2
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
2
Großbritannien / Parliament / House of Commons / Home Affairs Committee
2
Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration
2
Humboldt-Universität zu Berlin
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Höhere Studien
2
Narodna Banka na Republika Makedonija
2
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Working paper
5
Fisher College of Business working paper series
4
Source
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ECONIS (ZBW)
9
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
3
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
4
The disposition effect and momentum
Grinblatt, Mark
(
contributor
);
Han, Bing
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101559
Saved in:
5
The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786264
Saved in:
6
Initial public offerings in hot and cold markets
Helwege, Jean
(
contributor
);
Liang, Jean Nellie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786256
Saved in:
7
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
8
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
9
Initial public offerings in hot and cold markets
Helwege, Jean
(
contributor
);
Liang, Jean Nellie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522537
Saved in:
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