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:"European University Institute / Department of Economics"
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
The 4/2 stochastic volatility...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
11
Volatilität
11
Theorie
10
Theory
10
Exchange rate
5
Wechselkurs
5
USA
4
United States
4
Schock
3
Shock
3
Stochastic process
3
Stochastischer Prozess
3
Estimation
2
Estimation theory
2
Exchange Rate Pass-Through
2
Exchange rate pass-through
2
Forecast
2
Prognose
2
Schätztheorie
2
Schätzung
2
Time series analysis
2
VAR model
2
VAR-Modell
2
Zeitreihenanalyse
2
1959-2003
1
1965-1996
1
1970-2003
1
1995-2005
1
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
Allgemeines Gleichgewicht
1
Arbeitsproduktivität
1
Autocorrelation
1
Autokorrelation
1
Beveridge curve
1
Beveridge-Kurve
1
Bewertung
1
Business cycle synchronization
1
Börsenkurs
1
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
14
Author
All
Lanne, Markku
4
Lütkepohl, Helmut
2
Ravn, Morten O.
2
Barsky, Robert B.
1
Corsetti, Giancarlo
1
DeLong, James Bradford
1
Dedola, Luca
1
Gallo, Giampiero M.
1
Georgiev, Iliyan
1
Herguera, Iñigo
1
Hlouskova, Jaroslava
1
Leduc, Sylvain
1
Pacini, Barbara
1
Ploeg, Frederick van der
1
Poelhekke, Steven
1
Schmitt-Grohé, Stephanie
1
Simonelli, Saverio
1
Uribe, Martín
1
Vesala, Timo
1
Wagner, Martin
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
National Bureau of Economic Research
599
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
183
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
87
International Monetary Fund (IMF)
63
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
57
Centre for Analytical Finance <Århus>
48
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
HAL
34
EconWPA
29
Université Paris-Dauphine (Paris IX)
27
Ekonomiska forskningsinstitutet <Stockholm>
23
Agricultural and Applied Economics Association - AAEA
22
International Monetary Fund
21
World Bank
21
Svenska Handelshögskolan <Helsinki>
19
National Centre of Competence in Research North South <Bern>
18
Chambre de commerce et d'industrie de Paris
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
17
Reserve Bank of Australia
17
CESifo
16
Federal Reserve Bank of St. Louis
16
Springer Fachmedien Wiesbaden
16
Center for Economic Research <Tilburg>
15
Society for Computational Economics - SCE
15
Tinbergen Instituut
15
European Association of Agricultural Economists - EAAE
14
Cowles Foundation for Research in Economics, Yale University
13
Department of Economics and Finance, College of Business and Economics
13
London School of Economics (LSE)
13
Tilburg University, Center for Economic Research
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics, Oxford University
12
Inter-American Development Bank
12
Institute of Economic Research, Kyoto University
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
more ...
less ...
Published in...
All
EUI working paper
11
EUI working paper / ECO
3
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Saved in:
2
The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980
Saved in:
3
Functional weak limit theory for rare outlying events
Georgiev, Iliyan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725653
Saved in:
4
Exchange rate fluctuations, market structure and the pass-through relationship
Herguera, Iñigo
-
1993
Persistent link: https://www.econbiz.de/10000865571
Saved in:
5
Incomplete cost pass-through under deep habits
Ravn, Morten O.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651821
Saved in:
6
A mixture multiplicative error model for realized
volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
7
Forecasting realized
volatility
by decomposition
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338294
Saved in:
8
Identifying monetary policy shocks via changes in
volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
9
Volatility
, financial development and the natural resource curse
Ploeg, Frederick van der
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003560011
Saved in:
10
Labor market dynamics and the business cycle : structural evidence for the United States
Ravn, Morten O.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003538209
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
