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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Board of Governors"
~institution:"University of Exeter / Department of Economics"
~subject:"Estimation"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Estimation
Volatility
Zeitreihenanalyse
Theorie
357
Theory
357
Schätzung
29
USA
27
United States
27
Yield curve
18
Zinsstruktur
18
Option pricing theory
17
Optionspreistheorie
17
Game theory
16
Spieltheorie
16
Estimation theory
15
Schätztheorie
15
Stochastic process
14
Stochastischer Prozess
14
Geldpolitik
13
Monetary policy
13
Time series analysis
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Risiko
11
Risk
11
Welt
11
World
11
Volatilität
10
Asymmetric information
9
Asymmetrische Information
9
Inflation
9
Statistical test
9
Statistischer Test
9
CAPM
8
Rational expectations
8
Rationale Erwartung
8
Search theory
8
Suchtheorie
8
Börsenkurs
7
Finanzpolitik
7
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47
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Arbeitspapier
45
Working Paper
45
Graue Literatur
33
Non-commercial literature
33
Language
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English
47
Author
All
Tzavalis, Elias
5
Abadir, Karim Maher
2
Edison, Hali J.
2
Ericsson, Neil R.
2
Fernald, John G.
2
Harris, Richard D. F.
2
Mendoza, Enrique G.
2
Myhre Lildholt, Peter
2
Philippopulos, Apostolēs
2
Rogers, John H.
2
Tanggaard, Carsten
2
Asea, Patrick K.
1
Barndorff-Nielsen, Ole E.
1
Basu, Susanto
1
Brunetti, Celso
1
Brunner, Allan D.
1
Bulkley, George
1
Busch, Thomas
1
Cho, Dongchul
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Christodoulakis, George A.
1
Corradi, Valentina
1
Crabbe, Leland E.
1
De Brouwer, Gordon J.
1
Driver, Rebecca L.
1
Engel, Charles
1
Frankel, Jeffrey A.
1
Gagnon, Joseph E.
1
Györfi, László
1
Hadri, Kaddour
1
Hansen, Peter Reinhard
1
Iyigun, Murat
1
Karanikas, Evangelos
1
Koulikov, Dmitri
1
Kugler, Adriana D.
1
Leith, Campbell B.
1
Li, Carmen A.
1
Lockwood, Ben
1
Lugosi, Gábor
1
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Institution
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
Federal Reserve System / Board of Governors
University of Exeter / Department of Economics
National Bureau of Economic Research
709
Ekonomiska forskningsinstitutet <Stockholm>
80
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
71
European University Institute / Department of Economics
43
Forschungsinstitut zur Zukunft der Arbeit
41
Springer Fachmedien Wiesbaden
28
Internationaler Währungsfonds / Research Department
26
Birkbeck College / Department of Economics
22
Umeå universitet
18
Institut für Weltwirtschaft
16
Institut für Höhere Studien
12
Econometrisch Instituut <Rotterdam>
11
Umeå Universitet / Institutionen för Nationalekonomi
11
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
Centre for Economic Performance
10
Centre for Economic Policy Research
10
Centre for Quantitative Economics & Computing
10
Christian-Albrechts-Universität zu Kiel
10
Federal Reserve System / Division of Research and Statistics
10
Universität Mannheim
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Friedrich-Schiller-Universität Jena
9
Trinity College Dublin / Department of Economics
9
University of Reading / Department of Economics
9
Australian National University / Faculty of Economics and Commerce
8
Goethe-Universität Frankfurt am Main
8
International Monetary Fund
8
Rodney L. White Center for Financial Research
8
World Bank
8
Center for Economic Research <Tilburg>
7
Eric Cuvillier <Firma>
7
European University Institute / Department of Law
7
Federal Reserve Bank of New York
7
Federal Reserve Bank of San Francisco
7
Instituto Valenciano de Investigaciones Económicas
7
Leibniz-Institut für Wirtschaftsforschung Halle
7
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Discussion papers in economics
13
International finance discussion papers
13
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
3
Source
All
ECONIS (ZBW)
47
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1
Is there a bank credit channel for monetary policy?
Onliner, Stephen
;
Rudebusch, Glenn D.
-
1993
Persistent link: https://www.econbiz.de/10000884902
Saved in:
2
Are apparent productive spillovers a figment of specification error?
Basu, Susanto
;
Fernald, John G.
-
1994
Persistent link: https://www.econbiz.de/10000885267
Saved in:
3
Understanding the empirical literature on purchasing power parity : the post-Bretton Woods era
Edison, Hali J.
;
Gagnon, Joseph E.
;
Melick, William Robert
-
1994
Persistent link: https://www.econbiz.de/10000887438
Saved in:
4
Fiscal policy, public debt stabilization and politics :
theory
and evidence from the US and UK
Lockwood, Ben
;
Philippopulos, Apostolēs
;
Snell, Andy
-
1994
Persistent link: https://www.econbiz.de/10000895300
Saved in:
5
A utility based comparison of some models of exchange rate volatility
West, Kenneth D.
;
Edison, Hali J.
;
Cho, Dongchul
-
1993
Persistent link: https://www.econbiz.de/10000856008
Saved in:
6
Effects of employment protection and product market regulations on the Italian labor market
Kugler, Adriana D.
(
contributor
);
Pica, Giovanni
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110231
Saved in:
7
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
8
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
9
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
10
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
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