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subject:"Volatility"
type_genre:"Graue Literatur"
~institution:"European University Institute / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Schätzung"
~type:"book"
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Volatility
Schätzung
Estimation
13
USA
9
United States
9
Theorie
7
Theory
7
Capital income
3
Deutschland
3
Exchange rate
3
Germany
3
Kapitaleinkommen
3
Volatilität
3
Wechselkurs
3
Yield curve
3
Zinsstruktur
3
Business cycle synchronization
2
EU countries
2
EU-Staaten
2
Estimation theory
2
Forecast
2
Großbritannien
2
Japan
2
Konjunkturzusammenhang
2
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2
OECD-Staaten
2
Prognose
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Schätztheorie
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1970-1992
1
Bargaining theory
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CAPM
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Graue Literatur
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13
Non-commercial literature
13
Working Paper
13
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English
13
Author
All
Diebold, Francis X.
2
Anderson, Torben G.
1
Argentesi, Elena
1
Aruoba, S. Borağan
1
Berkovitch, Elazar
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Brüggemann, Ralf
1
Darbha, Gangadhar
1
Eraslan, Hulya
1
Filistrucchi, Lapo
1
Gesser, Ruth
1
Labys, Paul
1
Lanne, Markku
1
Lütkepohl, Helmut
1
Maravall Herrero, Agustín
1
Pástor, Ľuboš
1
Ravn, Morten O.
1
Rudebusch, Glenn D.
1
Santa-Clara, Pedro
1
Sarig, Oded H.
1
Stambaugh, Robert F.
1
Ubide, Angel
1
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European University Institute / Department of Economics
Rodney L. White Center for Financial Research
Forschungsinstitut zur Zukunft der Arbeit
344
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
National Bureau of Economic Research
87
Institut für Weltwirtschaft
84
Zentrum für Europäische Wirtschaftsforschung
66
Ekonomiska forskningsinstitutet <Stockholm>
59
William Davidson Institute <Ann Arbor, Mich.>
47
Deutsches Institut für Wirtschaftsforschung
34
Centre for Economic Performance
29
Federal Reserve Bank of St. Louis
26
Federal Reserve Bank of San Francisco
21
Birkbeck College / Department of Economics
19
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
19
Internationaler Währungsfonds / Research Department
19
Johns Hopkins University / Department of Economics
19
Rheinisch-Westfälisches Institut für Wirtschaftsforschung
19
Trinity College Dublin / Department of Economics
19
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
19
Österreichisches Institut für Wirtschaftsforschung
19
Friedrich-Schiller-Universität Jena
18
Centre for Economic Policy Research
17
Christian-Albrechts-Universität zu Kiel
17
University of Reading / Department of Economics
17
Center for Economic Research <Tilburg>
16
Federal Reserve Bank of New York
16
Institut für Agrarentwicklung in Mittel- und Osteuropa
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
Universität Mannheim
15
Konjunkturforschungsstelle <Zürich>
14
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
Institute for Fiscal Studies
13
Türkiye Cumhuriyet Merkez Bankası
13
Boston College / Department of Economics
12
Harvard Institute for International Development
12
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Working papers / Rodney L. White Center for Financial Research
7
EUI working paper / ECO
6
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ECONIS (ZBW)
13
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1
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
2
The macroeconomy and the yield curve : a dynamic latent factor approach
Diebold, Francis X.
(
contributor
); …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229558
Saved in:
3
Going public : public debt or public equity?
Berkovitch, Elazar
(
contributor
);
Gesser, Ruth
(
contributor
)
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229596
Saved in:
4
Corporate bankruptcy reorganizations : estimates from a bargaining model
Eraslan, Hulya
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022891
Saved in:
5
Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Brüggemann, Ralf
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974410
Saved in:
6
Estimating market power in a two-sided market : the case of newspapers
Argentesi, Elena
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002877018
Saved in:
7
Estimaging the benchmark yield curve : a new approach using stochastic frontier functions
Darbha, Gangadhar
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024649
Saved in:
8
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:
9
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
10
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
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