//--> //--> //-->
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:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Doz, Catherine"
~person:"Sørensen, Carsten"
~type:"book"
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
Volatilität
Zeitreihenanalyse
Estimation
7
Schätzung
7
Time series analysis
4
1979-1997
3
Factor analysis
3
Faktorenanalyse
3
Theorie
3
Theory
3
Dynamische Wirtschaftstheorie
2
EU countries
2
EU-Staaten
2
Economic dynamics
2
Exchange rate
2
Forecasting model
2
Prognoseverfahren
2
Stochastic process
2
Stochastischer Prozess
2
Structural break
2
Strukturbruch
2
Target zone
2
Volatility
2
Wechselkurs
2
Zielzone
2
dynamic factor models
2
2000-2010
1
Aktienindex
1
Allgemeines Gleichgewicht
1
Anleihe
1
Bond
1
Business cycle
1
Capital income
1
Economic crisis
1
Economic forecast
1
Economic growth
1
Estimation theory
1
European Monetary System
1
Europäisches Währungssystem
1
Financial crisis
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Caporin, Massimiliano
Doz, Catherine
Sørensen, Carsten
McAleer, Michael
16
Mumtaz, Haroon
11
Neely, Christopher J.
6
Theodoridis, Konstantinos
6
Österholm, Pär
6
Chang, Chia-Lin
5
Escribano, Álvaro
5
Kapetanios, George
4
Manera, Matteo
4
Nguyen, Hoang
4
Blazsek, Szabolcs
3
Engsted, Tom
3
Erdemlioglu, Deniz
3
Guo, Hui
3
Kiss, Tamás
3
Licht, Adrian
3
Savickas, Robert
3
Allen, David E.
2
Asai, Manabu
2
Chortareas, Georgios E.
2
Christiansen, Charlotte
2
Franses, Philip Hans
2
Gourier, Elise
2
Honoré, Peter
2
Karlsson, Sune
2
Laurent, Sébastien
2
Rangvid, Jesper
2
Raunig, Burkhard
2
Roengchai Tansuchat
2
Scharth, Marcel
2
Sherris, Michael
2
Tripier, Fabien
2
Ungolo, Francesco
2
Valenti, Daniele
2
Zhou, Yuxin
2
Alessandri, Piergiorgio
1
Armelius, Hanna
1
Asai, Manuabu
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Working paper
Working papers on finance
3
Working papers
2
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
1
Marco Fanno Working Paper
1
OECD statistics working paper
1
SAFE working paper
1
University of St. Gallen, School of Finance Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine
;
Ferrara, Laurent
;
Pionnier, Pierre-Alain
-
2020
Persistent link: https://www.econbiz.de/10012244551
Saved in:
2
Another look into the factor model black box : factor interpretation and structural (in)stability
Despois, Thomas
;
Doz, Catherine
-
2019
-
This version: February 4, 2020
Persistent link: https://www.econbiz.de/10012234615
Saved in:
3
Dynamic factor models
Doz, Catherine
;
Fuleky, Peter
-
2019
Persistent link: https://www.econbiz.de/10012234624
Saved in:
4
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:
5
Common stochastic trends in a system of shadow exchange rates
Rangvid, Jesper
;
Sørensen, Carsten
-
1998
Persistent link: https://www.econbiz.de/10000989517
Saved in:
6
Determinants of the implied fundamentals from a target zone
Rangvid, Jesper
;
Sørensen, Carsten
-
1997
Persistent link: https://www.econbiz.de/10000977528
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->