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subject:"Volatility"
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Search: subject_exact:"Estimation"
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Volatility
Estimation
124,473
Schätzung
124,267
Theorie
28,115
Theory
28,106
USA
16,000
United States
15,971
Deutschland
14,841
Germany
14,779
Welt
12,079
World
12,078
Börsenkurs
8,370
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8,365
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8,301
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7,926
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7,876
Kapitaleinkommen
7,875
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7,865
Wirkungsanalyse
6,429
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6,423
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6,170
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6,160
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5,930
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5,902
Prognoseverfahren
5,856
Forecasting model
5,852
Schätztheorie
5,550
Estimation theory
5,537
Zeitreihenanalyse
5,501
Time series analysis
5,472
Kointegration
5,448
Cointegration
5,441
Geldpolitik
5,366
Monetary policy
5,312
Aktienmarkt
4,986
Stock market
4,948
Großbritannien
4,932
United Kingdom
4,900
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4,701
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4,692
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2,940
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2,764
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5,079
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4,884
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4,884
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1,716
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1,716
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1,650
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1,650
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192
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192
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160
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124
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41
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41
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29
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29
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13
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13
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11
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8
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8,176
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97
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6
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3
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McAleer, Michael
85
Gupta, Rangan
83
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
44
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Hautsch, Nikolaus
31
Asai, Manabu
29
Bouri, Elie
29
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Ma, Feng
26
Chang, Chia-Lin
25
Engle, Robert F.
24
Herwartz, Helmut
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
Koopman, Siem Jan
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Chan, Joshua
18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Lettau, Martin
18
Mensi, Walid
18
Spagnolo, Nicola
18
Tiwari, Aviral Kumar
18
Aghion, Philippe
17
Kang, Sang Hoon
17
Pesaran, M. Hashem
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
17
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National Bureau of Economic Research
80
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14
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsches Institut für Wirtschaftsforschung
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Federal Reserve Bank of New York
1
Federal Reserve System / Division of Research and Statistics
1
Financial Options Research Centre
1
Georgetown University / Economics Department
1
Goethe-Universität Frankfurt am Main
1
Hamburgisches WeltWirtschaftsInstitut
1
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Energy economics
144
Finance research letters
131
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
115
International review of financial analysis
105
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
Applied economics letters
77
NBER working paper series
77
Working paper
77
Applied financial economics
75
NBER Working Paper
71
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
61
Discussion paper / Tinbergen Institute
57
Economics letters
57
Journal of risk and financial management : JRFM
54
CESifo working papers
53
Discussion paper / Centre for Economic Policy Research
49
International journal of finance & economics : IJFE
48
The European journal of finance
48
International journal of forecasting
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
31
Journal of financial econometrics
31
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Source
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ECONIS (ZBW)
8,284
BASE
1
RePEc
1
Other ZBW resources
1
Showing
8,151
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8,160
of
8,287
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date (oldest first)
8151
Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine
-
1996
Persistent link: https://www.econbiz.de/10000569087
Saved in:
8152
Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000953379
Saved in:
8153
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
8154
Australian financial market volatility : an exploration of cross-country and cross-market linkages
Kortian, Tro
;
O'Regan, James
-
1996
Persistent link: https://www.econbiz.de/10000956668
Saved in:
8155
Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat
-
1996
Persistent link: https://www.econbiz.de/10000958009
Saved in:
8156
Asset allocation decisions in a world with changing risk
Sheedy, Elizabeth A.
;
Trevor, Robert G.
;
Wood, Justin J.
-
1996
Persistent link: https://www.econbiz.de/10000960643
Saved in:
8157
The Turkish stock market : the term structure of volatility and the month of the year effects
Balaban, Ercan
-
1996
Persistent link: https://www.econbiz.de/10000960691
Saved in:
8158
Another look at models of the short-term interest rate
Brenner, Robin James
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 85-107
Persistent link: https://www.econbiz.de/10001208194
Saved in:
8159
The effects of decision making on futures price volatility
Hennessy, David A.
- In:
American journal of agricultural economics
78
(
1996
)
3
,
pp. 591-603
Persistent link: https://www.econbiz.de/10001210751
Saved in:
8160
Stock market volatility and fractional integration
Cheung, Yin-Wong
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 263-273
Persistent link: https://www.econbiz.de/10001211528
Saved in:
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