//--> //--> //--> //-->
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
The Model Confidence Set
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
124
Theory
115
Volatility
62
Volatilität
62
Zeitreihenanalyse
56
Time series analysis
55
Schätztheorie
51
Estimation
49
Prognoseverfahren
49
Estimation theory
47
Forecasting model
47
Schätzung
46
USA
41
United States
39
Bayes-Statistik
33
Bayesian inference
33
ARCH-Modell
29
Großbritannien
29
ARCH model
28
Monetary policy
26
United Kingdom
26
Geldpolitik
25
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Inflation
22
Kanada
20
Neoclassical synthesis
20
Neoklassische Synthese
20
Stochastic process
20
Stochastischer Prozess
20
Börsenkurs
19
Canada
19
Capital income
19
Kapitaleinkommen
19
Markov chain
19
Share price
19
Wirkungsanalyse
19
Impact assessment
17
Markov-Kette
17
Statistischer Test
16
more ...
less ...
Online availability
All
Free
281
Undetermined
68
Type of publication
All
Book / Working Paper
359
Article
166
Type of publication (narrower categories)
All
Working Paper
149
Arbeitspapier
123
Graue Literatur
111
Non-commercial literature
111
Article in journal
76
Aufsatz in Zeitschrift
76
Aufsatz im Buch
7
Book section
7
Hochschulschrift
2
Thesis
2
Aufsatzsammlung
1
Bibliografie
1
Collection of articles written by one author
1
Conference paper
1
Konferenzbeitrag
1
Lehrbuch
1
Mehrbändiges Werk
1
Multi-volume publication
1
Sammlung
1
Textbook
1
more ...
less ...
Language
All
English
365
Undetermined
160
Author
All
Lunde, Asger
205
Hansen, Peter Reinhard
175
Nason, James M.
160
Nason, James Michael
97
Barndorff-Nielsen, Ole E.
38
Smith, Gregor W.
37
Cogley, Timothy
30
Timmermann, Allan
28
Vahey, Shaun P.
26
Shephard, Neil
25
Rogers, John H.
23
Kano, Takashi
18
Shephard, Neil G.
18
Hansen, Peter R.
14
Huang, Zhuo
14
Inoue, Atsushi
13
Rossi, Barbara
13
Durlauf, Steven N.
12
Voev, Valeri
11
Bennedsen, Mikkel
10
Hall, Alastair R.
10
Brock, William A.
9
Rondina, Giacomo
9
Coe, Patrick J.
8
Engle, Robert F.
8
Gregory, Allan W.
8
Mertens, Elmar
8
Tallman, Ellis W.
8
Zebedee, Allan A.
8
Blake, David
7
Hansen, Peter
7
Leeper, Eric M.
7
Pakkanen, Mikko S.
7
Horel, Guillaume
6
Scott, Byron G.
6
Wakerly, Elizabeth C.
6
Guerrón-Quintana, Pablo A.
5
Olesen, Kasper V.
5
Shek, Howard Howan
5
Slotsve, George A.
5
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
19
Federal Reserve Bank of Atlanta
16
Brown University / Department of Economics
10
Brown University, Department of Economics
7
Centre for Analytical Finance <Århus>
5
Crawford School of Public Policy, Australian National University
5
Federal Reserve Bank of Philadelphia
5
Federal Reserve Board (Board of Governors of the Federal Reserve System)
5
Society for Computational Economics - SCE
5
Department of Economics, European University Institute
4
Econometric Society
4
Economics Department, Queen's University
4
Economics Group, Nuffield College, University of Oxford
4
Finance Research Centre, Oxford University
4
Department of Economics, University of California-San Diego (UCSD)
3
Federal Reserve Bank of San Francisco
3
University of British Columbia / Department of Economics
3
College of Business and Economics, Australian National University
2
Graduate School of Economics, Hitotsubashi University
2
HAL
2
Institute of Economic Research, Hitotsubashi University
2
C.E.P.R. Discussion Papers
1
Center for Advanced Research in Finance, Faculty of Economics
1
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
1
Department of Economics, Oxford University
1
Department of Economics, University of Calgary
1
Duke University, Department of Economics
1
Economic Policy Research Unit (EPRU), Økonomisk Institut
1
Federal Reserve Bank of Minneapolis
1
Financial Markets Group
1
Oxford University Press
1
more ...
less ...
Published in...
All
CREATES research paper
23
Discussion paper / University of British Columbia, Department of Economics
22
Working Paper
21
CREATES Research Papers
19
Journal of econometrics
17
Working Paper / Federal Reserve Bank of Atlanta
16
Working papers / Federal Reserve Bank of Atlanta
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working papers / Brown University, Department of Economics
10
CAMA working paper series
9
Journal of applied econometrics
9
CAMA Working Papers
7
Journal of Econometrics
7
Working Papers / Brown University, Department of Economics
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Economics letters
6
FRB of Philadelphia Working Paper
6
Journal of Applied Econometrics
6
The econometrics journal
6
CAMA Working Paper
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Working Papers / Federal Reserve Bank of Philadelphia
5
Working papers / Federal Reserve Bank of Philadelphia, Research Department
5
Econometric modelling of durations between economic events
4
Economics Papers / Economics Group, Nuffield College, University of Oxford
4
Economics Working Papers / Department of Economics, European University Institute
4
OFRC Working Papers Series
4
Queen's Economics Department Working Paper
4
Queen's Economics Department working paper
4
The American economic review
4
Working Papers / Economics Department, Queen's University
4
Working paper series / Federal Reserve Bank of Atlanta
4
Department of Economics discussion paper series / University of Oxford
3
Discussion paper / Department of Economics, University of California San Diego
3
EUI working paper / ECO
3
Econometrica
3
Economics discussion papers
3
FRB of Atlanta Working Paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
311
RePEc
149
OLC EcoSci
36
EconStor
26
Other ZBW resources
3
Showing
61
-
70
of
525
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Realized variance and market microstructure noise
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 127-161
Persistent link: https://www.econbiz.de/10003317169
Saved in:
62
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003334801
Saved in:
63
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003341258
Saved in:
64
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003363996
Saved in:
65
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003367503
Saved in:
66
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003367588
Saved in:
67
Consistent ranking of volatility models
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 97-121
Persistent link: https://www.econbiz.de/10003298566
Saved in:
68
A realized variance for the whole day based on intermittent high-frequency data
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 525-554
Persistent link: https://www.econbiz.de/10003154305
Saved in:
69
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 873-889
Persistent link: https://www.econbiz.de/10003243445
Saved in:
70
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2006
Persistent link: https://www.econbiz.de/10003385904
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...
//-->