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subject:"Schätzung"
type_genre:"Übersichtsarbeit"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Christian-Albrechts-Universität zu Kiel"
~language:"eng"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
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Search: subject_exact:"Theory"
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Subject
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Schätzung
Volatility
Theorie
96
Theory
96
Option pricing theory
13
Optionspreistheorie
13
Estimation
12
Yield curve
11
Zinsstruktur
11
Time series analysis
10
Zeitreihenanalyse
10
Volatilität
9
Markov chain
7
Markov-Kette
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
ARCH model
6
ARCH-Modell
6
Forecasting model
6
Option trading
6
Optionsgeschäft
6
Prognoseverfahren
6
Börsenkurs
5
Estimation theory
5
Schätztheorie
5
Share price
5
Welt
5
World
5
Allgemeines Gleichgewicht
4
CAPM
4
Deutschland
4
General equilibrium
4
Germany
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Nichtlineare Regression
4
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Online availability
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Free
1
Type of publication
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Book / Working Paper
19
Type of publication (narrower categories)
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Übersichtsarbeit
Non-commercial literature
Systematic review
Graue Literatur
19
Arbeitspapier
12
Working Paper
12
Hochschulschrift
8
Collection of articles written by one author
3
Sammlung
3
Thesis
3
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
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Language
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English
Author
All
Lux, Thomas
2
Sushko, Stepan S.
2
Tanggaard, Carsten
2
Barndorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Demetrescu, Matei
1
Faßhauer, Angela
1
Hansen, Peter Reinhard
1
Hillmann, Benjamin
1
Hoffmann, Malte
1
Jensen, Uwe
1
Kroeger, Thilo
1
Lunde, Asger
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Ozimkovska, Valentyna
1
Raff, Horst
1
Rehdanz, Katrin
1
Reitz, Stefan
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Venardos, Emmanouil
1
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Institution
All
Centre for Analytical Finance <Århus>
Christian-Albrechts-Universität zu Kiel
Ekonomiska forskningsinstitutet <Stockholm>
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
Forschungsinstitut zur Zukunft der Arbeit
32
Birkbeck College / Department of Economics
20
Internationaler Währungsfonds / Research Department
20
European University Institute / Department of Economics
9
Institut für Höhere Studien
9
Institut für Weltwirtschaft
9
Centre for Economic Performance
8
National Bureau of Economic Research
8
Rodney L. White Center for Financial Research
8
Umeå universitet
8
Centre for Economic Policy Research
7
Federal Reserve System / Division of Research and Statistics
7
Friedrich-Schiller-Universität Jena
7
The Wharton Financial Institutions Center
7
Trinity College Dublin / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
Center for Economic Research <Tilburg>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Goethe-Universität Frankfurt am Main
6
Institute of Finance and Accounting <London>
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Exeter / Department of Economics
6
University of Reading / Department of Economics
6
Australian National University / Faculty of Economics and Commerce
5
Federal Reserve Bank of San Francisco
5
Svenska Handelshögskolan <Helsinki>
5
University of Dundee / Department of Economic Studies
5
Universität Mannheim
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
4
Federal Reserve System / Board of Governors
4
Hamburgisches Welt-Wirtschafts-Archiv
4
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
4
Macquarie University / Department of Economics
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
University of Otago / Commerce Division
4
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Source
All
ECONIS (ZBW)
19
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1
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012940057
Saved in:
2
Essays on firms and workers in the global economy
Kroeger, Thilo
-
2021
Persistent link: https://www.econbiz.de/10012617334
Saved in:
3
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012887751
Saved in:
4
Inference in predictive regression models with persistent regressors
Hillmann, Benjamin
-
2021
Persistent link: https://www.econbiz.de/10012663790
Saved in:
5
Exploring family life circumstances and their relationship to a child's school achievement - an econometric analysis in large data contexts
Hoffmann, Malte
-
2017
Persistent link: https://www.econbiz.de/10011667884
Saved in:
6
Essays on the common currency, real financial market exchange rates and capital flows
Ozimkovska, Valentyna
-
2016
Persistent link: https://www.econbiz.de/10011448297
Saved in:
7
Internal migration, environmental amenities and life satisfaction : theoretical linkages, empirical evidence and methodological advances
Faßhauer, Angela
-
2015
Persistent link: https://www.econbiz.de/10011494121
Saved in:
8
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
9
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
10
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
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