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subject:"Volatilität"
isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Germany"
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Volatilität
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Estimation theory
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The journal of finance : the journal of the American Finance Association
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Tinbergen Institute
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Economics letters
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Schriften zur angewandten Ökonometrie
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
2
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
3
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
4
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
5
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:
6
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
Saved in:
7
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
-
1999
Persistent link: https://www.econbiz.de/10001373298
Saved in:
8
Higher order forward rate agreements and the smoothness of the term structure
Jaschke, Stefan R.
-
1999
Persistent link: https://www.econbiz.de/10001377676
Saved in:
9
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
10
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
11
The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000992526
Saved in:
12
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
13
The monetary model of the exchange rate : a structural interpretation
Moersch, Mathias
;
Nautz, Dieter
-
1998
Persistent link: https://www.econbiz.de/10000992222
Saved in:
14
Modeling the Deutsche Telekom IPO using a new ACD specification : an application of the Burr-ACD model using high frequency Ibis data
Grammig, Joachim
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000992448
Saved in:
15
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
Saved in:
16
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
17
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
18
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
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