//--> //--> //-->
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:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Ghysels, Eric"
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"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARCH model
2
ARCH-Modell
2
Estimation
2
Schätzung
2
Theorie
2
Theory
2
Volatilität
2
Deutschland
1
Exchange rate
1
Forecasting model
1
GDP forecasting
1
Germany
1
Großbritannien
1
MIDAS regressions
1
Multivariate Analyse
1
Multivariate analysis
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
State space model
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
United Kingdom
1
Wechselkurs
1
Zeitreihenanalyse
1
Zustandsraummodell
1
indirect inference
1
state space model
1
stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
2
Author
All
Ghysels, Eric
Edwards, Jeffrey A.
2
Garcia, René
2
Kanas, Angelos
2
Klaassen, Franc
2
Liesenfeld, Roman
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Abubaker, Riyad
1
Adeniyi, Oluwatosin A.
1
Afonso, António
1
Ahoniemi, Katja
1
Ajide, Kazeem Bello
1
Alvarez González, Francisco
1
Arin, Kerim Peren
1
Arteche, Josu
1
Asai, Manabu
1
Aßmann, Christian
1
Badescu, Alexandru
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Batrinca, Bogdan
1
Bauwens, Luc
1
Ben Omrane, Walid
1
Bos, Charles S.
1
Boysen-Hogrefe, Jens
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Chavas, Jean-Paul
1
Chen, Sheng-tung
1
Chen, Wang
1
Chin, Wen Cheong
1
Ciarreta, Aitor
1
Clements, Adam
1
Cross, Jamie
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
2
CORE discussion paper : DP
1
Discussion paper / Centre for Economic Policy Research
1
NBER Working Paper
1
NBER working paper series
1
Research paper series / Swiss Finance Institute
1
Working paper / Department of Economics, University of Cyprus
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
2
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->