//--> //--> //-->
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
institution:"Federal Reserve Bank of St. Louis"
subject:"Volatility"
~institution:"Bonn Graduate School of Economics"
~institution:"Københavns Universitet / Økonomisk Institut"
~subject:"Cointegration"
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
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Cointegration
Estimation
40
Schätzung
40
USA
26
United States
26
Deutschland
7
Germany
7
Theorie
6
Theory
6
VAR model
6
VAR-Modell
6
Yield curve
6
Zinsstruktur
6
Forecasting model
5
Geldpolitik
5
Markov chain
5
Markov-Kette
5
Monetary policy
5
Prognoseverfahren
5
Capital income
4
Großbritannien
4
Kapitaleinkommen
4
Kointegration
4
Risikoprämie
4
Risk premium
4
Time series analysis
4
United Kingdom
4
Zeitreihenanalyse
4
Private consumption
3
Privater Konsum
3
Schock
3
Shock
3
Volatilität
3
1952-2002
2
Aggregation
2
Aktienmarkt
2
Börsenkurs
2
CAPM
2
Derivat
2
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
7
Author
All
Bohn Nielsen, Heino
1
Francis, Neville
1
Guo, Hui
1
Johansen, Søren
1
Jusélius, Katarina
1
Lazarov, Zdravetz
1
Neely, Christopher J.
1
Owyang, Michael T.
1
Rahbek, Anders
1
Savickas, Robert
1
Tillmann, Peter
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
Bonn Graduate School of Economics
Københavns Universitet / Økonomisk Institut
National Bureau of Economic Research
83
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
International Monetary Fund
13
Institut für Weltwirtschaft
7
University of Canterbury / Dept. of Economics and Finance
6
Ekonomiska forskningsinstitutet <Stockholm>
4
European University Institute / Department of Economics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Australian National University / Faculty of Economics and Commerce
3
Centre for Analytical Finance <Århus>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
Nationalekonomiska Institutionen <Lund>
3
Türkiye Cumhuriyet Merkez Bankası
3
Birkbeck College / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
Federal Reserve Bank of Cleveland
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund / European Dept
2
Internationaler Währungsfonds / Research Department
2
Johns Hopkins University / Department of Economics
2
National Institute of Economic and Social Research
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Strathclyde / Department of Economics
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Zentrum für Europäische Wirtschaftsforschung
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
more ...
less ...
Published in...
All
Working paper
3
Bonn Econ Discussion Papers / BGSE
2
Discussion papers / Department of Economics, University of Copenhagen
2
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and forecasting DAX index volatility
Lazarov, Zdravetz
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040246
Saved in:
2
Monetary policy in a Markov-switching VECM : implications for the cost of disinflation and the price puzzle
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001978121
Saved in:
3
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
4
Cointegration and regime-switching risk premia in the U:S: term structure of interest rates
Tillmann, Peter
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984469
Saved in:
5
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
6
Likelihood ratio testing for cointegration ranks in I(2) models
Bohn Nielsen, Heino
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001839976
Saved in:
7
Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data
Johansen, Søren
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001592931
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->