//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"FRB Atlanta Working Paper"
~isPartOf:"FRB of Atlanta Working Paper"
~isPartOf:"Faculty research papers / The Fuqua School of Business, Duke University"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Agudze, Komla M."
~person:"Al-Azzam, Moh’d"
~person:"Bollerslev, Tim"
~person:"Gallant, A. Ronald"
~person:"Schorfheide, Frank"
~person:"Yu, Jun"
~subject:"Bayes factor"
~subject:"Bayes-Statistik"
~subject:"Stochastischer Prozess"
~subject:"Time series analysis"
~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
Umlagesystem versus Kapitaldec...
Similar by subject
Narrow search
Delete all filters
| 18 applied filters
Year of publication
From:
To:
Subject
All
Bayes factor
Bayes-Statistik
Stochastischer Prozess
Time series analysis
Volatilität
Theorie
73
Theory
73
Bayesian inference
27
Volatility
19
Zeitreihenanalyse
16
Forecasting model
15
Prognoseverfahren
15
Estimation
12
Schätzung
12
Dynamic equilibrium
11
Dynamisches Gleichgewicht
11
USA
10
United States
10
Capital income
9
Kapitaleinkommen
9
Stochastic process
9
DSGE model
8
DSGE-Modell
8
Probability theory
7
Wahrscheinlichkeitsrechnung
7
Panel
6
Panel study
6
Economic forecast
5
Markov chain
5
Markov-Kette
5
Method of moments
5
Momentenmethode
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Statistical test
5
Statistischer Test
5
Wirtschaftsprognose
5
Deutschland
4
Estimation theory
4
more ...
less ...
Online availability
All
Undetermined
26
Free
9
Type of publication
All
Article
37
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Arbeitspapier
15
Working Paper
15
Graue Literatur
14
Non-commercial literature
14
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
56
Author
All
Agudze, Komla M.
Al-Azzam, Moh’d
Bollerslev, Tim
Gallant, A. Ronald
Schorfheide, Frank
Yu, Jun
Phillips, Peter C. B.
20
Aït-Sahalia, Yacine
14
Andersen, Torben
13
Diebold, Francis X.
10
Linton, Oliver
10
Engle, Robert F.
9
Koop, Gary
9
Aizenman, Joshua
8
McAleer, Michael
8
Campbell, John Y.
7
Gouriéroux, Christian
7
Herwartz, Helmut
7
Jensen, Mark J.
7
Swanson, Norman R.
7
Tauchen, George Eugene
7
Teräsvirta, Timo
7
Todorov, Viktor
7
Xiao, Zhijie
7
Ghysels, Eric
6
Lo, Andrew W.
6
Mariano, Roberto S.
6
Mykland, Per A.
6
Renault, Eric
6
Taylor, Robert
6
Bauwens, Luc
5
Bekaert, Geert
5
Casarin, Roberto
5
Chen, Xiaohong
5
Cochrane, John H.
5
Engel, Charles
5
Franses, Philip Hans
5
Gonzalo, Jesús
5
Hallin, Marc
5
Harvey, Andrew C.
5
Hong, Yongmiao
5
Koopman, Siem Jan
5
more ...
less ...
Published in...
All
Economic modelling
FRB Atlanta Working Paper
FRB of Atlanta Working Paper
Faculty research papers / The Fuqua School of Business, Duke University
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
15
NBER Working Paper
13
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
10
Econometric reviews
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Cowles Foundation discussion paper
5
ERID working paper
5
Economic Research Initiatives at Duke (ERID) Working Paper
5
Working paper
5
CFS working paper series
4
Discussion paper / Centre for Economic Policy Research
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Working papers / Financial Institutions Center
4
Working papers / Penn Institute for Economic Research
4
CREATES research paper
3
Finance and economics discussion series
3
International economic review
3
International finance discussion papers
3
Quantitative economics : QE ; journal of the Econometric Society
3
The review of economics and statistics
3
Working papers / Rodney L. White Center for Financial Research
3
CAFE Research Paper
2
CFS Working Paper
2
Econometric theory
2
FRB Philadelphia Working Paper
2
FRB of Philadelphia Working Paper
2
Financial Institutions Center
2
Global COE Hi-Stat discussion paper series
2
Journal of applied econometrics
2
PIER Working Paper
2
Review of economic dynamics
2
The econometrics journal
2
The journal of finance : the journal of the American Finance Association
2
Working Paper
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working paper series / Federal Reserve Bank of Atlanta
2
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
2
Panel forecasts of country-level Covid-19 infections
Liu, Laura
;
Moon, Hyungsik Roger
;
Schorfheide, Frank
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 2-22
Persistent link: https://www.econbiz.de/10012618232
Saved in:
3
Panel forecasts of country-level Covid-19 infections
Liu, Laura
;
Moon, Hyungsik Roger
;
Schorfheide, Frank
-
2020
Persistent link: https://www.econbiz.de/10012239137
Saved in:
4
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
5
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
6
Financial market
efficiency
tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
7
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10000673940
Saved in:
8
Forming priors for DSGE models and how it affects the assessment of nominal rigidities
Del Negro, Marco
;
Schorfheide, Frank
-
2008
Persistent link: https://www.econbiz.de/10003642019
Saved in:
9
On the determination of general scientific models
Gallant, A. Ronald
(
contributor
); …
-
2004
-
This draft September 2004
Persistent link: https://www.econbiz.de/10003770545
Saved in:
10
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->