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type:"book"
type_genre:"Working Paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~language:"eng"
~subject:"Schätztheorie"
~subject:"Volatility"
~type_genre:"Conference proceedings"
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Schätztheorie
Volatility
Estimation
101
Schätzung
101
Deutschland
61
Germany
61
Theorie
57
Theory
57
USA
26
United States
26
Time series analysis
21
Zeitreihenanalyse
21
Cointegration
17
Kointegration
17
Volatilität
15
Börsenkurs
14
Share price
14
Estimation theory
11
Großbritannien
11
Stochastic process
11
Stochastischer Prozess
11
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11
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10
Wechselkurs
10
Einheitswurzeltest
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Arbeitslosigkeit
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Statistical test
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Statistischer Test
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Unemployment
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ARCH model
7
ARCH-Modell
7
1975-1998
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Arbeitsmobilität
6
Geldpolitik
6
Interest rate
6
Labour mobility
6
Monetary policy
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
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Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
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English
German
2
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Härdle, Wolfgang
6
Herwartz, Helmut
5
Hafner, Christian M.
3
Yang, Lijian
3
Breitung, Jörg
2
Fengler, Matthias R.
2
Lütkepohl, Helmut
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Benkwitz, Alexander
1
Candelon, Bertrand
1
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
Feldmann, David
1
Fengler, Matthias
1
Gómez, Víctor
1
Hoffmann, M.
1
Lanne, Markku
1
Lepskii, Oleg V.
1
Lillestøl, Jostein
1
Mercurio, Danilo
1
Moersch, Mathias
1
Nautz, Dieter
1
Park, Byeong U.
1
Reimers, Hans-Eggert
1
Saikkonen, Pentti
1
Schmidt, Peter
1
Sperlich, Stefan
1
Tjostheim, Dag
1
Tschernig, Rolf
1
Villa, Christophe
1
Winter, Joachim
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.
112
Working paper
101
CESifo working papers
83
Discussion paper / Tinbergen Institute
83
Discussion paper series / IZA
81
Discussion paper / Centre for Economic Policy Research
68
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Discussion papers / CEPR
48
Discussion paper
47
SFB 649 discussion paper
40
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Finance and economics discussion series
32
CREATES research paper
30
Working papers
28
CFS working paper series
27
Research paper series / Swiss Finance Institute
27
Discussion papers / Deutsches Institut für Wirtschaftsforschung
25
Discussion papers of interdisciplinary research project 373
25
Econometric Institute research papers
24
Kiel working paper
24
Working papers series in theoretical and applied economics
23
Department of Economics working paper series
22
Staff reports / Federal Reserve Bank of New York
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IMF working papers
20
Boston College working papers in economics
18
Working paper series
18
Working paper series / European Central Bank
16
Economics and finance working paper series
15
International finance discussion papers
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Kieler Arbeitspapiere
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Working papers on finance
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Discussion paper / Center for Economic Research, Tilburg University
14
Discussion paper / Deutsche Bundesbank
13
Documentos de trabajo / Banco de España
13
Federal Reserve Bank of Cleveland working paper series
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Economics working paper
12
IES working paper
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ECONIS (ZBW)
23
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1
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
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
Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
-
2000
Persistent link: https://www.econbiz.de/10001582162
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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