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subject:"Volatilität"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Financial Options Research Centre"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation"
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Volatilität
Schätzung
Estimation
28
Theorie
23
Theory
23
Großbritannien
8
United Kingdom
8
USA
5
United States
5
Börsenkurs
4
Kaufkraftparität
4
Purchasing power parity
4
Share price
4
1973-1997
3
Capital income
3
Estimation theory
3
Kapitaleinkommen
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OECD countries
3
OECD-Staaten
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Schätztheorie
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Time series analysis
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Volatility
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Zeitreihenanalyse
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ARCH model
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CAPM
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Deutschland
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Germany
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Humankapital
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Preistheorie
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Prognoseverfahren
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Welt
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Wertpapierhandel
2
World
2
1871-2000
1
1919-1999
1
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Book / Working Paper
28
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Working Paper
Graue Literatur
29
Non-commercial literature
29
Arbeitspapier
28
Language
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English
28
Author
All
Coakley, Jerry
4
Fuertes, Ana María
4
Gylfi Zoega
4
Tanggaard, Carsten
3
Wall, Howard J.
3
Davies, Hugh
2
Orszag, Jonathan Michael
2
Peronaci, Romana
2
Sola, Martin
2
Thorvaldur Gylfason
2
Timmermann, Allan
2
Tryggvi Þor Herbertsson
2
Brunetti, Celso
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Dacco, Roberto
1
Engsted, Tom
1
Georgellis, Yannis
1
Joshi, Heather
1
Knight, John L.
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Pesaran, M. Hashem
1
Phelps, Edmund S.
1
Raahauge, Peter
1
Ravn, Morten O.
1
Satchell, Stephen
1
Tran, Kien C.
1
Vitale, Giovanni
1
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Birkbeck College / Department of Economics
Centre for Analytical Finance <Århus>
Financial Options Research Centre
Forschungsinstitut zur Zukunft der Arbeit
346
National Bureau of Economic Research
91
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
89
Institut für Weltwirtschaft
84
Zentrum für Europäische Wirtschaftsforschung
65
Ekonomiska forskningsinstitutet <Stockholm>
57
William Davidson Institute <Ann Arbor, Mich.>
48
Deutsches Institut für Wirtschaftsforschung
35
Centre for Economic Performance
29
Internationaler Währungsfonds / Research Department
28
Federal Reserve Bank of St. Louis
26
Federal Reserve Bank of San Francisco
21
Trinity College Dublin / Department of Economics
20
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
19
Federal Reserve System / Division of Research and Statistics
19
Johns Hopkins University / Department of Economics
19
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
19
Federal Reserve System / Board of Governors
18
International Monetary Fund
18
University of Reading / Department of Economics
17
Center for Economic Research <Tilburg>
16
Centre for Economic Policy Research
16
Federal Reserve Bank of New York
16
Rheinisch-Westfälisches Institut für Wirtschaftsforschung
16
University of Oxford / Institute of Economics and Statistics
16
University of Sheffield / Department of Economics
16
Federal Reserve Bank of Cleveland
15
Institute of Finance and Accounting <London>
15
Maxwell Graduate School of Citizenship and Public Affairs
14
National Institute of Economic and Social Research
14
Queen Mary College / Department of Economics
14
University of Hong Kong / School of Economics and Finance
14
Konjunkturforschungsstelle <Zürich>
13
Türkiye Cumhuriyet Merkez Bankası
13
Boston College / Department of Economics
12
Harvard Institute for International Development
12
Innocenzo Gasparini Institute for Economic Research <Mailand>
12
Rutgers University / Department of Economics
12
USA / Bureau of Labor Statistics
12
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Discussion papers in economics
15
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Discussion paper in financial economics : FE
4
Source
All
ECONIS (ZBW)
28
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1
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
4
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
5
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
6
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
9
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
Saved in:
10
The gender wage gap and partnership
Davies, Hugh
;
Peronaci, Romana
;
Joshi, Heather
-
1998
Persistent link: https://www.econbiz.de/10000994205
Saved in:
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