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:"Nuffield College"
~institution:"The Wharton Financial Institutions Center"
~subject:"Kointegration"
~subject:"Volatilität"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kointegration
Volatilität
Volatility
9
Deutschland
6
Germany
6
Theorie
6
Theory
6
Cointegration
4
Großbritannien
4
Japan
4
Time series analysis
4
USA
4
United Kingdom
4
United States
4
Zeitreihenanalyse
4
Capital income
3
Corporate Governance
3
Corporate governance
3
Estimation
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Comparison
2
Eigentümerstruktur
2
France
2
Frankreich
2
Option pricing theory
2
Optionspreistheorie
2
Ownership structure
2
State space model
2
Vergleich
2
Zustandsraummodell
2
1963-1989
1
1979-1999
1
1989-1993
1
1992
1
ARCH model
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
Diebold, Francis X.
4
Shephard, Neil G.
4
Barndorff-Nielsen, Ole E.
3
Andersen, Torben
2
Bollerslev, Tim
2
Anderson, Torben G.
1
Boswijk, Herman Peter
1
Chib, Siddhartha
1
Christoffersen, Peter F.
1
Doornik, Jurgen A.
1
Graversen, Svend Erik
1
Hendry, David F.
1
Nakajima, Jouchi
1
Omori, Yasuhiro
1
Pesaran, M. Hashem
1
Schuermann, Til
1
Weiner, Scott M.
1
more ...
less ...
Institution
All
Nuffield College
The Wharton Financial Institutions Center
National Bureau of Economic Research
518
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
Institut für Schweizerisches Bankwesen <Zürich>
49
European University Institute / Department of Economics
38
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
International Monetary Fund
18
World Bank
18
National Centre of Competence in Research North South <Bern>
17
Svenska Handelshögskolan <Helsinki>
17
Ekonomiska forskningsinstitutet <Stockholm>
14
Federal Reserve Bank of St. Louis
14
Institut für Weltwirtschaft
13
University of Canterbury / Dept. of Economics and Finance
13
Internationaler Währungsfonds / Research Department
12
Nationalekonomiska Institutionen <Lund>
11
William Davidson Institute <Ann Arbor, Mich.>
11
Centre for Growth and Business Cycle Research <Manchester>
10
Swiss National Centre of Competence in Research North South <Bern>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
9
Københavns Universitet / Økonomisk Institut
9
Econometrisch Instituut <Rotterdam>
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Rodney L. White Center for Financial Research
8
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
8
Centre for International Macroeconomics
7
Instituto Valenciano de Investigaciones Económicas
7
School of Finance and Business Economics <Perth, Western Australia>
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
Birkbeck College / Department of Economics
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
European University Institute / Department of Law
6
Federal Reserve Bank of San Francisco
6
Federal Reserve System / Board of Governors
6
Institute of Finance and Accounting <London>
6
Massachusetts Institute of Technology / Department of Economics
6
more ...
less ...
Published in...
All
Economics discussion papers
6
Working papers / Financial Institutions Center
6
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
2
Modeling and forecasting realized
volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
3
Robustifying forecasts from equilibrium-correction models
Hendry, David F.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002124450
Saved in:
4
Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656767
Saved in:
5
Identifying, estimating and testing restricted cointegrated systems : an overview
Boswijk, Herman Peter
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752394
Saved in:
6
Stochastic
volatility
with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
7
Financial asset returns, direction-of-change forecasting, and
volatility
dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
8
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
9
Power variation & stochastic
volatility
: a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
10
Power and bipower variation with stochastic
volatility
and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
