//--> //--> //--> //-->
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:"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
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
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
Faktorenanalyse
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
21
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Non-commercial literature
Working Paper
Amtsdruckschrift
Arbeitspapier
21
Graue Literatur
21
Language
All
English
21
Author
All
Bollerslev, Tim
4
Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Todorov, Viktor
3
Nielsen, Morten Ørregaard
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
Hall, Anthony D.
1
Hautsch, Nikolaus
1
Jakobsen, Johan Stax
1
Kang, Jian
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
Rombouts, Jeroen V. K.
1
Rubio-Ramírez, Juan Francisco
1
Schotman, Peter C.
1
Stentoft, Lars
1
Taylor, Robert
1
Tevdovski, Dragan
1
Veiga, Helena
1
Wade, Glen
1
Xu, Ke
1
Xu, Lai
1
more ...
less ...
Published in...
All
CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
108
Discussion paper / Centre for Economic Policy Research
53
CESifo working papers
51
Discussion paper / Tinbergen Institute
48
Working paper
47
CFS working paper series
33
SFB 649 discussion paper
33
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
30
Discussion paper
29
Research paper series / Swiss Finance Institute
28
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
ZEW discussion papers
23
Finance and economics discussion series
21
Kiel working paper
21
Econometric Institute research papers
20
Working papers
20
Discussion papers / CEPR
18
Discussion papers / Deutsches Institut für Wirtschaftsforschung
18
Department of Economics working paper series
17
Discussion papers of interdisciplinary research project 373
17
Discussion paper / Deutsche Bundesbank
16
Swiss Finance Institute Research Paper
15
Working paper / Centre for Financial Research
15
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Fisher College of Business 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
Staff reports / Federal Reserve Bank of New York
11
Working paper series
11
Working papers on finance
11
Cambridge working papers in economics
10
Economics and finance working paper series
10
IES working paper
10
CORE discussion papers : DP
8
CoFE discussion papers
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
International finance discussion papers
8
Kieler Arbeitspapiere
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
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
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
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:
5
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:
6
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
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:
8
Dynamics of variance risk premia, investors' sentiment and return predictability
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2017
Persistent link: https://www.econbiz.de/10011624137
Saved in:
9
Nonlinear dynamic interrelationships between real activity and stock returns
Lanne, Markku
;
Nyberg, Henri
-
2015
Persistent link: https://www.econbiz.de/10011327712
Saved in:
10
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->