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~isPartOf:"CREATES research paper"
~language:"eng"
~language:"hun"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Graue Literatur"
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Schätzung
Volatility
Theorie
80
Theory
80
Time series analysis
63
Zeitreihenanalyse
63
Estimation theory
50
Schätztheorie
50
Estimation
44
Forecasting model
41
Prognoseverfahren
41
Volatilität
33
USA
24
United States
24
Capital income
22
Kapitaleinkommen
22
Stochastic process
20
Stochastischer Prozess
20
Börsenkurs
18
Share price
18
Business cycle
16
Konjunktur
16
Risikoprämie
16
Risk premium
16
Yield curve
16
Zinsstruktur
16
Cointegration
15
Kointegration
15
VAR model
15
VAR-Modell
15
ARCH model
13
ARCH-Modell
13
CAPM
13
Statistical test
13
Statistischer Test
13
Induktive Statistik
12
Statistical inference
12
Portfolio selection
11
Portfolio-Management
11
Welt
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Graue Literatur
Arbeitspapier
68
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68
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68
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English
Hungarian
Author
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Andreasen, Martin Møller
5
Santucci de Magistris, Paolo
5
Christiansen, Charlotte
4
Nielsen, Morten Ørregaard
4
Todorov, Viktor
4
Violante, Francesco
4
Andersen, Torben
3
Bollerslev, Tim
3
Casas, Isabel
3
Christensen, Kim
3
Teräsvirta, Timo
3
Veliyev, Bezirgen
3
Asgharian, Hossein
2
Barletta, Andrea
2
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Engsted, Tom
2
Ergemen, Yunus Emre
2
Fusari, Nicola
2
Grassi, Stefano
2
Hillebrand, Eric
2
Hou, Ai Jun
2
Johansen, Søren
2
Kang, Jian
2
Kruse, Robinson
2
Mikkelsen, Jakob Guldbæk
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Rossi, Eduardo
2
Silvennoinen, Annastiina
2
Veraart, Almut E. D.
2
Abate, Girum Dagnachew
1
Andreasen, Martin M.
1
Anselin, Luc
1
Aslanidis, Nektarios
1
Basse, Tobias
1
Bolko, Anine E.
1
Borup, Daniel
1
Bu, Ruijun
1
Callot, Laurent
1
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CREATES research paper
Discussion paper series / IZA
277
Working paper
223
Discussion paper / Centre for Economic Policy Research
164
Discussion paper
112
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
100
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
89
Fisher College of Business working paper series
74
Finance and economics discussion series
73
Economics and finance working paper series
70
Working paper series / European Central Bank
70
Cardiff economics working papers
62
Discussion papers / CEPR
52
CESifo working papers
48
Department of Economics working paper series
40
Meddelanden från Svenska Handelshögskolan
39
Discussion papers / Adam Smith Business School, University of Glasgow
36
Kiel working paper
35
SFB 649 discussion paper
34
Department of Economics working paper
33
Working papers series / Federal Reserve Bank of San Francisco
33
Economics / Discussion papers : the open-access, open-assessment e-journal
31
Discussion paper / The University of Western Australia, Business School, Economics
28
Working paper series
28
Working papers / University of Connecticut, Department of Economics
28
Discussion paper / NHH, Department of Economics
27
Discussion papers in economics
27
Economics working paper
27
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
27
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
25
AFI
24
Economics discussion papers
24
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
24
CFS working paper series
23
MSI
23
University of Lüneburg Working paper series in economics
23
Working papers
23
Econometric Institute research papers
22
Kieler Arbeitspapiere
21
Department of Economics discussion paper series / University of Oxford
19
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ECONIS (ZBW)
68
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1
Forecasting dynamically asymmetric fluctuations of the U.S.
business
cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
2
House price fluctuations and the
business
cycle dynamics
Abate, Girum Dagnachew
;
Anselin, Luc
-
2016
Persistent link: https://www.econbiz.de/10011447774
Saved in:
3
Expected
business
conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
Saved in:
4
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:
5
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:
6
A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Jensen, Sebastian
-
2022
Persistent link: https://www.econbiz.de/10013367388
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
8
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
9
Now- and backcasting initial claims with high-dimensional daily internet search-volume data
Borup, Daniel
;
Rapach, David E.
;
Montes Schütte, Erik …
-
2021
Persistent link: https://www.econbiz.de/10012433998
Saved in:
10
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
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