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subject:"Produktivität"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Volatility"
~type_genre:"Collection of articles written by one author"
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Produktivität
Volatility
Estimation
108
Schätzung
108
Deutschland
68
Germany
68
Theorie
58
Theory
58
USA
27
United States
27
Time series analysis
21
Zeitreihenanalyse
21
Börsenkurs
17
Cointegration
17
Kointegration
17
Share price
17
Volatilität
17
Estimation theory
11
Exchange rate
11
Großbritannien
11
Schätztheorie
11
Stochastic process
11
Stochastischer Prozess
11
United Kingdom
11
Wechselkurs
11
Einheitswurzeltest
9
Statistical test
9
Statistischer Test
9
Unit root test
9
Arbeitslosigkeit
8
Unemployment
8
ARCH model
7
ARCH-Modell
7
Interest rate
7
Zins
7
1975-1998
6
Arbeitsmobilität
6
Capital income
6
Geldnachfrage
6
Geldpolitik
6
Kapitaleinkommen
6
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Type of publication
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Book / Working Paper
18
Type of publication (narrower categories)
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Non-commercial literature
Collection of articles written by one author
Arbeitspapier
18
Graue Literatur
18
Working Paper
18
Language
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English
16
German
2
Author
All
Herwartz, Helmut
6
Härdle, Wolfgang
5
Hafner, Christian M.
3
Fengler, Matthias R.
2
Reimers, Hans-Eggert
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Chinn, Menzie David
1
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
Daske, Stefan
1
Feldmann, David
1
Fengler, Matthias
1
Hoffmann, M.
1
Lanne, Markku
1
Lepskii, Oleg V.
1
Lütkepohl, Helmut
1
Mercurio, Danilo
1
Saikkonen, Pentti
1
Schmidt, Peter
1
Villa, Christophe
1
Winter, Joachim
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper / National Bureau of Economic Research, Inc.
159
CESifo working papers
116
Discussion paper series / IZA
112
Discussion paper / Centre for Economic Policy Research
101
Working paper
96
Discussion paper
69
Discussion paper / Tinbergen Institute
65
Kiel working paper
49
CAMA working paper series
34
Discussion papers / CEPR
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
32
SFB 649 discussion paper
28
CFS working paper series
26
RIETI discussion paper
25
Research paper series / Swiss Finance Institute
25
University of Lüneburg Working paper series in economics
25
Working papers
25
ZEW discussion papers
25
Finance and economics discussion series
24
Econometric Institute research papers
22
Working paper series
21
International finance discussion papers
19
Kieler Arbeitspapiere
19
CREATES research paper
18
Department of Economics working paper series
18
Discussion paper / Deutsche Bundesbank
17
Staff reports / Federal Reserve Bank of New York
17
Documentos de trabajo / Banco de España
16
Economics and finance working paper series
16
Discussion papers of interdisciplinary research project 373
15
Working paper series / European Central Bank
15
Discussion paper series
14
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
13
Working papers / Bank for International Settlements
13
Working papers in economics and statistics
13
Boston College working papers in economics
12
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
12
Economics working paper
12
Staff working papers / Bank of England
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ECONIS (ZBW)
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1
Winner-loser-Effekte am deutschen Aktienmarkt
Daske, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001730434
Saved in:
2
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
3
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
4
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
5
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
6
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
7
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
8
The empirical determinants of the Euro : short and long run perspectives
Chinn, Menzie David
-
2000
Persistent link: https://www.econbiz.de/10001509343
Saved in:
9
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
10
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
-
2000
Persistent link: https://www.econbiz.de/10001555314
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