//--> //--> //-->
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:"USA"
subject:"Volatilität"
~isPartOf:"Applied quantitative finance"
~subject:"Börsenkurs"
~type_genre:"Book section"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
USA
Volatilität
Börsenkurs
Estimation
14
Schätzung
14
Theorie
11
Theory
11
United States
6
Volatility
6
ARCH model
3
ARCH-Modell
3
Credit risk
3
Deutschland
3
Germany
3
Großbritannien
3
Kreditrisiko
3
Risikomaß
3
Risk measure
3
Time series analysis
3
United Kingdom
3
Zeitreihenanalyse
3
Bayes-Statistik
2
Bayesian inference
2
Beta risk
2
Betafaktor
2
EU countries
2
EU-Staaten
2
Econometric model
2
Exchange rate
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
Handelsvolumen der Börse
2
Insolvency
2
Insolvenz
2
Market microstructure
2
Marktmikrostruktur
2
Measurement
2
Messung
2
Multivariate Analyse
2
Multivariate analysis
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Book section
Aufsatz im Buch
10
Language
All
English
10
Author
All
Hautsch, Nikolaus
3
Härdle, Wolfgang
3
Herwartz, Helmut
2
Duan, Jin-Chuan
1
Fengler, Matthias
1
Fengler, Matthias R.
1
Frisch, Christoph
1
Huang, S.F.
1
Knöchlein, Germar
1
Lin, H.C.
1
Lin, T.Y.
1
Mysicková, Alena
1
Ou, Yangguoyi
1
Pigorsch, U.
1
Pigorsch, Uta
1
Raters, F. H. C.
1
Tsay, Ruey S.
1
Wang, W.-T.
1
Zhu, H.
1
more ...
less ...
Published in...
All
Applied quantitative finance
Forecasting volatility in the financial markets
6
Exchange rate economics : where do we stand?
5
Recent advances in estimating nonlinear models : with applications in economics and finance
5
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
5
Advances in business cycle research : with application to the French and US economies
4
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
4
Agglomeration economics : [includes proceedings of the National Bureau of Economic Research conference, held in 2007]
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
4
European Monetary Union, emerging markets and econometric issues in international finance
4
Family business
4
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
4
Handbook of financial time series
4
Handbuch Alternative Investments ; Bd. 1
4
Measuring capital in the new economy
4
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
4
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
4
The interrelationship between financial and energy markets
4
The theory of monetary aggregation
4
A statistical equilibrium perspective on corporate profitability
3
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
3
Applied regional growth and innovation models
3
Applying Kernel and nonparametric estimation to economic topics
3
Business cycles in economics : types, challenges and impacts on monetary policies
3
East European transition and EU enlargement : a quantitative approach ; with 105 tables
3
Econometric analysis of financial and economic time series ; part B
3
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
3
Economic growth issues
3
Education, skills, and technical change : implications for future US GDP growth
3
Empirical research on the German capital market : with 60 tables
3
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
3
Essays in empirical macroeconomics: zooming on financial imbalances
3
Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
3
Essays on current phenomena and developments in financial markets
3
Essays on empirical asset pricing
3
Essays on mutual fund's trading activity
3
Financial econometrics and empirical market microstructure
3
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
3
Focus on economic growth and productivity
3
Frontiers of broadband, electronic and mobile commerce
3
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate volatility models
Fengler, Matthias
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
Saved in:
2
Portfolio selection with spectral risk measures
Huang, S.F.
;
Lin, H.C.
;
Lin, T.Y.
- In:
Applied quantitative finance
,
(pp. 39-56)
.
2017
Persistent link: https://www.econbiz.de/10011794952
Saved in:
3
Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan
;
Wang, W.-T.
- In:
Applied quantitative finance
,
(pp. 73-91)
.
2017
Persistent link: https://www.econbiz.de/10011794954
Saved in:
4
Market based credit rating and its applications
Tsay, Ruey S.
;
Zhu, H.
- In:
Applied quantitative finance
,
(pp. 113-128)
.
2017
Persistent link: https://www.econbiz.de/10011794956
Saved in:
5
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
6
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
7
Numerics of implied binomial trees
Härdle, Wolfgang
;
Mysicková, Alena
- In:
Applied quantitative finance
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003746028
Saved in:
8
Stochastic volatility estimation using Markov chain simulation
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Applied quantitative finance
,
(pp. 249-274)
.
2009
Persistent link: https://www.econbiz.de/10003746411
Saved in:
9
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, Uta
- In:
Applied quantitative finance
,
(pp. 275-293)
.
2009
Persistent link: https://www.econbiz.de/10003746412
Saved in:
10
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance
,
(pp. 313-326)
.
2009
Persistent link: https://www.econbiz.de/10003746416
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->