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subject:"Geldpolitik"
type_genre:"Arbeitspapier"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Institute of European Finance <Bangor, Gwynedd>"
~subject:"1990-1996"
~subject:"Theorie"
~subject:"Volatility"
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Geldpolitik
1990-1996
Theorie
Volatility
Estimation
18
Schätzung
18
Theory
10
Volatilität
4
Bank
3
EU countries
3
EU-Staaten
3
Großbritannien
3
United Kingdom
3
ARCH model
2
ARCH-Modell
2
Aktienindex
2
Börsenkurs
2
Cost function
2
Deutschland
2
Exchange rate
2
Financial market
2
Finanzmarkt
2
Germany
2
Ireland
2
Irland
2
Kostenfunktion
2
Preistheorie
2
Price theory
2
Securities trading
2
Share price
2
Stock index
2
Time series analysis
2
USA
2
United States
2
Wechselkurs
2
Wertpapierhandel
2
Zeitreihenanalyse
2
1871-2000
1
1919-1999
1
1972-1988
1
1980-1995
1
1988-1994
1
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Type of publication
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Book / Working Paper
11
Type of publication (narrower categories)
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Arbeitspapier
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
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English
11
Author
All
Tanggaard, Carsten
2
Altunbaş, Yener
1
Asimakopoulos, Ioannis
1
Asēmakopulos, Iōannēs
1
Balaban, Ercan
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Glass, J. Colin
1
McKillop, Donal G.
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
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Institution
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Centre for Analytical Finance <Århus>
Institute of European Finance <Bangor, Gwynedd>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
Ekonomiska forskningsinstitutet <Stockholm>
37
Forschungsinstitut zur Zukunft der Arbeit
35
Internationaler Währungsfonds / Research Department
22
Institut für Weltwirtschaft
21
Birkbeck College / Department of Economics
16
Federal Reserve System / Board of Governors
12
International Monetary Fund
10
National Bureau of Economic Research
10
Institut für Höhere Studien
9
Centre for Economic Performance
8
Federal Reserve Bank of St. Louis
8
Federal Reserve System / Division of Research and Statistics
8
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
8
Leibniz-Institut für Wirtschaftsforschung Halle
7
Trinity College Dublin / Department of Economics
7
University of Exeter / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
Australian National University / Faculty of Economics and Commerce
6
Centre for Economic Policy Research
6
Federal Reserve Bank of San Francisco
6
University of Canterbury / Dept. of Economics and Finance
6
University of Reading / Department of Economics
6
Center for Economic Research <Tilburg>
5
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Deutsches Institut für Wirtschaftsforschung
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
Johns Hopkins University / Department of Economics
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
Umeå universitet
5
University of Dundee / Department of Economic Studies
5
University of Otago / Commerce Division
5
University of Waterloo / Department of Economics
5
William Davidson Institute <Ann Arbor, Mich.>
5
Bonn Graduate School of Economics
4
Carleton University / Department of Economics
4
Centro Studi Luca d'Agliano <Turin>
4
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Research papers in banking and finance
4
Source
All
ECONIS (ZBW)
11
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
4
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
5
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
8
Estimating efficiencies in European banking : an analysis of alternative functional forms
Altunbaş, Yener
-
1998
Persistent link: https://www.econbiz.de/10000990514
Saved in:
9
Dual listed stocks and asymmetric volatility spillover : the case of UK, Germany and France
Asimakopoulos, Ioannis
-
1997
Persistent link: https://www.econbiz.de/10000979098
Saved in:
10
The Turkish stock market : the term structure of volatility and the month of the year effects
Balaban, Ercan
-
1996
Persistent link: https://www.econbiz.de/10000960691
Saved in:
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