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type_genre:"Arbeitspapier"
institution:"School of Economics <Quezon>"
~type_genre:"Non-commercial literature"
~institution:"Birkbeck College / Department of Economics"
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Search: subject_exact:"Estimation theory"
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Estimation theory
11
Schätztheorie
11
Theorie
11
Theory
11
Großbritannien
4
United Kingdom
4
Volatility
4
Volatilität
4
Börsenkurs
3
Estimation
3
Schätzung
3
Share price
3
Philippinen
2
Philippines
2
Simulation
2
Time series analysis
2
Zeitreihenanalyse
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1977
1
Aktienmarkt
1
CAPM
1
Capital income
1
Cost of capital
1
Developing countries
1
Entwicklungsländer
1
Exchange rate policy
1
Forecasting model
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Hodrick Prescott
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Italien
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Italy
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Kapitaleinkommen
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Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Preiskonvergenz
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Price convergence
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Private consumption
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Privater Konsum
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Arbeitspapier
Non-commercial literature
Graue Literatur
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English
11
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Sola, Martin
3
Medalla, Erlinda M.
2
Orszag, Jonathan Michael
2
Power, John H.
2
Psaradakis, Zacharias G.
2
Timmermann, Allan
2
Bianchi, Marco
1
Dacco, Roberto
1
Karanasos, Menelaos
1
Satchell, Stephen
1
Steeley, James M.
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School of Economics <Quezon>
Birkbeck College / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
129
National Bureau of Economic Research
57
Ekonomiska forskningsinstitutet <Stockholm>
28
Umeå universitet
23
University of New England / Department of Econometrics
23
European University Institute / Department of Economics
22
Center for Economic Research <Tilburg>
18
Centre for Microdata Methods and Practice <London>
17
University of Exeter / Department of Economics
14
Econometrisch Instituut <Rotterdam>
12
Federal Reserve System / Division of Research and Statistics
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Centre for Analytical Finance <Århus>
10
Escola de Pós-Graduação em Economia <Rio de Janeiro>
10
London School of Economics and Political Science
10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
Forschungsinstitut zur Zukunft der Arbeit
9
Institut für Weltwirtschaft
9
Universität Basel / Institut für Statistik und Ökonometrie
9
Universitetet i Oslo / Økonomisk institutt
8
Rutgers University / Department of Economics
7
Umeå Universitet / Institutionen för Nationalekonomi
7
European University Institute / Department of Law
6
Europäische Kommission / Statistisches Amt
6
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
Universität Mannheim / Institut für Volkswirtschaft und Statistik
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Chambre de commerce et d'industrie de Paris
5
Columbia University / Department of Economics
5
Nationalekonomiska Institutionen <Lund>
5
Rodney L. White Center for Financial Research
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
University of California, San Diego / Department of Economics
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University of Otago / Commerce Division
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University of Warwick / Department of Economics
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University of Western Ontario / Department of Economics
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University of York / Department of Economics and Related Studies
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Discussion paper in financial economics : FE
4
Discussion papers in economics
4
IPPP working paper
3
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ECONIS (ZBW)
11
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1
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
2
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
3
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
4
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
5
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
6
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
7
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
8
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
9
Estimation of replacement cost of fixed capital
Power, John H.
-
1979
-
Rev
Persistent link: https://www.econbiz.de/10000892847
Saved in:
10
Estimating implicit tariffs and nominal rates of protection
Medalla, Erlinda M.
;
Power, John H.
-
1979
-
Rev
Persistent link: https://www.econbiz.de/10000892852
Saved in:
11
Estimating the shadow exchange rate under alternative policy assumptions
Medalla, Erlinda M.
-
1979
-
Rev., (incorporating a rev. of No. 15)
Persistent link: https://www.econbiz.de/10000892853
Saved in:
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