//--> //--> //--> //-->
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
~subject:"Börsenkurs"
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
Efficient Estimation of Second...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
Schätztheorie
35,898
Estimation theory
35,271
Zeitreihenanalyse
29,739
Time series analysis
28,717
Theorie
22,855
Theory
22,147
Schätzung
12,365
Estimation
12,129
ARCH-Modell
10,582
ARCH model
10,401
Volatilität
9,287
Volatility
9,154
Prognoseverfahren
8,395
Forecasting model
8,212
USA
5,027
United States
4,856
Regressionsanalyse
4,647
Regression analysis
4,619
Share price
4,203
Kapitaleinkommen
4,141
Capital income
4,125
Nichtparametrisches Verfahren
4,038
Nonparametric statistics
3,908
Kointegration
2,969
Cointegration
2,918
Aktienmarkt
2,895
Stock market
2,858
Statistischer Test
2,491
Stochastischer Prozess
2,466
Statistical test
2,410
Stochastic process
2,400
Panel
2,372
Panel study
2,316
VAR-Modell
2,283
Welt
2,276
Konjunktur
2,265
Statistische Verteilung
2,265
VAR model
2,248
World
2,229
more ...
less ...
Online availability
All
Undetermined
1,398
Free
1,280
Type of publication
All
Article
2,952
Book / Working Paper
1,338
Journal
1
Type of publication (narrower categories)
All
Article in journal
2,830
Aufsatz in Zeitschrift
2,830
Working Paper
678
Graue Literatur
665
Non-commercial literature
665
Arbeitspapier
598
Hochschulschrift
132
Aufsatz im Buch
118
Book section
118
Thesis
111
Collection of articles written by one author
28
Sammlung
28
Conference paper
15
Konferenzbeitrag
15
Bibliografie enthalten
14
Bibliography included
14
Collection of articles of several authors
11
Sammelwerk
11
Aufsatzsammlung
8
Systematic review
8
Übersichtsarbeit
8
Amtsdruckschrift
2
Article
2
Case study
2
Fallstudie
2
Forschungsbericht
2
Government document
2
Lehrbuch
2
Mehrbändiges Werk
2
Multi-volume publication
2
Textbook
2
Bibliografie
1
Guidebook
1
Handbook
1
Handbuch
1
Konferenzschrift
1
Mikroform
1
Monografische Reihe
1
Ratgeber
1
Research Report
1
more ...
less ...
Language
All
English
4,190
German
83
French
10
Spanish
7
Czech
1
Italian
1
Portuguese
1
Russian
1
Chinese
1
more ...
less ...
Author
All
Gupta, Rangan
53
Lux, Thomas
40
McAleer, Michael
30
Gil-Alaña, Luis A.
29
Ma, Feng
29
Caporale, Guglielmo Maria
28
Hautsch, Nikolaus
25
Tiwari, Aviral Kumar
21
Engle, Robert F.
20
Allen, David E.
18
Bouri, Elie
18
Kapetanios, George
18
Narayan, Paresh Kumar
16
Sibbertsen, Philipp
16
Bauwens, Luc
15
Chiang, Thomas C.
14
Härdle, Wolfgang
14
Koopman, Siem Jan
14
Krämer, Walter
14
McMillan, David G.
14
Mittnik, Stefan
14
Tauchen, George Eugene
14
Timmermann, Allan
14
Zhang, Yaojie
14
Balcilar, Mehmet
13
Brooks, Robert
13
Molnár, Peter
13
Pesaran, M. Hashem
13
Faff, Robert W.
12
Maheswaran, S.
12
Paolella, Marc S.
12
Todorov, Viktor
12
Wohar, Mark E.
12
Giot, Pierre
11
Linton, Oliver
11
Teräsvirta, Timo
11
Bailey, Natalia
10
Bollerslev, Tim
10
Ghysels, Eric
10
Haas, Markus
10
more ...
less ...
Institution
All
National Bureau of Economic Research
23
Ekonomiska forskningsinstitutet <Stockholm>
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
School of Finance and Business Economics <Perth, Western Australia>
4
Birkbeck College / Department of Economics
3
University of Chicago / Center for Research in Security Prices
3
Christian-Albrechts-Universität zu Kiel
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Industriebetriebsforschung <Hamburg>
2
Brown University / Department of Economics
1
Center for Economic Research <Tilburg>
1
Deutsche Forschungsgemeinschaft
1
Erasmus Research Institute of Management
1
Kansantaloustieteen Laitos <Tampere>
1
Nationalekonomiska Institutionen <Lund>
1
New York Institute of Finance
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Technische Universität Dresden
1
The Wharton Financial Institutions Center
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
University of Exeter / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Universität Dortmund
1
Universität Potsdam / Wirtschafts- und Sozialwissenschaftliche Fakultät
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
more ...
less ...
Published in...
All
Finance research letters
79
International review of economics & finance : IREF
66
Journal of econometrics
66
Energy economics
60
Journal of empirical finance
60
Applied economics
59
Economic modelling
58
International review of financial analysis
54
The North American journal of economics and finance : a journal of financial economics studies
53
Research in international business and finance
52
Journal of risk and financial management : JRFM
50
Journal of international financial markets, institutions & money
42
Journal of banking & finance
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Applied economics letters
33
Economics letters
32
Journal of forecasting
31
Applied financial economics
27
Discussion paper / Tinbergen Institute
27
International journal of forecasting
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Review of quantitative finance and accounting
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
CESifo working papers
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International Journal of Energy Economics and Policy : IJEEP
23
The empirical economics letters : a monthly international journal of economics
22
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
International journal of economics and financial issues : IJEFI
21
NBER working paper series
21
Pacific-Basin finance journal
21
Quantitative finance
21
Cogent economics & finance
20
SFB 649 discussion paper
20
The European journal of finance
20
International journal of finance & economics : IJFE
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Working paper
19
International journal of economics and finance
18
NBER Working Paper
18
more ...
less ...
Source
All
ECONIS (ZBW)
4,205
EconStor
83
USB Cologne (EcoSocSci)
3
Showing
1
-
10
of
4,291
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151421
Saved in:
2
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
3
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
Saved in:
4
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
5
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
6
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
7
Forecasting volatility of stock indices with ARCH model
Alam, Md. Zahangir
;
Siddikee, Md. Noman
;
Masukujjaman, Md.
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 126-143
Persistent link: https://www.econbiz.de/10010205105
Saved in:
8
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
9
Random walks and market efficiency : evidence from Indian stock market
Tripathy, Nalini Prava
- In:
International journal of economics and business research
6
(
2013
)
2
,
pp. 210-228
Persistent link: https://www.econbiz.de/10010351158
Saved in:
10
Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->