//--> //--> //--> //-->
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
subject:"Risiko"
subject:"Schätztheorie"
~person:"Diebold, Francis X."
~person:"Scaillet, Olivier"
~type_genre:"Working Paper"
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:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Schätztheorie
Theorie
148
Theory
148
Forecasting model
54
Prognoseverfahren
54
Capital income
39
Kapitaleinkommen
39
Volatility
33
Volatilität
33
Estimation theory
27
USA
26
United States
26
Yield curve
17
Zinsstruktur
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Portfolio selection
15
Portfolio-Management
15
Estimation
12
Schätzung
12
Statistical distribution
11
Statistische Verteilung
11
Forecast
10
Measurement
10
Messung
10
Prognose
10
Frühindikator
9
Leading indicator
9
Regression analysis
9
Regressionsanalyse
9
Börsenkurs
8
Option pricing theory
8
Optionspreistheorie
8
Risikoprämie
8
Risk premium
8
Share price
8
Statistical theory
8
Statistische Methodenlehre
8
Arbitrage Pricing
7
Arbitrage pricing
7
more ...
less ...
Online availability
All
Free
8
Undetermined
1
Type of publication
All
Book / Working Paper
29
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
29
Graue Literatur
27
Non-commercial literature
27
Article in journal
17
Aufsatz in Zeitschrift
17
Amtsdruckschrift
5
Government document
5
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
29
Author
All
Diebold, Francis X.
Scaillet, Olivier
Härdle, Wolfgang
61
Pesaran, M. Hashem
32
Franses, Philip Hans
29
Ludwig, Alexander
25
Swanson, Norman R.
25
Maravall Herrero, Agustín
23
Gouriéroux, Christian
22
Imbens, Guido
22
Phillips, Peter C. B.
22
Stahlecker, Peter
21
Broll, Udo
20
Gollier, Christian
20
Kohn, Robert
19
Castelnuovo, Efrem
18
Heckman, James J.
18
Huschens, Stefan
17
Robert, Christian P.
17
Kleibergen, Frank
16
McAleer, Michael
16
Spokojnyj, Vladimir G.
16
De Donder, Philippe
15
Giles, David E. A.
15
Krueger, Dirk
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Kilian, Lutz
14
Lucas, André
14
Marcellino, Massimiliano
14
Zakoïan, Jean-Michel
14
Arnold, Bernhard
13
Daníelsson, Jón
13
Giles, Judith A.
13
Guégan, Dominique
13
Kanniainen, Vesa
13
Newey, Whitney K.
13
Schindler, Dirk
13
Andrews, Donald W. K.
12
Caggiano, Giovanni
12
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
The Wharton Financial Institutions Center
1
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Working paper / National Bureau of Economic Research, Inc.
4
Technical working paper / National Bureau of Economic Research
3
Working papers / Rodney L. White Center for Financial Research
3
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Documents de travail / THEMA
2
Financial Institutions Center
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
CFS working paper series
1
CORE discussion paper : DP
1
Discussion paper
1
IRES discussion papers
1
Research paper / International Center for Financial Asset Management and Engineering
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
2
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
3
Nonparametric estimation of copulas for time series
Fermanian, Jean-David
;
Scaillet, Olivier
-
2002
Persistent link: https://www.econbiz.de/10001732499
Saved in:
4
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003349886
Saved in:
5
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
6
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:
7
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:
8
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
-
2000
Persistent link: https://www.econbiz.de/10001534206
Saved in:
9
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1999
Persistent link: https://www.econbiz.de/10001426216
Saved in:
10
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001974801
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->