//--> //--> //-->
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"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Preistheorie"
~subject:"Time series analysis"
~subject:"Yield curve"
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
Preistheorie
Time series analysis
Yield curve
Estimation
17
Schätzung
17
Theorie
10
Theory
10
USA
8
United States
8
Volatilität
4
Capital income
3
Estimation theory
3
Exchange rate
3
Interest rate
3
Kapitaleinkommen
3
Schätztheorie
3
Wechselkurs
3
Zins
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Deutschland
2
Forecast
2
Germany
2
Großbritannien
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Price theory
2
Prognose
2
Securities trading
2
Statistical distribution
2
Statistische Verteilung
2
United Kingdom
2
Wertpapierhandel
2
Zeitreihenanalyse
2
Zinsstruktur
2
1871-2000
1
1919-1999
1
Adverse Selektion
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
Diebold, Francis X.
2
Anderson, Torben G.
1
Aruoba, S. Borağan
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Darbha, Gangadhar
1
Labys, Paul
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Rudebusch, Glenn D.
1
Santa-Clara, Pedro
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Rodney L. White Center for Financial Research
National Bureau of Economic Research
126
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Ekonomiska forskningsinstitutet <Stockholm>
12
Federal Reserve Bank of St. Louis
9
Institut für Weltwirtschaft
9
University of Canterbury / Dept. of Economics and Finance
6
Springer Fachmedien Wiesbaden
5
Chambre de commerce et d'industrie de Paris
4
European University Institute / Department of Economics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
International Monetary Fund
4
Umeå universitet
4
Banque de France / Direction des Etudes Economiques et de la Recherche
3
Bonn Graduate School of Economics
3
Centre for Quantitative Economics & Computing
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Queen Mary College / Department of Economics
3
Türkiye Cumhuriyet Merkez Bankası
3
University of Exeter / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
2
Australien / Bureau of Statistics
2
Bank of Canada
2
Birkbeck College / Department of Economics
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eric Cuvillier <Firma>
2
Federal Reserve System / Division of Research and Statistics
2
Goethe-Universität Frankfurt am Main
2
Institut für Höhere Studien
2
Institute of European Finance <Bangor, Gwynedd>
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Nationalekonomiska Institutionen <Göteborg>
2
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Working papers / Rodney L. White Center for Financial Research
4
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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:
4
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
5
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
6
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
7
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:
8
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->