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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~institution:"Rodney L. White Center for Financial Research"
~subject:"ARCH model"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Volatilität
ARCH model
Maximum likelihood estimation
Estimation theory
5
Schätztheorie
5
Theorie
5
Theory
5
Exchange rate
3
Volatility
3
Wechselkurs
3
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
USA
2
United States
2
Börsenkurs
1
CAPM
1
Correlation
1
Deutschland
1
Germany
1
Großbritannien
1
Incomplete market
1
Interest rate
1
Investment Fund
1
Investmentfonds
1
Korrelation
1
Maximum-Likelihood-Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
United Kingdom
1
Unvollkommener Markt
1
Zins
1
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Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
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English
3
Author
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Brandt, Michael W.
3
Alizadeh, Sassan
2
Diebold, Francis X.
2
Kadlec, Gregory B.
2
Santa-Clara, Pedro
1
Institution
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Rodney L. White Center for Financial Research
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
National Bureau of Economic Research
34
London School of Economics and Political Science
5
Birkbeck College / Department of Economics
4
Center for Economic Research <Tilburg>
4
Centre for Microdata Methods and Practice <London>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Centre for Quantitative Economics & Computing
3
Econometrisch Instituut <Rotterdam>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Forschungsinstitut zur Zukunft der Arbeit
3
University of Chicago / Graduate School of Business
3
University of Western Ontario / Department of Economics
3
Centre for Analytical Finance <Århus>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Trinity College Dublin / Department of Economics
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of California, San Diego / Department of Economics
2
University of Chicago / Graduate School of Business / Department of Economics
2
University of Western Australia / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
CONRAD
1
Columbia University / Department of Economics
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
European University Institute / Department of Law
1
Federal Reserve Bank of San Francisco
1
International Center for Financial Asset Management and Engineering
1
Massachusetts Institute of Technology / Department of Economics
1
Panepistēmio Kypru / Department of Economics
1
Robert Schuman Centre for Advanced Studies
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Umeå Universitet / Institutionen för Nationalekonomi
1
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
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