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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~subject:"Estimation"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Estimation
Volatility
Zeitreihenanalyse
Theorie
282
Theory
282
Option pricing theory
17
Optionspreistheorie
17
Yield curve
17
Zinsstruktur
17
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16
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15
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English
32
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Tzavalis, Elias
5
Abadir, Karim Maher
2
Harris, Richard D. F.
2
Myhre Lildholt, Peter
2
Philippopulos, Apostolēs
2
Tanggaard, Carsten
2
Barndorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Bulkley, George
1
Busch, Thomas
1
Christensen, Bent Jesper
1
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1
Christodoulakis, George A.
1
Corradi, Valentina
1
Driver, Rebecca L.
1
Györfi, László
1
Hadri, Kaddour
1
Hansen, Peter Reinhard
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
Lunde, Asger
1
Myhre Lildholdt, Peter
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
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1
Pica, Giovanni
1
Rahbek, Anders
1
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1
Satchell, Stephen
1
Shephard, Neil G.
1
Snell, Andy
1
Strunk Hansen, Charlotte
1
Swanson, Norman R.
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Helle
1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
National Bureau of Economic Research
707
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
Federal Reserve System / Board of Governors
15
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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
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
International Monetary Fund
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
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
3
Source
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ECONIS (ZBW)
32
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1
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher
;
Hadri, Kaddour
-
1995
Persistent link: https://www.econbiz.de/10000939685
Saved in:
2
Forecasting inflation from the term structure
Tzavalis, Elias
;
Wickens, Michael R.
-
1995
Persistent link: https://www.econbiz.de/10000939712
Saved in:
3
Testing for cointegration
Abadir, Karim Maher
-
1995
Persistent link: https://www.econbiz.de/10000939904
Saved in:
4
Irrational analysts' expectations as a cause of excess volatility in stock prices
Bulkley, George
;
Harris, Richard D. F.
-
1996
Persistent link: https://www.econbiz.de/10000943010
Saved in:
5
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
Saved in:
6
Tests of structural stability of risk premia and returns relationships
Karanikas, Evangelos
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980793
Saved in:
7
Inflation and exchange-rate regimes in Mexico
Li, Carmen A.
;
Philippopulos, Apostolēs
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000984414
Saved in:
8
Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000966505
Saved in:
9
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
10
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:
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