//--> //--> //-->
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:"Boston College / Department of Economics"
~subject:"Forecasting model"
~subject:"Markov chain"
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
Forecasting model
Markov chain
Estimation
39
Schätzung
39
USA
28
United States
28
Yield curve
5
Zinsstruktur
5
Capital income
4
Geldpolitik
4
Kapitaleinkommen
4
Markov-Kette
4
Monetary policy
4
Prognoseverfahren
4
VAR model
4
VAR-Modell
4
Business cycle
3
Konjunktur
3
Risikoprämie
3
Risk premium
3
Schock
3
Shock
3
Theorie
3
Theory
3
Volatilität
3
1952-2002
2
Aktienmarkt
2
Arbeitsproduktivität
2
Betriebliche Liquidität
2
CAPM
2
Corporate liquidity
2
Economic growth
2
Exchange rate
2
Impact assessment
2
Labour productivity
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
OECD countries
2
OECD-Staaten
2
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
10
Author
All
Neely, Christopher J.
3
Guo, Hui
2
Owyang, Michael T.
2
Baum, Christopher F.
1
Caglayan, Mustafa
1
Dueker, Michael
1
Francis, Neville
1
Kim, Chang-jin
1
Ozkan, Neslihan
1
Piger, Jeremy Max
1
Sarno, Lucio
1
Savickas, Robert
1
Thornton, Daniel L.
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
Boston College / Department of Economics
National Bureau of Economic Research
121
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Institut für Weltwirtschaft
10
University of Canterbury / Dept. of Economics and Finance
6
Federal Reserve System / Division of Research and Statistics
5
Forschungsinstitut zur Zukunft der Arbeit
5
Springer Fachmedien Wiesbaden
5
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Federal Reserve Bank of Cleveland
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Verlag Dr. Kovač
4
Centre for Analytical Finance <Århus>
3
Chambre de commerce et d'industrie de Paris
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of New York
3
Kansantaloustieteen Laitos <Tampere>
3
National Institute of Economic and Social Research
3
Queen Mary College / Department of Economics
3
Türkiye Cumhuriyet Merkez Bankası
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
Australian National University / Faculty of Economics and Commerce
2
Birkbeck College / Department of Economics
2
Bonn Graduate School of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
European University Institute / Department of Economics
2
European University Institute / Department of Law
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Narodna Banka na Republika Makedonija
2
OECD
2
Rheinische Friedrich-Wilhelms-Universität Bonn
2
Rodney L. White Center for Financial Research
2
School of Economics, Mathematics and Statistics <London>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Exeter / Department of Economics
2
more ...
less ...
Published in...
All
Working paper
9
Boston College working papers in economics
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
Thornton, Daniel L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115886
Saved in:
2
Time-varying risk premia and the cross section of stock returns
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
Saved in:
3
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:
4
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:
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
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
7
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
Saved in:
8
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
Saved in:
9
Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965274
Saved in:
10
The impact of macroeconomic uncertainty on trade credit for non-financial firms
Baum, Christopher F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002908874
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->