//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Non-commercial literature"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Factor analysis"
~subject:"Faktorenanalyse"
~subject:"Share price"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Factor analysis
Faktorenanalyse
Share price
Stochastischer Prozess
Volatility
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
Kapitaleinkommen
23
Estimation theory
18
Schätztheorie
18
Volatilität
18
Börsenkurs
15
Forecasting model
15
Prognoseverfahren
15
Risikoprämie
13
Risk premium
13
USA
12
United States
12
Cointegration
11
Kointegration
11
Yield curve
8
Zinsstruktur
8
CAPM
7
Stochastic process
7
Correlation
6
Korrelation
6
VAR model
6
VAR-Modell
6
Anleihe
5
Bond
5
Business cycle
5
Konjunktur
5
Nichtparametrisches Verfahren
5
more ...
less ...
Online availability
All
Free
41
Type of publication
All
Book / Working Paper
41
Type of publication (narrower categories)
All
Non-commercial literature
Working Paper
Amtsdruckschrift
Arbeitspapier
41
Graue Literatur
41
Language
All
English
Author
All
Bollerslev, Tim
5
Todorov, Viktor
4
Mikkelsen, Jakob Guldbæk
3
Nielsen, Morten Ørregaard
3
Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Andreasen, Martin Møller
2
Callot, Laurent
2
Cavaliere, Giuseppe
2
Christensen, Bent Jesper
2
Ergemen, Yunus Emre
2
Haldrup, Niels
2
Hillebrand, Eric
2
Kristensen, Johannes Tang
2
Taylor, Robert
2
Urga, Giovanni
2
Veliyev, Bezirgen
2
Violante, Francesco
2
Abate, Girum Dagnachew
1
Anselin, Luc
1
Basse, Tobias
1
Bolko, Anine E.
1
Casas, Isabel
1
Christensen, Kim
1
Demetrescu, Matei
1
Dolatabadi, Sepideh
1
Fernández-Villaverde, Jesús
1
Floor Brix, Anne
1
Grassi, Stefano
1
Hall, Anthony D.
1
Hautsch, Nikolaus
1
Jakobsen, Johan Stax
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
Kang, Jian
1
Kjær, Mads Markvart
1
Kristensen, Dennis
1
Kruse, Robinson
1
Kruse-Becher, Robinson
1
Lange, Theis
1
more ...
less ...
Published in...
All
CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
174
Working paper
112
CESifo working papers
99
Discussion paper / Centre for Economic Policy Research
99
Discussion paper / Tinbergen Institute
87
SFB 649 discussion paper
52
Discussion paper
51
CFS working paper series
47
Research paper series / Swiss Finance Institute
47
Discussion paper series / IZA
42
Finance and economics discussion series
42
Discussion papers / CEPR
41
Kiel working paper
39
CAMA working paper series
35
Discussion paper / Deutsche Bundesbank
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
32
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
Working papers
30
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
29
Econometric Institute research papers
29
Discussion papers of interdisciplinary research project 373
26
Department of Economics working paper series
23
Staff reports / Federal Reserve Bank of New York
23
Swiss Finance Institute Research Paper
23
ZEW discussion papers
23
Economics and finance working paper series
21
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Working paper series
21
IMF working papers
20
Working papers on finance
20
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Cambridge working papers in economics
18
Documentos de trabajo / Banco de España
17
Kieler Arbeitspapiere
17
Fisher College of Business working paper series
16
IES working paper
16
International finance discussion papers
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Working paper / Centre for Financial Research
15
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
6
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
7
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
8
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
9
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
10
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->