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
~institution:"Econometrisch Instituut <Rotterdam>"
~type_genre:"Advisory report"
~type_genre:"Arbeitspapier"
~type_genre:"Article"
~type_genre:"Handbook"
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
4
Volatilität
4
ARCH model
2
ARCH-Modell
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
Business cycle
1
Economic growth
1
Emerging economies
1
Experiment
1
G7 countries
1
G7-Staaten
1
Heteroscedasticity
1
Heteroskedastizität
1
Konjunktur
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Multivariate Analyse
1
Multivariate analysis
1
Option pricing theory
1
Optionspreistheorie
1
Preis
1
Preistheorie
1
Price
1
Price theory
1
Schwellenländer
1
Stochastic process
1
Stochastischer Prozess
1
Structural break
1
Strukturbruch
1
USA
1
United States
1
Wirtschaftswachstum
1
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Advisory report
Arbeitspapier
Article
Handbook
Working Paper
5
Graue Literatur
1
Non-commercial literature
1
Language
All
English
5
Author
All
Dijk, Dick van
2
Hafner, Christian M.
2
Herwartz, Helmut
1
Oest, Rutger van
1
Osborn, Denise R.
1
Paap, Richard
1
Pooter, Michiel de
1
Sensier, Marianne
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
83
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Advisory House
28
Europäische Kommission / Generaldirektion Energie
28
MRC - Consultants and Transaction Advisers S.L
28
Regionális Energiagazdasági Kutatóközpont
28
VaasaETT Ltd Ab Oy
28
Centre for Analytical Finance <Århus>
16
Ekonomiska forskningsinstitutet <Stockholm>
14
Federal Reserve Bank of St. Louis
14
Institut für Weltwirtschaft
14
Internationaler Währungsfonds / Research Department
14
Svenska Handelshögskolan <Helsinki>
12
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Chambre de commerce et d'industrie de Paris
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
European University Institute / Department of Economics
10
Forschungsinstitut zur Zukunft der Arbeit
9
International Monetary Fund
9
Monopolkommission
9
University of Cambridge / Department of Applied Economics
9
Federal Reserve Bank of New York
8
Federal Reserve Bank of San Francisco
8
Institute of Finance and Accounting <London>
8
Rodney L. White Center for Financial Research
8
Center for Economic Research <Tilburg>
7
Instituto Valenciano de Investigaciones Económicas
7
Massachusetts Institute of Technology / Department of Economics
7
The Wharton Financial Institutions Center
7
Federal Reserve System / Division of Research and Statistics
6
Nationalekonomiska Institutionen <Göteborg>
6
Robert Schuman Centre for Advanced Studies
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
Australian National University / Faculty of Economics and Commerce
5
Birkbeck College / Department of Economics
5
Centre for International Economic Studies
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Elinkeinoelämän Tutkimuslaitos
5
more ...
less ...
Published in...
All
Econometric Institute research papers
5
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analyzing the effects of past prices on reference price formation
Oest, Rutger van
(
contributor
);
Paap, Richard
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186589
Saved in:
2
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702113
Saved in:
3
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
4
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
5
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
