//--> //--> //--> //-->
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"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~subject:"Kointegration"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Non-commercial literature"
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
Kointegration
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
Kapitaleinkommen
23
Estimation theory
18
Schätztheorie
18
Volatility
18
Börsenkurs
15
Forecasting model
15
Prognoseverfahren
15
Share price
15
Risikoprämie
13
Risk premium
13
USA
12
United States
12
Cointegration
11
ARCH model
8
ARCH-Modell
8
Yield curve
8
Zinsstruktur
8
CAPM
7
Factor analysis
7
Faktorenanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Correlation
6
Korrelation
6
VAR model
6
VAR-Modell
6
Anleihe
5
Bond
5
Business cycle
5
Konjunktur
5
Nichtparametrisches Verfahren
5
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
29
Type of publication (narrower categories)
All
Article in journal
Collection of articles of several authors
Non-commercial literature
Arbeitspapier
29
Graue Literatur
29
Working Paper
29
Language
All
English
29
Author
All
Nielsen, Morten Ørregaard
6
Bollerslev, Tim
3
Carlini, Federico
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Christensen, Bent Jesper
2
Todorov, Viktor
2
Veliyev, Bezirgen
2
Abate, Girum Dagnachew
1
Andreasen, Martin Møller
1
Anselin, Luc
1
Bolko, Anine E.
1
Callot, Laurent
1
Cavaliere, Giuseppe
1
Christensen, Kim
1
Delle Monache, Davide
1
Dolatabadi, Sepideh
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Grassi, Stefano
1
Hall, Anthony D.
1
Haulde, Javier
1
Jakobsen, Johan Stax
1
Johansen, Søren
1
Jones, Maggie E. C.
1
Kanaya, Shin
1
Kang, Jian
1
Kjær, Mads Markvart
1
Kristensen, Dennis
1
Kristensen, Johannes Tang
1
Lange, Theis
1
Lunde, Asger
1
MacKinnon, James G.
1
Nielsen, Ole Linnemann
1
Osterrieder, Daniela
1
Pakkanen, Mikko S.
1
Popiel, Michal Ksawery
1
Posedel Šimović, Petra
1
Posselt, Anders Merrild
1
more ...
less ...
Published in...
All
CREATES research paper
International Journal of Energy Economics and Policy : IJEEP
109
International journal of economics and financial issues : IJEFI
109
CESifo working papers
96
Cogent economics & finance
71
Journal of risk and financial management : JRFM
70
Working paper
65
Discussion paper / Tinbergen Institute
56
Discussion papers / Deutsches Institut für Wirtschaftsforschung
45
CAMA working paper series
35
Economies : open access journal
34
Discussion papers of interdisciplinary research project 373
32
SFB 649 discussion paper
31
Economics and finance working paper series
30
Working paper / National Bureau of Economic Research, Inc.
30
Discussion paper
28
Financial innovation : FIN
28
CBN journal of applied statistics
27
CFS working paper series
27
Discussion paper series / IZA
27
Working papers
26
Econometrics : open access journal
24
Iranian economic review : journal of University of Tehran
24
Econometric Institute research papers
23
Ruhr economic papers
22
Romanian journal of economic forecasting
21
Pakistan journal of commerce and social sciences
20
International Journal of Financial Studies : open access journal
19
Risks : open access journal
19
Kiel working paper
18
Research paper series / Swiss Finance Institute
18
Staff reports / Federal Reserve Bank of New York
17
Department of Economics working paper series
16
Finance and economics discussion series
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Economics / Discussion papers : the open-access, open-assessment e-journal
14
International finance discussion papers
14
Working paper series / European Central Bank
14
Working papers / Bank for International Settlements
14
Kieler Arbeitspapiere
13
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
7
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
8
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
9
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
Saved in:
10
House price fluctuations and the business cycle dynamics
Abate, Girum Dagnachew
;
Anselin, Luc
-
2016
Persistent link: https://www.econbiz.de/10011447774
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->