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subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Konjunktur"
~type_genre:"Arbeitspapier"
~type_genre:"Länderbericht"
~type_genre:"Statistics"
~type_genre:"Systematic review"
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Volatility
Konjunktur
Estimation
108
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108
Deutschland
68
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68
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58
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58
USA
27
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27
Time series analysis
21
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17
Estimation theory
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1975-1998
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Graue Literatur
18
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18
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English
16
German
2
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Herwartz, Helmut
6
Härdle, Wolfgang
5
Hafner, Christian M.
3
Fengler, Matthias R.
2
Reimers, Hans-Eggert
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
Daske, Stefan
1
Feldmann, David
1
Fengler, Matthias
1
Gil-Alaña, Luis A.
1
Hoffmann, M.
1
Lanne, Markku
1
Lepskii, Oleg V.
1
Lütkepohl, Helmut
1
Mercurio, Danilo
1
Saikkonen, Pentti
1
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper / National Bureau of Economic Research, Inc.
186
Discussion paper / Centre for Economic Policy Research
129
CESifo working papers
121
Discussion paper series / IZA
107
Working paper
94
Discussion paper / Tinbergen Institute
81
Discussion papers / CEPR
60
Kiel working paper
49
Discussion paper
43
Finance and economics discussion series
41
Working papers
40
Working paper series / European Central Bank
39
SFB 649 discussion paper
35
CFS working paper series
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
32
IMF working papers
30
International finance discussion papers
27
Research paper series / Swiss Finance Institute
26
Staff reports / Federal Reserve Bank of New York
25
Discussion paper / Deutsche Bundesbank
23
Econometric Institute research papers
23
Working paper series
23
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
22
Economics and finance working paper series
22
Kieler Arbeitspapiere
22
CREATES research paper
21
Documentos de trabajo / Banco de España
21
Department of Economics working paper series
20
Staff working papers / Bank of England
17
Working papers series / Federal Reserve Bank of San Francisco
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16
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16
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15
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15
Discussion papers of interdisciplinary research project 373
15
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
14
ZEW discussion papers
14
Discussion paper / Center for Economic Research, Tilburg University
13
Documents de travail / Banque de France
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ECONIS (ZBW)
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1
Winner-loser-Effekte am deutschen Aktienmarkt
Daske, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001730434
Saved in:
2
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
3
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
4
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
5
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
6
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
7
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
8
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
9
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
10
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
-
2000
Persistent link: https://www.econbiz.de/10001555314
Saved in:
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