//--> //--> //-->
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:"Share price"
subject:"Volatilität"
~person:"Daníelsson, Jón"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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 theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Volatilität
Time series analysis
Estimation theory
4
Schätztheorie
4
Volatility
3
Estimation
2
Schätzung
2
Simulation
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
USA
2
United States
2
1975-1993
1
1980-1987
1
Aktienindex
1
Börsenkurs
1
Capital income
1
Exchange rate
1
Japan
1
Kapitaleinkommen
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Risikomanagement
1
Risk management
1
Stock index
1
Wechselkurs
1
Welt
1
World
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
4
Aufsatz in Zeitschrift
4
Working Paper
4
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
4
Author
All
Daníelsson, Jón
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
Linton, Oliver
18
Harvey, Andrew C.
16
Kumar, Dilip
16
Taylor, Robert
16
Teräsvirta, Timo
16
Lütkepohl, Helmut
15
Maheswaran, S.
15
Johansen, Søren
14
Chambers, Marcus J.
13
Gao, Jiti
13
Hassler, Uwe
13
Perron, Pierre
13
Tauchen, George Eugene
13
Ghysels, Eric
12
Koopman, Siem Jan
12
Li, Jia
12
Todorov, Viktor
12
Xiao, Zhijie
12
Zakoïan, Jean-Michel
12
McAleer, Michael
11
Zhu, Ke
11
Baillie, Richard
10
Bauwens, Luc
10
Francq, Christian
10
Koop, Gary
10
Lucas, André
10
Robinson, Peter M.
10
Fan, Jianqing
9
Franses, Philip Hans
9
Hafner, Christian M.
9
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Nelson, Daniel B.
9
Nielsen, Morten Ørregaard
9
Westerlund, Joakim
9
Andersen, Torben
8
Baltagi, Badi H.
8
more ...
less ...
Published in...
All
Annales d'économie et de statistique
1
Journal of econometrics
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
- In:
Annales d'économie et de statistique
(
2000
),
pp. 239-270
Persistent link: https://www.econbiz.de/10001543557
Saved in:
2
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
3
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 39-34
Persistent link: https://www.econbiz.de/10001769603
Saved in:
4
Stochastic volatility in asset prices : estimation with simulated maximum likelihood
Daníelsson, Jón
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 375-400
Persistent link: https://www.econbiz.de/10001166420
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->