//--> //--> //--> //-->
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
~isPartOf:"Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,"
~isPartOf:"Boston College working papers in economics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~language:"eng"
~person:"Basu, Susanto"
~person:"Daníelsson, Jón"
~person:"Dreher, Axel"
~person:"Gil-Alaña, Luis A."
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~person:"Lucas, André"
~person:"Poot, Jacques"
~person:"Praag, Bernard M. S. van"
~subject:"Credit risk"
~subject:"Konjunkturtheorie"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Stochastischer Prozess"
~subject:"USA"
~subject:"World"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
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
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 25 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Konjunkturtheorie
Schätzung
Simulation
Stochastischer Prozess
USA
World
Theorie
225
Theory
225
Time series analysis
93
Zeitreihenanalyse
93
Estimation
55
State space model
44
Zustandsraummodell
44
Volatility
42
Volatilität
42
Stochastic process
40
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Forecasting model
23
Prognoseverfahren
23
Estimation theory
22
Schätztheorie
22
Welt
21
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Portfolio selection
20
Portfolio-Management
20
United States
20
Kreditrisiko
18
Statistical distribution
18
Statistische Verteilung
18
Business cycle
17
Konjunktur
17
Börsenkurs
16
Share price
16
ARCH model
15
ARCH-Modell
15
Capital income
15
Kapitaleinkommen
15
Großbritannien
14
United Kingdom
14
more ...
less ...
Online availability
All
Free
87
Type of publication
All
Book / Working Paper
118
Type of publication (narrower categories)
All
Arbeitspapier
Collection of articles written by one author
Handbuch
Working Paper
118
Graue Literatur
115
Non-commercial literature
115
Language
All
English
Author
All
Basu, Susanto
Daníelsson, Jón
Dreher, Axel
Gil-Alaña, Luis A.
Härdle, Wolfgang
Koopman, Siem Jan
Lucas, André
Poot, Jacques
Praag, Bernard M. S. van
McAleer, Michael
27
Groot, Henri L. F. de
24
Nijkamp, Peter
24
Francois, Joseph F.
17
Bos, Charles S.
16
Blasques, Francisco
15
Dijk, Herman K. van
15
Caporale, Guglielmo Maria
14
Perotti, Enrico C.
14
Teulings, Coen N.
13
Wijnbergen, Sweder van
13
Holz, Franziska
12
Schneider, Friedrich
12
Vries, Casper G. de
12
Hirschhausen, Christian R. von
11
Lütkepohl, Helmut
11
Baum, Christopher F.
10
Florax, Raymond J. G. M.
10
Hommes, Cars H.
10
Kemfert, Claudia
10
Marrewijk, Charles van
10
Butter, Frank A. G. den
8
Chang, Chia-Lin
8
Cholodilin, Konstantin Arkadʹevič
8
Dijk, Dick van
8
Menkhoff, Lukas
8
Schwaab, Bernd
8
Schäfer, Dorothea
8
Bergh, Jeroen C. J. M. van den
7
Dalen, Hendrik P. van
7
Diks, Cees G. H.
7
Herwartz, Helmut
7
Küchler, Uwe
7
Neuhoff, Karsten
7
Ommeren, Jos van
7
Pozzi, Lorenzo
7
more ...
less ...
Institution
All
Deutsches Institut für Wirtschaftsforschung
1
Published in...
All
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
Boston College working papers in economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
Discussion papers / Deutsches Institut für Wirtschaftsforschung
CESifo working papers
47
SFB 649 discussion paper
43
KOF working papers
30
Discussion paper series / IZA
17
Economics and finance working paper series
13
Discussion papers of interdisciplinary research project 373
12
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
11
Working paper / National Bureau of Economic Research, Inc.
11
Cege discussion paper
10
Discussion paper / Centre for Economic Policy Research
7
Working paper series / European Central Bank
6
International finance discussion papers
5
Kiel working paper
5
Research paper series / Thurgau Institute of Economics at the University of Konstanz
4
Working papers / Centro Studi Luca d'Agliano
4
Working papers / Federal Reserve Bank of Boston
4
EUI working paper / ECO
3
SRC discussion paper : discussion paper series
3
CREATES research paper
2
Department of Economics discussion papers
2
Department of Economics working papers
2
Discussion paper / LSE Financial Markets Group
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion paper series / LSE Financial Markets Group
2
Discussion paper series / University of Heidelberg, Department of Economics
2
Discussion papers / CEPR
2
Discussion papers / Population Studies Centre, The University of Waikato
2
Diskussionsbeiträge des IAI
2
Economics of security working paper series
2
HWWA discussion paper
2
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
2
Research working papers / Federal Reserve Bank of Kansas City
2
SSE EFI working paper series in economics and finance
2
Sveriges Riksbank working paper series
2
Working paper / Department of Economics, Johannes-Kepler-Universität of Linz
2
more ...
less ...
Source
All
ECONIS (ZBW)
118
Showing
91
-
100
of
118
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
91
Tail behavior of credit loss distributions for general latent factor models
Lucas, André
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001554549
Saved in:
92
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
-
2000
Persistent link: https://www.econbiz.de/10001555314
Saved in:
93
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
94
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
95
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.
;
Henry, S. G. B.
-
2000
Persistent link: https://www.econbiz.de/10001470376
Saved in:
96
The stochastic volatility on mean model : empirical evidence from international stock markets
Koopman, Siem Jan
;
Uspensky, Eugenie Hol
-
2000
Persistent link: https://www.econbiz.de/10001472890
Saved in:
97
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
98
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter
(
contributor
);
Härdle, Wolfgang
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001413436
Saved in:
99
Exploring credit data
Müller, Marlene
;
Härdle, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001730369
Saved in:
100
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->