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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Econometric analysis of financial and economic time series ; part a"
~isPartOf:"Selected issues in macroeconomic and regional modeling : Romania as an emerging country in the EU"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz im Buch"
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Großbritannien
Volatilität
Monte-Carlo-Simulation
Estimation theory
7
Schätztheorie
7
Theorie
3
Theory
3
Volatility
3
ARCH model
2
ARCH-Modell
2
Aktienindex
2
Stock index
2
USA
2
United States
2
1928-1987
1
1990-2010
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1997-2001
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Bruttoinlandsprodukt
1
Börsenkurs
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Correlation
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Deutschland
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EU countries
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EU-Staaten
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Entropie
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Entropy
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Estimation
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Germany
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Gross domestic product
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Information
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Japan
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Korrelation
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Monte Carlo simulation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Aufsatz im Buch
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English
4
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Andreou, Elena
1
Baur, Dirk
1
Dufour, Jean-Marie
1
Ghysels, Eric
1
Matei, Marius
1
Valéry, Pascale
1
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Econometric analysis of financial and economic time series ; part a
Selected issues in macroeconomic and regional modeling : Romania as an emerging country in the EU
Handbook of financial time series
6
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
2
Application of operations research to financial markets
2
Econometric analysis of financial markets
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Statistical methods in finance
2
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
2
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
2
Advanced mathematical methods for finance
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in multiple objective and goal programming : proceedings of the Second International Conference on Multi-Objective Programming and Goal Programming, Torremolinos, Spain, May 16 - 18, 1996
1
Advances in spatial econometrics : methodology, tools and applications
1
Applied quantitative finance
1
Business cycles, indicators, and forecasting
1
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Econometrics
1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
Economic dynamics : theory, games and empirical studies
1
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Encyclopedia of economics research ; Vol. 1
1
Essays in honor of Jerry Hausman
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Experiments in economics : decision making and markets
1
Financial econometrics and empirical market microstructure
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Global information technology and competitive financial alliances
1
Handbook of applied econometrics and statistical inference
1
Handbook of research methods and applications in empirical finance
1
Institutional arrangements for global economic integration
1
Is economics becoming a hard science? : [the book collects the contrib. to a conference "Is economics becoming a hard science?", which was held at the former Ecole Polytechnique in Paris on 29 - 30 Oct., 1992]
1
Konzepte und Erfahrungen der Geldpolitik
1
L'économie devient-elle une science dure?
1
Long memory in economics : with 50 tables
1
Models of futures markets
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
Multiple criteria decision making : proceedings of the 12th International Conference, Hagen (Germany)
1
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Modelling and measuring jumps in high frequency data
Matei, Marius
- In:
Selected issues in macroeconomic and regional modeling …
,
(pp. 245-254)
.
2016
Persistent link: https://www.econbiz.de/10011504862
Saved in:
2
A flexible dynamic correlation model
Baur, Dirk
-
2006
Persistent link: https://www.econbiz.de/10003331350
Saved in:
3
Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
-
2006
Persistent link: https://www.econbiz.de/10003331375
Saved in:
4
On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
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