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~subject:"Schätztheorie"
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A Disequilibrium Model of Regi...
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Schätztheorie
Theorie
96
Theory
96
USA
58
United States
58
Volatility
58
Volatilität
58
Time series analysis
57
Zeitreihenanalyse
57
ARCH model
54
ARCH-Modell
54
Estimation
50
Schätzung
50
Estimation theory
41
Capital income
37
Kapitaleinkommen
37
Börsenkurs
35
Share price
35
economic models
33
Portfolio selection
27
Portfolio-Management
27
Forecasting model
25
Prognoseverfahren
25
Correlation
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Korrelation
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Option pricing theory
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Optionspreistheorie
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Risikomanagement
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Risk management
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Aktienmarkt
18
Stock market
18
Welt
18
World
18
Risiko
17
Risk
17
Systemic risk
17
Systemrisiko
17
Hedging
16
Bank risk
15
Bankrisiko
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Free
5
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Book / Working Paper
24
Article
17
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Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
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10
Collection of articles of several authors
3
Sammelwerk
3
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English
41
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Engle, Robert F.
41
Bollerslev, Tim
5
Sheppard, Kevin
5
Nelson, Daniel B.
3
Russell, Jeffrey R.
3
Shephard, Neil G.
3
Bali, Turan G.
2
Granger, C. W. J.
2
Kroner, Kenneth F.
2
Murray, Scott
2
Robins, Russell P.
2
Smith, Aaron D.
2
Vahid, Farshid
2
Conrad, Christian
1
Ding, Zhuanxin
1
Engle, Roger F.
1
González-Rivera, Gloria
1
Issler, João Victor
1
Itō, Takatoshi
1
Lee, Gary G. J.
1
Lilien, David M.
1
Lin, Wen-ling Tsai
1
Lunde, Asger
1
Ng, Victor K.
1
Pakel, Cavit
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Rothschild, Michael
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Wooldridge, Jeffrey M.
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University of Chicago / Graduate School of Business / Department of Economics
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Discussion paper / Department of Economics, University of California San Diego
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Working paper / National Bureau of Economic Research, Inc.
3
Advanced texts in econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Chung-hua series of lectures by invited eminent economists
1
Department of Economics discussion paper series / University of Oxford
1
Econometric reviews
1
Econometric theory
1
Economics discussion papers
1
Handbook of econometrics ; Vol. 4
1
Jingji-lunwen
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of political economy
1
Model reliability
1
Technical working paper / National Bureau of Economic Research
1
The review of economics and statistics
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The review of financial studies
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ECONIS (ZBW)
41
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Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
2
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000899195
Saved in:
3
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000904213
Saved in:
4
Multivariate simultaneous generalized ARCH
Engle, Robert F.
;
Kroner, Kenneth F.
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000878056
Saved in:
5
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
6
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000939559
Saved in:
7
Common trends and common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841625
Saved in:
8
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
9
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
-
1998
Persistent link: https://www.econbiz.de/10000983784
Saved in:
10
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
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