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subject:"Geldpolitik"
type_genre:"Arbeitspapier"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~subject:"1990-1996"
~subject:"Adverse selection"
~subject:"Volatility"
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Geldpolitik
1990-1996
Adverse selection
Volatility
Estimation
16
Schätzung
16
Theorie
8
Theory
8
Volatilität
8
ARCH model
5
ARCH-Modell
5
USA
5
United States
5
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
Forecasting model
2
Preistheorie
2
Price theory
2
Prognoseverfahren
2
Securities trading
2
Spillover effect
2
Spillover-Effekt
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Welt
2
Wertpapierhandel
2
World
2
Zeitreihenanalyse
2
1871-2000
1
1919-1999
1
1933-2007
1
1989-2007
1
2000-2010
1
2001-2011
1
Adverse Selektion
1
Behavioral economics
1
Bid-ask spread
1
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Free
1
Type of publication
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Book / Working Paper
9
Type of publication (narrower categories)
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Arbeitspapier
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
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English
Author
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McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Christiansen, Charlotte
1
Etebari, Ahmad
1
Ishida, Isao
1
Lan Fen Chu
1
Myhre Lildholt, Peter
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Tanggaard, Carsten
1
Wisniewski, Tomasz Piotr
1
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Institution
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Centre for Analytical Finance <Århus>
University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Institut für Weltwirtschaft
13
Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve Bank of St. Louis
6
Forschungsinstitut zur Zukunft der Arbeit
6
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
6
National Bureau of Economic Research
5
Federal Reserve Bank of Cleveland
4
Federal Reserve Bank of San Francisco
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
International Monetary Fund
3
Johns Hopkins University / Department of Economics
3
Kansantaloustieteen Laitos <Tampere>
3
National Institute of Economic and Social Research
3
William Davidson Institute <Ann Arbor, Mich.>
3
Australian National University / Faculty of Economics and Commerce
2
Birkbeck College / Department of Economics
2
Birmingham Business School
2
Bonn Graduate School of Economics
2
Centre for Growth and Business Cycle Research <Manchester>
2
Chambre de commerce et d'industrie de Paris
2
Deutsches Institut für Wirtschaftsforschung
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
Federal Reserve Bank of Richmond
2
Federal Reserve System / Board of Governors
2
Institute of European Finance <Bangor, Gwynedd>
2
Internationaler Währungsfonds / European Department <2>
2
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
2
Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Task Force on Low Inflation (LIFT)
2
Türkiye Cumhuriyet Merkez Bankası
2
University of California Davis / Department of Economics
2
University of Glasgow / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Boston College / Department of Economics
1
Business Information Centre <Toronto>
1
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Working paper
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
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
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
3
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:
4
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:
5
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
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:
7
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
8
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:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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