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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Zinsstruktur"
~type_genre:"Fallstudie"
~type_genre:"Konferenzbeitrag"
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Estimation theory
Estimation
Zinsstruktur
Theorie
45
Theory
45
Capital income
11
Kapitaleinkommen
11
USA
7
United States
7
Volatility
7
Volatilität
7
Börsenkurs
6
Portfolio selection
6
Portfolio-Management
6
Share price
6
Schätztheorie
5
CAPM
4
Exchange rate
4
Forecast
4
Investition
4
Investment
4
Prognose
4
Wechselkurs
4
Anlageverhalten
3
Bargaining theory
3
Behavioural finance
3
Cost of capital
3
Kapitalkosten
3
Risikoaversion
3
Risikoprämie
3
Risk aversion
3
Risk premium
3
Schätzung
3
Verhandlungstheorie
3
Yield curve
3
Adverse Selektion
2
Adverse selection
2
Allgemeines Gleichgewicht
2
Asymmetric information
2
Asymmetrische Information
2
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Book / Working Paper
9
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Arbeitspapier
Bibliographie enthalten
Fallstudie
Konferenzbeitrag
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
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English
9
Author
All
Brandt, Michael W.
5
Diebold, Francis X.
5
Alizadeh, Sassan
2
Kadlec, Gregory B.
2
Anderson, Torben G.
1
Bollerslev, Tim
1
Labys, Paul
1
Li, Canlin
1
Pástor, Ľuboš
1
Santa-Clara, Pedro
1
Stambaugh, Robert F.
1
Wachter, Jessica
1
Yaron, Amir
1
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Rodney L. White Center for Financial Research
Ekonomiska forskningsinstitutet <Stockholm>
57
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
Forschungsinstitut zur Zukunft der Arbeit
39
European University Institute / Department of Economics
24
Internationaler Währungsfonds / Research Department
23
Center for Economic Research <Tilburg>
22
Centre for Analytical Finance <Århus>
22
Birkbeck College / Department of Economics
21
University of Exeter / Department of Economics
20
University of New England / Department of Econometrics
20
Federal Reserve System / Division of Research and Statistics
16
Umeå universitet
15
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Institut für Weltwirtschaft
13
National Bureau of Economic Research
12
Federal Reserve System / Board of Governors
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Institut für Höhere Studien
10
Universität Basel / Institut für Statistik und Ökonometrie
9
Australian National University / Faculty of Economics and Commerce
8
Centre for Economic Performance
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Banque de France / Direction des Etudes Economiques et de la Recherche
7
Centre for Microdata Methods and Practice <London>
7
Chambre de commerce et d'industrie de Paris
7
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
7
Federal Reserve Bank of San Francisco
7
Trinity College Dublin / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
University of Reading / Department of Economics
7
International Monetary Fund
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
The Wharton Financial Institutions Center
6
University of Otago / Commerce Division
6
Centre for Economic Policy Research
5
Centro Studi Luca d'Agliano <Turin>
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Deutsche Forschungsgemeinschaft
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
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Working papers / Rodney L. White Center for Financial Research
9
Source
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ECONIS (ZBW)
9
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1
A consumption-based model of the term structure of interest rates
Wachter, Jessica
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003229591
Saved in:
2
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003229524
Saved in:
3
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:
4
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:
5
Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.
(
contributor
);
Yaron, Amir
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023790
Saved in:
6
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:
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:
9
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
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