//--> //--> //-->
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:"Volatilität"
type_genre:"Graue Literatur"
~person:"Diebold, Francis X."
~subject:"Autokorrelation"
~subject:"Monte-Carlo-Simulation"
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
Volatilität
Autokorrelation
Monte-Carlo-Simulation
Estimation theory
17
Schätztheorie
17
Theorie
14
Theory
14
Capital income
6
Kapitaleinkommen
6
Volatility
5
Devisenmarkt
4
Estimation
4
Exchange rate
4
Forecasting model
4
Foreign exchange market
4
Prognoseverfahren
4
Schätzung
4
Statistical theory
4
Statistische Methodenlehre
4
USA
4
United States
4
Wechselkurs
4
Correlation
3
Deutschland
3
Germany
3
Japan
3
Korrelation
3
Time series analysis
3
Zeitreihenanalyse
3
Currency derivative
2
Währungsderivat
2
1869-1993
1
1996
1
Autocorrelation
1
Bewertung
1
Dynamic regressions
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Inflation
1
Interest rate parity
1
Multivariate Wahrscheinlichkeitsverteilung
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
6
Non-commercial literature
6
Working Paper
6
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
6
Author
All
Diebold, Francis X.
Phillips, Peter C. B.
16
Koopman, Siem Jan
15
Teräsvirta, Timo
10
Herbst, Edward P.
9
Lucas, André
9
Schorfheide, Frank
9
Sun, Yixiao
9
Croux, Christophe
7
Kitagawa, Toru
7
Advani, Arun
6
Blasques, Francisco
6
Brandt, Michael W.
6
Corsi, Fulvio
6
Del Negro, Marco
6
Gouriéroux, Christian
6
Huber, Martin
6
Härdle, Wolfgang
6
Kiviet, J. F.
6
Lechner, Michael
6
Martin, Gael M.
6
Matlin, Ethan
6
Sarfati, Reca
6
Sibbertsen, Philipp
6
Spokojnyj, Vladimir G.
6
Słoczyński, Tymon
6
Audrino, Francesco
5
Bibinger, Markus
5
Dijk, Dick van
5
Fernández-Villaverde, Jesús
5
Hafner, Christian M.
5
Hammond, Peter J.
5
Kapetanios, George
5
Kristensen, Dennis
5
Linton, Oliver
5
Lunde, Asger
5
Pesaran, M. Hashem
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Sentana, Enrique
5
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
2
Published in...
All
Working papers / Rodney L. White Center for Financial Research
2
Financial Institutions Center
1
Technical working paper / National Bureau of Economic Research
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Penn Institute for Economic Research
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
Saved in:
2
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:
3
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:
4
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:
5
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
6
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->