//--> //--> //--> //-->
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:"United States"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~person:"Li, Kai"
~person:"Pereira, T. Themido"
~subject:"1986-1995"
~subject:"Anlageverhalten"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Hedging"
~subject:"Schätztheorie"
~subject:"Theorie"
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:"Theory"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
United States
1986-1995
Anlageverhalten
Asymmetric information
Economic growth
Estimation theory
Hedging
Schätztheorie
Theorie
Theory
19
Volatility
6
Volatilität
6
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Schätzung
4
USA
4
Capital income
3
Kapitaleinkommen
3
1982-1996
2
1992-1996
2
Behavioural finance
2
Black-Scholes model
2
Black-Scholes-Modell
2
Exchange rate
2
Forecasting model
2
Prognoseverfahren
2
Saisonale Schwankungen
2
Seasonal variations
2
Wechselkurs
2
Yield curve
2
Zinsstruktur
2
1959-1995
1
Börsenkurs
1
Currency option
1
Currency speculation
1
Deutschland
1
Devisenoption
1
Equilibrium theory
1
Germany
1
more ...
less ...
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Arbeitspapier
19
Working Paper
19
Graue Literatur
18
Non-commercial literature
18
Language
All
English
19
Author
All
Engle, Robert F.
Franses, Philip Hans
Li, Kai
Pereira, T. Themido
Nijkamp, Peter
35
Rietveld, Piet
19
Bergh, Jeroen C. J. M. van den
14
Dekker, Rommert
14
Zhang, Shuzhong
13
Verhoef, Erik T.
12
Sturm, Jos F.
11
Haan, Laurens de
9
Houba, Harold
9
Rosenberg, Joshua V.
9
Winden, Frans A. A. M. van
9
Vries, Casper G. de
8
Frenk, Johannes G.
7
Kleijn, Marcel J.
7
Laan, Gerard van der
7
Sundaram, Rangarajan K.
7
Acharya, Viral V.
6
Berg, Gerard J. van den
6
Boot, Arnoud W. A.
6
Dijk, Herman K. van
6
Sonnemans, Joep
6
Daníelsson, Jón
5
Dijk, Frans van
5
Frijters, Paul
5
Janssen, Maarten C. W.
5
Perotti, Enrico C.
5
Reggiani, Aura
5
Ridder, Geert
5
Shapiro, Alex
5
Sloof, Randolph
5
Başak, Suleyman
4
Berkelaar, Arjan B.
4
Hommes, Cars H.
4
Kandelaars, Patricia P. A. A. H.
4
Kiviet, J. F.
4
Kleibergen, Frank
4
Lucas, André
4
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute / Tinbergen Institute
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Econometric Institute research papers
42
Report / Econometric Institute, Erasmus University Rotterdam
33
Discussion paper / Tinbergen Institute
24
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion paper / Department of Economics, University of California San Diego
18
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Working paper / National Bureau of Economic Research, Inc.
13
ERIM report series research in management
12
Economics letters
12
International journal of forecasting
9
Journal of applied econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of econometrics
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Econometric reviews
8
Finance working papers
8
Journal of forecasting
8
NBER Working Paper
7
NBER working paper series
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Working paper series / University of Zurich, Department of Economics
7
Journal of economic dynamics & control
6
Advanced texts in econometrics
5
European journal of operational research : EJOR
5
Oxford bulletin of economics and statistics
5
Research memorandum series / Tinbergen Instituut
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Handbooks in economics
4
Rotterdam Institute for Business Economic Studies
4
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Journal of economic surveys
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial economics
3
Macroeconomic dynamics
3
The journal of finance : the journal of the American Finance Association
3
The review of economics and statistics
3
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inferring volatility persistence from option implied volatility
Li, Kai
-
2001
Persistent link: https://www.econbiz.de/10001554378
Saved in:
2
The empirical performance of alternative extreme value volatility estimators
Li, Kai
;
Weinbaum, David
-
2000
Persistent link: https://www.econbiz.de/10001554385
Saved in:
3
On estimation, diagnostic testing and smoothing of long memory stochastic volatility models
Li, Kai
;
Deo, Rohit
;
Hurvich, Clifford
-
2000
Persistent link: https://www.econbiz.de/10001486271
Saved in:
4
Yes, historical volatility does contain incremental information beyond option implied volatility
Li, Kai
-
2000
Persistent link: https://www.econbiz.de/10001539735
Saved in:
5
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
6
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
7
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
8
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
9
Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000984706
Saved in:
10
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->