//--> //--> //--> //-->
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"
~person:"Asai, Manabu"
~person:"Gil-Alaña, Luis A."
~person:"Pesaran, M. Hashem"
~person:"Xuan Vinh Vo"
~source:"econis"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
520
Schätzung
520
Time series analysis
226
Zeitreihenanalyse
226
Theorie
161
Theory
161
USA
128
United States
127
Cointegration
123
Kointegration
123
Volatility
94
fractional integration
79
Börsenkurs
75
Share price
75
Welt
73
World
73
Capital income
68
Großbritannien
68
Kapitaleinkommen
68
United Kingdom
68
VAR model
50
VAR-Modell
50
Fractional integration
47
Structural break
47
Strukturbruch
47
Forecasting model
46
Prognoseverfahren
46
Aktienmarkt
45
Estimation theory
45
Schätztheorie
45
Stochastic process
45
Stochastischer Prozess
45
Stock market
45
EU countries
39
EU-Staaten
39
Einheitswurzeltest
35
Unit root test
35
Business cycle
32
Konjunktur
32
more ...
less ...
Online availability
All
Free
42
Undetermined
31
Type of publication
All
Article
55
Book / Working Paper
39
Type of publication (narrower categories)
All
Article in journal
53
Aufsatz in Zeitschrift
53
Graue Literatur
33
Non-commercial literature
33
Arbeitspapier
32
Working Paper
32
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
94
Author
All
Asai, Manabu
Gil-Alaña, Luis A.
Pesaran, M. Hashem
Xuan Vinh Vo
McAleer, Michael
85
Gupta, Rangan
82
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
44
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Hautsch, Nikolaus
31
Bouri, Elie
28
Härdle, Wolfgang
28
Ma, Feng
26
Chang, Chia-Lin
25
Engle, Robert F.
24
Herwartz, Helmut
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
Koopman, Siem Jan
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Balcilar, Mehmet
20
Chan, Joshua
18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Lettau, Martin
18
Spagnolo, Nicola
18
Tiwari, Aviral Kumar
18
Aghion, Philippe
17
Kang, Sang Hoon
17
Mensi, Walid
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
17
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
CESifo working papers
7
Econometric Institute research papers
6
International review of economics & finance : IREF
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Economics and finance working paper series
4
The North American journal of economics and finance : a journal of financial economics studies
4
Cambridge working papers in economics
3
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
International review of financial analysis
3
Applied economics
2
CESifo Working Paper Series
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Journal of econometrics
2
Journal of international money and finance
2
Research in international business and finance
2
The econometrics journal
2
Working paper
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Asia-Pacific financial markets
1
Australian economic papers
1
Borsa Istanbul Review
1
CAMA working paper series
1
DNB working paper
1
Discussion paper series / IZA
1
ERF working papers series
1
Econometrics : open access journal
1
Economic modelling
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of financial time series
1
IEPR Working Paper
1
IZA Discussion Paper
1
International journal of emerging markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
81
-
90
of
94
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
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:
82
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
83
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
84
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
85
CAC-40 stock market index : long memory in the returns and in the volatility processes at different data frequencies
Gil-Alaña, Luis A.
;
Laniepce, Arnold
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 211-220)
.
2009
Persistent link: https://www.econbiz.de/10003945030
Saved in:
86
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
87
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
88
Forecasting random walks under drift instability
Pesaran, M. Hashem
(
contributor
);
Pick, Andreas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003711763
Saved in:
89
Volatility amongst firms in the Dow Jones Eurostoxx50 Index
Xuan Vinh Vo
;
Daly, Kevin James
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 569-582
Persistent link: https://www.econbiz.de/10003739231
Saved in:
90
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->