//--> //--> //--> //-->
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"
~person:"Bollerslev, Tim"
~person:"Chang, Tsangyao"
~person:"Phillips, Peter C. B."
~subject:"Panel"
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
Panel
Estimation
224
Schätzung
224
Theorie
63
Theory
63
Einheitswurzeltest
56
Unit root test
56
Kaufkraftparität
50
Purchasing power parity
50
USA
48
United States
48
Volatilität
48
Time series analysis
47
Zeitreihenanalyse
47
Panel study
44
Capital income
39
Kapitaleinkommen
39
Cointegration
36
Kointegration
36
Börsenkurs
34
Share price
34
Statistical test
33
Statistischer Test
33
Forecasting model
29
Prognoseverfahren
29
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Estimation theory
23
Risikoprämie
23
Risk premium
23
Schätztheorie
23
Stochastic process
18
Stochastischer Prozess
18
Structural break
18
Strukturbruch
18
Regression analysis
17
Regressionsanalyse
17
Deutschland
16
Germany
16
more ...
less ...
Online availability
All
Free
38
Undetermined
21
Type of publication
All
Article
58
Book / Working Paper
38
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Arbeitspapier
21
Working Paper
21
Graue Literatur
20
Non-commercial literature
20
Language
All
English
96
Author
All
Bollerslev, Tim
Chang, Tsangyao
Phillips, Peter C. B.
Gupta, Rangan
105
Caporale, Guglielmo Maria
93
McAleer, Michael
90
Pierdzioch, Christian
51
Pesaran, M. Hashem
49
Baltagi, Badi H.
48
Afonso, António
45
Herwartz, Helmut
43
Bahmani-Oskooee, Mohsen
42
Narayan, Paresh Kumar
42
Belke, Ansgar
38
Gil-Alaña, Luis A.
36
Koopman, Siem Jan
36
Todorov, Viktor
35
Apergēs, Nikolaos
33
Härdle, Wolfgang
33
Bouri, Elie
32
Hautsch, Nikolaus
31
Wohar, Mark E.
31
Chang, Chia-Lin
30
Asai, Manabu
29
Buch, Claudia M.
28
Kim, Don H.
28
Lee, Chien-chiang
28
Westerlund, Joakim
28
Diebold, Francis X.
27
Mumtaz, Haroon
27
Panagiōtidēs, Theodōros
27
Tiwari, Aviral Kumar
27
Ma, Feng
26
Caporin, Massimiliano
25
Balcilar, Mehmet
24
Engle, Robert F.
24
Gao, Jiti
24
MacDonald, Ronald
24
Xuan Vinh Vo
23
Andersen, Torben
22
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Rodney L. White Center for Financial Research
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Journal of econometrics
11
Cowles Foundation discussion paper
9
Applied economics letters
6
Cowles Foundation Discussion Paper
6
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
NBER Working Paper
4
NBER working paper series
4
The empirical economics letters : a monthly international journal of economics
4
Applied economics
2
CREATES research paper
2
International journal of economics
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Working paper / National Bureau of Economic Research, Inc.
2
American Economic Review papers and proceedings
1
Applied financial economics
1
CFS working paper series
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Defence and peace economics
1
ERID working paper
1
Econometric theory
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economic modelling
1
Economic systems
1
Economics letters
1
Finance and economics discussion series
1
Handbook of economic forecasting ; 1
1
International Journal of Financial Studies : open access journal
1
International economic review
1
International journal of finance & economics : IJFE
1
International journal of strategic property management
1
Japan and the world economy : international journal of theory and policy
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Romanian journal of economic forecasting
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
more ...
less ...
Source
All
ECONIS (ZBW)
96
Showing
91
-
96
of
96
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
91
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
92
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
93
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
94
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
95
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
96
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->