//--> //--> //--> //-->
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
Estimation of Stochastic Volat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
27
Theory
27
Estimation theory
26
Schätztheorie
26
Time series analysis
11
Volatility
11
Volatilität
11
Zeitreihenanalyse
11
Exchange rate
5
Wechselkurs
5
Forecast
4
Prognose
4
USA
4
United States
4
Estimation
3
Saisonale Schwankungen
3
Schock
3
Schätzung
3
Seasonal variations
3
Shock
3
Software
3
Cointegration
2
Exchange Rate Pass-Through
2
Exchange rate pass-through
2
Geldpolitik
2
Kointegration
2
Monetary policy
2
Sampling
2
Statistical distribution
2
Statistische Verteilung
2
Stichprobenerhebung
2
1959-2003
1
1965-1996
1
1970-2003
1
1995-2005
1
Aktienmarkt
1
Allgemeines Gleichgewicht
1
Arbeitsproduktivität
1
Autocorrelation
1
Autokorrelation
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
36
Type of publication (narrower categories)
All
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
Language
All
English
36
Author
All
Maravall Herrero, Agustín
7
Gómez, Víctor
4
Lanne, Markku
4
Ehrbeck, Tilman
2
Fiorentini, Gabriele
2
Kostial, Kristina
2
Lütkepohl, Helmut
2
Mizon, Grayham E.
2
Ravn, Morten O.
2
Barsky, Robert B.
1
Brüggemann, Ralf
1
Calzolari, Giorgio
1
Canova, Fabio
1
Chang, Dongkoo
1
Chang, Tong-gu
1
Corsetti, Giancarlo
1
DeLong, James Bradford
1
Dedola, Luca
1
Ermini, Luigi
1
Franses, Philip Hans
1
Gallo, Giampiero M.
1
Haldrup, Niels
1
Hendry, David F.
1
Herguera, Iñigo
1
Hinloopen, Jeroen
1
Hlouskova, Jaroslava
1
Leduc, Sylvain
1
López, J. Humberto
1
Monfardini, Chiara
1
Pacini, Barbara
1
Pesavento, Elena
1
Peña, Daniel
1
Planas, Christophe
1
Ploeg, Frederick van der
1
Poelhekke, Steven
1
Rossi, Barbara
1
Schlag, Karl H.
1
Schmitt-Grohé, Stephanie
1
Simonelli, Saverio
1
Uribe, Martín
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
National Bureau of Economic Research
919
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
549
Institute for the Study of Labor (IZA)
203
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
160
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
158
Cowles Foundation for Research in Economics, Yale University
108
C.E.P.R. Discussion Papers
105
EconWPA
104
Tilburg University, Center for Economic Research
96
School of Economics and Management, University of Aarhus
90
National Bureau of Economic Research (NBER)
87
Department of Econometrics and Business Statistics, Monash Business School
73
Institut für Schweizerisches Bankwesen <Zürich>
68
London School of Economics (LSE)
68
Zentrum für Europäische Wirtschaftsforschung (ZEW)
63
Econometric Society
62
Tinbergen Instituut
62
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
58
Centre for Microdata Methods and Practice (CEMMAP)
51
Ekonomiska forskningsinstitutet <Stockholm>
47
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
44
Society for Computational Economics - SCE
43
Department of Economics, Boston College
42
Université Paris-Dauphine (Paris IX)
42
Tinbergen Institute
41
School of Economics and Political Science, Universität St. Gallen
40
Department of Economics and Business, Universitat Pompeu Fabra
39
Department of Economics, Oxford University
36
HAL
36
CESifo
35
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
33
Department of Economics, University of Pennsylvania
33
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
33
Centre for Analytical Finance <Århus>
31
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
29
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
29
Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet
28
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
27
Department of Economics and Finance, College of Business and Economics
27
more ...
less ...
Published in...
All
EUI working paper / ECO
24
EUI working paper
12
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying sign-switching risk perception on foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
-
1995
Persistent link: https://www.econbiz.de/10000929236
Saved in:
2
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E.
-
1993
Persistent link: https://www.econbiz.de/10000889040
Saved in:
3
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
4
The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina
-
1994
Persistent link: https://www.econbiz.de/10000898368
Saved in:
5
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín
;
Peña, Daniel
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000860749
Saved in:
6
Optimally combining individual forecasts from panel data
Ehrbeck, Tilman
-
1993
Persistent link: https://www.econbiz.de/10000865544
Saved in:
7
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
;
Haldrup, Niels
-
1993
Persistent link: https://www.econbiz.de/10000865567
Saved in:
8
Statistical inference in calibrated models
Canova, Fabio
-
1993
Persistent link: https://www.econbiz.de/10000877153
Saved in:
9
Testing for unit roots with the k-th autocorrelation coefficient
López, J. Humberto
-
1993
Persistent link: https://www.econbiz.de/10000877204
Saved in:
10
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->