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subject:"Volatility"
subject:"Yield curve"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Institut für Weltwirtschaft"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Stochastischer Prozess"
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Volatility
Yield curve
Stochastischer Prozess
Schätzung
201
Estimation
200
Deutschland
73
Germany
73
Theorie
52
Theory
52
Volatilität
28
Cointegration
20
Kointegration
20
Time series analysis
20
Zeitreihenanalyse
20
USA
19
United States
19
Börsenkurs
17
EU countries
17
EU-Staaten
17
Share price
17
Estimation theory
16
Schätztheorie
16
Exchange rate
15
Großbritannien
15
United Kingdom
15
Wechselkurs
15
Welt
15
World
15
ARCH model
14
ARCH-Modell
14
Arbeitslosigkeit
14
Geldpolitik
14
Monetary policy
14
Unemployment
14
Geldnachfrage
11
Kaufkraftparität
11
Money demand
11
Purchasing power parity
11
Auslandsinvestition
10
Economic growth
10
Forecasting model
10
Foreign investment
10
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Free
24
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Book / Working Paper
35
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Arbeitspapier
35
Graue Literatur
35
Non-commercial literature
35
Working Paper
35
Language
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English
35
Author
All
Herwartz, Helmut
4
Härdle, Wolfgang
4
McAleer, Michael
4
Fengler, Matthias R.
3
Carstensen, Kai
2
Gil-Alaña, Luis A.
2
Hafner, Christian M.
2
Nautz, Dieter
2
Pierdzioch, Christian
2
Teyssière, Gilles
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Breitung, Jörg
1
Brüggemann, Imke
1
Buch, Claudia M.
1
Candelon, Bertrand
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Christiansen, Charlotte
1
Cuba R., Mauricio de la
1
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
Döpke, Jörg
1
Etebari, Ahmad
1
Feldmann, David
1
Fratzscher, Marcel
1
Hoffmann, Marc
1
Ishida, Isao
1
Jaschke, Stefan R.
1
Kleinow, Torsten
1
Korostelev, Aleksandr P.
1
Lan Fen Chu
1
Le Manchec, Marie-Hélène
1
Lepskii, Oleg V.
1
Linton, Oliver
1
Logeay, Camille
1
Mammen, Enno
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
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Institution
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Centre for Analytical Finance <Århus>
Institut für Weltwirtschaft
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
115
Federal Reserve Bank of St. Louis
7
Rodney L. White Center for Financial Research
4
Springer Fachmedien Wiesbaden
4
Chambre de commerce et d'industrie de Paris
3
Ekonomiska forskningsinstitutet <Stockholm>
3
European University Institute / Department of Economics
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
University of Exeter / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Bonn Graduate School of Economics
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Goethe-Universität Frankfurt am Main
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Nationalekonomiska Institutionen <Göteborg>
2
Queen Mary College / Department of Economics
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
The Wharton Financial Institutions Center
2
Türkiye Cumhuriyet Merkez Bankası
2
University of Strathclyde / Department of Economics
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
1
Banca d'Italia
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
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Published in...
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Discussion papers of interdisciplinary research project 373
20
Working paper
6
Kiel advanced studies working papers : advanced studies in international economic policy research
3
Kiel working paper
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Kieler Arbeitspapiere
1
Source
All
ECONIS (ZBW)
35
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
3
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:
4
Is European money demand still stable?
Carstensen, Kai
(
contributor
)
-
2004
-
[Elektronische Ressource], rev. version
Persistent link: https://www.econbiz.de/10002011393
Saved in:
5
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
6
On the (nonlinear) relationship between exchange rate uncertainty and trade : an investigation of US trade figures in the Group of Seven
Herwartz, Helmut
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001918978
Saved in:
7
Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R.
(
contributor
);
Wang, Qihua
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
Saved in:
8
Is European money demand still stable?
Carstensen, Kai
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001789124
Saved in:
9
The integration of imperfect financial markets : implications for business cycle volatility
Buch, Claudia M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749146
Saved in:
10
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
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