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subject:"USA"
subject:"Volatilität"
~isPartOf:"Working paper"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~subject:"Deutschland"
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USA
Volatilität
Deutschland
Estimation
26
Schätzung
26
Volatility
13
ARCH model
9
ARCH-Modell
9
Forecasting model
9
Prognoseverfahren
9
Welt
8
World
8
United States
6
International tourism
5
Internationaler Tourismus
5
Modellierung
5
Scientific modelling
5
Stochastic process
5
Stochastischer Prozess
5
Taiwan
5
Time series analysis
5
Zeitreihenanalyse
5
Capital income
4
Demand
4
Kapitaleinkommen
4
Nachfrage
4
Börsenkurs
3
Capital market returns
3
Economic indicator
3
Kapitalmarktrendite
3
Risikomaß
3
Risk measure
3
Share price
3
Thailand
3
Theorie
3
Theory
3
Wirtschaftsindikator
3
1996-2009
2
Aktienindex
2
Commodity derivative
2
Exchange rate risk
2
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8
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Book / Working Paper
15
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Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
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English
15
Author
All
Härdle, Wolfgang
McAleer, Michael
Mumtaz, Haroon
13
Winkelmann, Rainer
9
Neely, Christopher J.
8
Owyang, Michael T.
6
Theodoridis, Konstantinos
6
Escribano, Álvaro
5
Karanassou, Marika
5
Chang, Chia-Lin
4
Guo, Hui
4
Honoré, Peter
4
Nyholm, Ken
4
Sala, Hector
4
Zweifel, Peter
4
Blazsek, Szabolcs
3
Erdemlioglu, Deniz
3
Kapetanios, George
3
Licht, Adrian
3
Manera, Matteo
3
Mas, Alexandre
3
Nguyen, Hoang
3
Savickas, Robert
3
Scharler, Johann
3
Senik-Leygonie, Claudia
3
Österholm, Pär
3
Allen, David E.
2
Altshuler, Rosanne
2
Asai, Manabu
2
Białkowski, Je̜drzej
2
Bloom, Nicholas
2
Boes, Stefan
2
Bénassy-Quéré, Agnès
2
Christensen, Michael
2
Clark, Andrew E.
2
Clark, Todd E.
2
Engsted, Tom
2
Francis, Neville
2
Gourier, Elise
2
Guidolin, Massimo
2
Hernández-Murillo, Rubén
2
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University of Canterbury / Dept. of Economics and Finance
4
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Working paper
Econometric Institute research papers
26
SFB 649 discussion paper
21
Discussion paper / Tinbergen Institute
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
4
Applied quantitative finance
3
International review of economics & finance : IREF
3
Journal of econometrics
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Journal of applied econometrics
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied economics
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Econometrics : open access journal
1
Handbook of applied econometrics and statistical inference
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of macroeconomics
1
Managerial finance
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of derivatives research
1
The Korean economic review
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ECONIS (ZBW)
15
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1
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
4
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
5
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
6
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
7
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
-
2010
Persistent link: https://www.econbiz.de/10008760493
Saved in:
8
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
9
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:
10
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:
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