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subject:"Volatility"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Centre for Economic Policy Research"
~institution:"Institut für Höhere Studien"
~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
Time series analysis
Estimation
46
Schätzung
46
Theorie
25
Theory
25
USA
10
United States
10
Austria
7
Österreich
7
Arbeitslosigkeit
6
Börsenkurs
6
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6
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5
Estimation theory
5
Germany
5
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5
Schätztheorie
5
United Kingdom
5
Economic growth
4
OECD countries
4
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4
Volatilität
4
Wirtschaftswachstum
4
Capital income
3
Exchange rate
3
Impact assessment
3
Kapitaleinkommen
3
Lohn
3
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3
Wechselkurs
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1970-1992
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2
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2
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2
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2
Australien
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Arbeitspapier
10
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10
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10
Working Paper
10
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English
Author
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Anderson, Torben G.
1
Bollerslev, Tim
1
Bonfiglioli, Alessandra
1
Brandt, Michael W.
1
Diebold, Francis X.
1
Dungey, Mardi H.
1
Easley, David
1
Favero, Carlo A.
1
Hahn, Franz R.
1
Heaney, Richard A.
1
Helmenstein, Christian
1
Hooper, Vincent J.
1
Huber, Peter
1
Häfke, Christian
1
Jumah, Adusei
1
Kunst, Robert M.
1
Labys, Paul
1
O'Hara, Maureen
1
Pástor, Ľuboš
1
Rünstler, Gerhard
1
Santa-Clara, Pedro
1
Srinivas, P. S.
1
Stambaugh, Robert F.
1
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Australian National University / Faculty of Economics and Commerce
Centre for Economic Policy Research
Institut für Höhere Studien
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
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Federal Reserve Bank of St. Louis
4
International Monetary Fund
4
Umeå universitet
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
Bonn Graduate School of Economics
3
Centre for Analytical Finance <Århus>
3
Centre for Quantitative Economics & Computing
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
European University Institute / Department of Economics
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institute of European Finance <Bangor, Gwynedd>
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
Australien / Bureau of Statistics
2
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2
Eric Cuvillier <Firma>
2
European University Institute / Department of Law
2
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2
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2
Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration
2
Humboldt-Universität zu Berlin
2
Institute of Finance and Accounting <London>
2
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Reihe Ökonomie
4
Working papers / Rodney L. White Center for Financial Research
3
Working papers in economics and econometrics
2
Discussion paper / Centre for Economic Policy Research
1
Working paper series of the network in financial markets
1
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ECONIS (ZBW)
11
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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
Measuring co-movements between US and European stock markets
Bonfiglioli, Alessandra
;
Favero, Carlo A.
-
2000
Persistent link: https://www.econbiz.de/10013423132
Saved in:
5
A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H.
-
1997
Persistent link: https://www.econbiz.de/10000959373
Saved in:
6
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:
7
Potential output, the natural rate of unemployment, and the Phillips Curve in a multivariate structural time series framework
Hahn, Franz R.
;
Rünstler, Gerhard
-
1996
Persistent link: https://www.econbiz.de/10000941829
Saved in:
8
Random walks in stock exchange prices and the Vienna stock exchange
Huber, Peter
-
1995
Persistent link: https://www.econbiz.de/10000909431
Saved in:
9
Prediction risk and the forecasting of stock market indexes
Häfke, Christian
-
1995
Persistent link: https://www.econbiz.de/10000941826
Saved in:
10
Forecasting seasonally cointegrated systems: supply response in Austrian agriculture
Jumah, Adusei
-
1995
Persistent link: https://www.econbiz.de/10000919493
Saved in:
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