//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Share price"
subject:"Stock index"
~isPartOf:"Managerial finance"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"McAleer, Michael"
~source:"econis"
~subject:"Monetary union"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Share price
Stock index
Monetary union
Estimation
5
Schätzung
5
Volatility
3
Volatilität
3
Börsenkurs
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
1980-1997
1
1996-2009
1
Capital income
1
EU countries
1
EU-Staaten
1
East Asia
1
Entropie
1
Entropy
1
Forecasting model
1
Hochfrequenzdaten (high frequency data)
1
Kapitaleinkommen
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Optimaler Währungsraum
1
Optimum currency area
1
Option pricing theory
1
Optionspreistheorie
1
Ostasien
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Risikomaß
1
Risk measure
1
Schock
1
Shock
1
Simulation
1
VAR model
1
VAR-Modell
1
Welt
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
McAleer, Michael
Allen, David E.
9
Powell, Robert
2
Satō, Kiyotaka
2
Singh, Abhay Kumar
2
Soucik, Victor
2
Zhang, Zhaoyong
2
Aggarwal, Khushboo
1
Amporn Soongswang
1
Bagga, Amit
1
Beyer, Deborah
1
Beyer, Scott
1
Consler, John
1
DeFusco, Richard A.
1
Djajadikerta, Hadrian
1
Dudney, Donna M.
1
Dunham, Lee M.
1
Emekter, Riza
1
Fan, Steve
1
Gao, Jiti
1
Geppert, John M.
1
Gupta, Kashish
1
Gupta, Rakesh
1
Haggard, K. Stephen
1
Harish Ganapathi, J. S.
1
Holzhauer, Hunter Matthew
1
Imbarine Bujang
1
Ishida, Isao
1
Jha, Mithilesh Kumar
1
Jirasakuldech, Benjamas
1
Kavya, T. B.
1
Kok Haur Ng
1
Kramadibrata, Akhmad R.
1
Kumar, Jitender
1
Lepak, Greg M.
1
Lu, Xing
1
MacLeod, Robert W.
1
Mehran, Jamshid
1
Mo, Di
1
Mostafa, Wael
1
more ...
less ...
Published in...
All
Managerial finance
School of Accounting, Finance and Economics & FEMARC working paper series
Econometric Institute research papers
9
Discussion paper / Tinbergen Institute
8
Working paper
5
Applied economics
2
Econometric reviews
2
Econometrics : open access journal
1
Economies : open access journal
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Risks : open access journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
Saved in:
2
Towards an East Asian monetary union : an econometrics analysis of shocks
Satō, Kiyotaka
(
contributor
);
Zhang, Zhaoyong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003129624
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
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1048-1067
Persistent link: https://www.econbiz.de/10009388885
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->