//--> //--> //-->
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
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~subject:"Arbeitsmarkt"
~subject:"Bank lending"
~subject:"EU-Staaten"
~subject:"Finanzmarktregulierung"
~subject:"Kapitalmobilität"
~subject:"Kreditgeschäft"
~subject:"Phillips curve"
~subject:"Volatilität"
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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Arbeitsmarkt
Bank lending
EU-Staaten
Finanzmarktregulierung
Kapitalmobilität
Kreditgeschäft
Phillips curve
Volatilität
Estimation
6
Schätzung
6
USA
5
United States
5
Volatility
4
Capital income
3
Kapitaleinkommen
3
Beta risk
2
Betafaktor
2
Börsenkurs
2
Share price
2
Theorie
2
Theory
2
1953-1996
1
1987-1992
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Black-Scholes model
1
Black-Scholes-Modell
1
Central limit theorem
1
Deutsche Mark
1
Deutschland
1
Exchange rate
1
Forecast
1
Forecasting model
1
Germany
1
Impact assessment
1
Japan
1
Market risk
1
Marktrisiko
1
Portfolio selection
1
Portfolio-Management
1
Prognose
1
Prognoseverfahren
1
Risikomanagement
1
Risikoprämie
1
Risk management
1
Risk premium
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Andersen, Torben
Engle, Robert F.
5
Goldberg, Linda S.
4
Kelly, Bryan T.
4
Moffitt, Robert A.
4
Aghion, Philippe
3
Ball, Laurence M.
3
Bekaert, Geert
3
Card, David E.
3
Chinn, Menzie David
3
DiNardo, John E.
3
Edwards, Sebastian
3
Forbes, Kristin
3
Harvey, Campbell R.
3
Itō, Takatoshi
3
Lemieux, Thomas
3
Lettau, Martin
3
Stulz, René M.
3
Abowd, John M.
2
Aït-Sahalia, Yacine
2
Bacchetta, Philippe
2
Bartram, Söhnke M.
2
Bates, David S.
2
Ben-David, Itzhak
2
Bianchi, Francesco
2
Bollerslev, Tim
2
Brown, Gregory W.
2
Buch, Claudia M.
2
Campbell, John Y.
2
Chari, Anusha
2
Franzoni, Francesco
2
Froot, Kenneth
2
Galí, Jordi
2
Giglio, Stefano
2
Goetzmann, William N.
2
Jón Steinsson
2
Klein, Michael W.
2
Kleiner, Morris M.
2
Kramarz, Francis
2
Ludvigson, Sydney C.
2
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
American Economic Review papers and proceedings
1
CFS working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Global COE Hi-Stat discussion paper series
1
International economic review
1
Journal of applied econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Quantitative economics : QE ; journal of the Econometric Society
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
2
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
3
Modeling and forecasting realized volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
4
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->