//--> //--> //--> //-->
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"
~subject:"ARCH-Modell"
~subject:"Faktorenanalyse"
~subject:"Share price"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Faktorenanalyse
Share price
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
Kapitaleinkommen
23
Estimation theory
18
Schätztheorie
18
Volatility
18
Volatilität
18
Börsenkurs
15
Forecasting model
15
Prognoseverfahren
15
Risikoprämie
13
Risk premium
13
USA
12
United States
12
Cointegration
11
Kointegration
11
ARCH model
8
Yield curve
8
Zinsstruktur
8
CAPM
7
Factor analysis
7
Stochastic process
7
Stochastischer Prozess
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
28
Type of publication
All
Book / Working Paper
28
Type of publication (narrower categories)
All
Non-commercial literature
Working Paper
Amtsdruckschrift
Arbeitspapier
28
Graue Literatur
28
Language
All
English
28
Author
All
Bollerslev, Tim
4
Mikkelsen, Jakob Guldbæk
3
Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Todorov, Viktor
3
Ergemen, Yunus Emre
2
Hillebrand, Eric
2
Nielsen, Morten Ørregaard
2
Urga, Giovanni
2
Violante, Francesco
2
Andreasen, Martin Møller
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Demetrescu, Matei
1
Dolatabadi, Sepideh
1
Fernández-Villaverde, Jesús
1
Grassi, Stefano
1
Haldrup, Niels
1
Hall, Anthony D.
1
Hautsch, Nikolaus
1
Jakobsen, Johan Stax
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
Lange, Theis
1
Lanne, Markku
1
Li, Sophia Zhengzi
1
Mao, Xiuping
1
Nielsen, Ole Linnemann
1
Ntantamis, Christos
1
Nyberg, Henri
1
Osterrieder, Daniela
1
Podolskij, Mark
1
Posselt, Anders Merrild
1
Rodríguez-Caballero, Carlos Vladimir
1
Rombouts, Jeroen V. K.
1
Rosenskjold, Carsten P. T.
1
Rubio-Ramírez, Juan Francisco
1
Schotman, Peter C.
1
Spreng, Lars
1
more ...
less ...
Published in...
All
CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
117
Working paper
64
Discussion paper / Centre for Economic Policy Research
62
CESifo working papers
59
Discussion paper / Tinbergen Institute
59
SFB 649 discussion paper
41
CFS working paper series
36
Discussion paper
36
Research paper series / Swiss Finance Institute
33
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
30
Discussion paper / Deutsche Bundesbank
26
Finance and economics discussion series
25
Kiel working paper
25
Discussion papers / CEPR
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
ZEW discussion papers
23
Econometric Institute research papers
22
Working papers
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Department of Economics working paper series
18
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Discussion papers of interdisciplinary research project 373
17
Swiss Finance Institute Research Paper
16
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Cambridge working papers in economics
15
Working paper / Centre for Financial Research
15
Discussion paper series / IZA
14
Fisher College of Business working paper series
14
Staff reports / Federal Reserve Bank of New York
14
Working papers on finance
14
Working paper series
13
School of Accounting, Finance and Economics & FEMARC working paper series
12
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
12
Economics and finance working paper series
10
IES working paper
10
SNB working papers
10
CAMA working paper series
9
Economics / Discussion papers : the open-access, open-assessment e-journal
9
Working paper series / European Central Bank
9
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
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
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:
7
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:
8
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
A parametric factor model of the term structure of mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
-
2018
Persistent link: https://www.econbiz.de/10011797536
Saved in:
10
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Casas, Isabel
;
Mao, Xiuping
;
Veiga, Helena
-
2018
Persistent link: https://www.econbiz.de/10011864851
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->