//--> //--> //-->
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:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of econometrics"
~person:"Creal, Drew"
~person:"Paolella, Marc S."
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
Volatility
Yield curve
Estimation
4
Schätzung
4
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Capital income
2
GARCH
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Multivariate generalized hyperbolic distribution
2
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
Bayes-Statistik
1
Bayesian estimation
1
Bayesian inference
1
Börsenkurs
1
CCC
1
Common jumps
1
Correlation
1
Credit default swaps
1
Credit derivative
1
Credit risk
1
Density forecasting
1
Dynamic copulas
1
EM-algorithm
1
Estimation theory
1
Fat tails
1
Forecasting model
1
Korrelation
1
Kreditderivat
1
Kreditrisiko
1
Markov switching
1
Multivariate Analyse
1
Multivariate Verteilung
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Creal, Drew
Paolella, Marc S.
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Halberstadt, Arne
4
Winkelmann, Lars
4
Fan, Jianqing
3
Francq, Christian
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Balaban, Ercan
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Bönke, Timm
2
Christensen, Kim
2
Ergemen, Yunus Emre
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Haque, Qazi
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
La Vecchia, Davide
2
Li, Yingying
2
Magnusson, Leandro M.
2
Metiu, Norbert
2
Park, Joon Y.
2
Polak, Pawel
2
Prieto, Esteban
2
Quaedvlieg, Rogier
2
more ...
less ...
Published in...
All
Discussion paper
Journal of econometrics
CFS working paper series
6
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Working paper / National Bureau of Economic Research, Inc.
2
Chicago Booth Research Paper
1
Discussion paper / Tinbergen Institute
1
Handbook of heavy tailed distributions in finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBER Working Paper
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
2
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
3
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
4
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 60-81
Persistent link: https://www.econbiz.de/10011339903
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->