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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~institution:"Institut für Industriebetriebsforschung <Hamburg>"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Share price"
~subject:"Theory"
~subject:"Zins"
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Search: subject_exact:"Estimation theory"
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Theory
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Estimation theory
7
Schätztheorie
7
Theorie
5
Börsenkurs
3
Deutschland
3
Exchange rate
3
Germany
3
Volatility
3
Volatilität
3
Wechselkurs
3
Capital income
2
Estimation
2
Kapitaleinkommen
2
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2
USA
2
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2
1974-1982
1
1980-1985
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Großbritannien
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Interest rate
1
Investment Fund
1
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1
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Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Portfolio selection
1
Portfolio-Management
1
Prognose
1
Prognoseverfahren
1
Statistische Methoden
1
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1
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Bibliographie enthalten
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7
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7
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7
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English
7
German
2
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Brandt, Michael W.
4
Diebold, Francis X.
3
Alizadeh, Sassan
2
Hansmann, Karl-Werner
2
Kadlec, Gregory B.
2
Pástor, Ľuboš
1
Santa-Clara, Pedro
1
Stambaugh, Robert F.
1
Zetsche, Wolfgang
1
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Institut für Industriebetriebsforschung <Hamburg>
Rodney L. White Center for Financial Research
European University Institute / Department of Economics
20
Ekonomiska forskningsinstitutet <Stockholm>
18
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
Umeå universitet
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
University of Exeter / Department of Economics
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Birkbeck College / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
7
Centre for Analytical Finance <Århus>
5
Centre for Microdata Methods and Practice <London>
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Chambre de commerce et d'industrie de Paris
4
Deutsche Forschungsgemeinschaft
4
Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
Centre for Quantitative Economics & Computing
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Institut für Höhere Studien
3
National Bureau of Economic Research
3
School of Economics <Quezon>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Brown University / Department of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Columbia University / Department of Economics
2
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
2
Federal Reserve Bank of Cleveland
2
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Working papers / Rodney L. White Center for Financial Research
5
Discussion papers of the Institute of Industrial Research
2
Diskussionsbeiträge des Instituts für Industriebetriebsforschung / Universität der Bundeswehr Hamburg
2
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ECONIS (ZBW)
7
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1
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
4
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:
5
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
6
Forecasting for portfolio selection with a microcomputer
Hansmann, Karl-Werner
;
Zetsche, Wolfgang
-
Institut für Industriebetriebsforschung <Hamburg>
-
1985
Persistent link: https://www.econbiz.de/10000727717
Saved in:
7
Forecasting of the German stock market prices with a modified Box-Jenkins-Model and a multiple regression model
Hansmann, Karl-Werner
-
Institut für Industriebetriebsforschung <Hamburg>
-
1983
Persistent link: https://www.econbiz.de/10000714931
Saved in:
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