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subject:"Volatility"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Australien / Bureau of Statistics"
~institution:"Rodney L. White Center for Financial Research"
~language:"eng"
~subject:"Share price"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation"
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Volatility
Share price
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Estimation
18
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7
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7
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5
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Bell, Philip A.
2
Anderson, Torben G.
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Carolan, Anthony M.
1
Diebold, Francis X.
1
Dungey, Mardi H.
1
Heaney, Richard A.
1
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Australian National University / Faculty of Economics and Commerce
Australien / Bureau of Statistics
Rodney L. White Center for Financial Research
National Bureau of Economic Research
174
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
Ekonomiska forskningsinstitutet <Stockholm>
14
Institut für Weltwirtschaft
10
Federal Reserve System / Division of Research and Statistics
7
University of Canterbury / Dept. of Economics and Finance
6
Zentrum für Europäische Wirtschaftsforschung
6
Birkbeck College / Department of Economics
5
Gottfried Wilhelm Leibniz Universität Hannover
5
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4
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4
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4
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4
Umeå universitet
4
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4
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3
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3
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
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3
Federal Reserve Bank of Cleveland
3
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3
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Kansantaloustieteen Laitos <Tampere>
3
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3
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2
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2
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2
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2
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2
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2
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2
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
7
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1
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:
2
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:
3
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
4
Using state space models and composite estimation to measure the effects of telephone interviewing on labour force estimates
Bell, Philip A.
-
1998
Persistent link: https://www.econbiz.de/10000983042
Saved in:
5
Trend estimation for small areas from a continuing survey with controlled sample overlap
Bell, Philip A.
;
Carolan, Anthony M.
-
1998
Persistent link: https://www.econbiz.de/10000983153
Saved in:
6
A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H.
-
1997
Persistent link: https://www.econbiz.de/10000959373
Saved in:
7
An examination of the variation in equity market returns and volatility in the Asia Pacific region
Heaney, Richard A.
-
1997
Persistent link: https://www.econbiz.de/10000978403
Saved in:
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