//--> //--> //--> //-->
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
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
Cointegration, Fractional Coin...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatilität
157
Theorie
156
Volatility
155
Theory
154
Capital income
86
Kapitaleinkommen
86
Schätzung
82
Estimation
81
USA
70
Prognoseverfahren
67
United States
67
Forecasting model
66
Zeitreihenanalyse
66
Time series analysis
65
Börsenkurs
53
Estimation theory
53
Schätztheorie
53
Share price
53
Risikoprämie
46
Risk premium
46
ARCH-Modell
45
ARCH model
42
Exchange rate
41
Wechselkurs
41
Deutschland
35
Germany
33
Devisenmarkt
32
Foreign exchange market
32
Ankündigungseffekt
28
Announcement effect
27
CAPM
26
Aktienmarkt
22
Risk
22
high-frequency data
22
Stock market
21
realized volatility
21
Currency derivative
20
Financial market
20
Finanzmarkt
20
Impact assessment
20
more ...
less ...
Online availability
All
Free
239
Undetermined
154
Type of publication
All
Article
379
Book / Working Paper
334
Type of publication (narrower categories)
All
Article in journal
138
Aufsatz in Zeitschrift
138
Working Paper
104
Arbeitspapier
93
Graue Literatur
83
Non-commercial literature
83
Aufsatz im Buch
11
Book section
11
Collection of articles of several authors
9
Sammelwerk
9
Systematic review
5
Übersichtsarbeit
5
Konferenzschrift
4
Thesis
3
Article
2
Bibliografie enthalten
2
Bibliography included
2
Conference proceedings
2
Festschrift
2
Aufsatzsammlung
1
Hochschulschrift
1
Rezension
1
research-article
1
more ...
less ...
Language
All
English
406
Undetermined
304
French
1
Hungarian
1
Spanish
1
Author
All
Bollerslev, Tim
526
Andersen, Torben G.
163
Diebold, Francis X.
156
Baillie, Richard T.
116
Baillie, Richard
86
Andersen, Torben
64
Zhou, Hao
44
Todorov, Viktor
36
Vega, Clara
35
Christoffersen, Peter F.
34
Labys, Paul
32
Kapetanios, George
29
Tauchen, George
29
Patton, Andrew J.
23
Osterberg, William P.
19
Sizova, Natalia
16
Quaedvlieg, Rogier
15
Diebold, Francis
14
Wu, Jin
14
McMahon, Patrick C.
13
Xu, Lai
13
Meddahi, Nour
12
Tauchen, George Eugene
12
Engle, Robert F.
11
Li, Jia
11
Morana, Claudio
11
Anderson, Torben G.
10
Kretschmer, Uta
10
Li, Sophia Zhengzi
10
Pigorsch, Christian
10
Wright, Jonathan H.
9
Cho, Dooyeon
8
Dobrev, Dobrislav
8
Domowitz, Ian
8
Ebens, Heiko
8
Han, Young-Wook
8
Nielsen, Morten Ørregaard
8
Das, Ashish
7
Humpage, Owen F.
7
Kim, Kun Ho
7
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
22
National Bureau of Economic Research
20
National Bureau of Economic Research (NBER)
18
Center for Financial Studies
12
Duke University, Department of Economics
8
Department of Economics, University of Pennsylvania
7
Federal Reserve Board (Board of Governors of the Federal Reserve System)
7
Financial Institutions Center, Wharton School of Business
6
School of Economics and Finance, Queen Mary
5
Federal Reserve Bank of Cleveland
4
Rodney L. White Center for Financial Research
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Finance Department, Stern School of Business
3
The Wharton Financial Institutions Center
3
HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
2
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Département de Sciences Économiques, Université de Montréal
1
Economics Department, Massachusetts Institute of Technology (MIT)
1
Economics Department, Queen's University
1
Economics and Econometrics Research Institute (EERI)
1
International Centre for Economic Research (ICER)
1
Oxford University Press
1
University of Chicago / Graduate School of Business / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Weiss Center for International Financial Research, Wharton School of Business
1
more ...
less ...
Published in...
All
Journal of econometrics
51
Journal of Econometrics
26
CREATES Research Papers
22
NBER working paper series
19
NBER Working Paper
18
NBER Working Papers
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of international money and finance
14
Working paper / National Bureau of Economic Research, Inc
14
Working paper / National Bureau of Economic Research, Inc.
14
CFS Working Paper Series
12
CREATES research paper
12
Journal of empirical finance
12
The journal of finance : the journal of the American Finance Association
12
Journal of international financial markets, institutions & money
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
ERID working paper
9
Working paper
9
Journal of International Money and Finance
8
Working Papers / Duke University, Department of Economics
8
CFS working paper series
7
Journal of Business & Economic Statistics
7
Journal of applied econometrics
7
Journal of financial economics
7
PIER Working Paper Archive
7
Working papers / Financial Institutions Center
7
CFS Working Paper
6
CREATES Research Paper
6
Center for Financial Institutions Working Papers
6
Finance and economics discussion series
6
International journal of forecasting
6
Journal of Empirical Finance
6
Journal of Finance
6
Journal of international economics
6
The review of economics and statistics
6
Economic Research Initiatives at Duke (ERID) Working Paper
5
Finance and Economics Discussion Series
5
International Journal of Forecasting
5
Journal of International Financial Markets, Institutions and Money
5
Journal of economic dynamics & control
5
more ...
less ...
Source
All
ECONIS (ZBW)
374
RePEc
218
OLC EcoSci
93
EconStor
13
USB Cologne (EcoSocSci)
7
BASE
5
Other ZBW resources
3
more ...
less ...
Showing
81
-
90
of
713
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
Central bank intervention and risk in the forward market
Baillie, Richard
- In:
Journal of international economics
43
(
1997
)
3
,
pp. 483-497
Persistent link: https://www.econbiz.de/10001233548
Saved in:
82
Papers in honor of Patrick C. McMahon
Baillie, Richard
(
contributor
);
McMahon, Patrick C.
(
honouree
)
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 879-1000
Persistent link: https://www.econbiz.de/10001235358
Saved in:
83
A minimum distance estimator for long-memory processes
Tieslau, Margie A.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
Saved in:
84
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
Saved in:
85
Bivariate garch estimation of the optimal commodity futures hedge
Baillie, Richard
- In:
Journal of applied econometrics
6
(
1991
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10001107425
Saved in:
86
The search for equilibrium relationships in international finance : the case of the monetary model
Baillie, Richard
- In:
Journal of international money and finance
10
(
1991
)
4
,
pp. 582-593
Persistent link: https://www.econbiz.de/10001114101
Saved in:
87
Contrastación de la hipótesis de las expectativas eficientes no sesgadas en el mercado a futuros de divisas y cuantificación de los efectos de la nueva información
Baillie, Richard
- In:
Información comercial española : ICE : revista de …
639
(
1986
),
pp. 91-100
Persistent link: https://www.econbiz.de/10001267582
Saved in:
88
Central bank intervention and risk in the forward premium
Baillie, Richard
;
Osterberg, William P.
-
1996
Persistent link: https://www.econbiz.de/10000941570
Saved in:
89
Some joint tests of market efficiency : the case of the forward premium
Baillie, Richard
- In:
Journal of macroeconomics
7
(
1985
)
2
,
pp. 137-150
Persistent link: https://www.econbiz.de/10001008684
Saved in:
90
Estimation and testing of the term structure of the forward premium under rational expectations
Baillie, Richard
- In:
Journal of macroeconomics
8
(
1986
)
3
,
pp. 387-391
Persistent link: https://www.econbiz.de/10001085602
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->