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subject:"Schätzung"
subject:"Estimation theory"
~type_genre:"Arbeitspapier"
~institution:"Rodney L. White Center for Financial Research"
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Schätzung
Estimation theory
Theorie
45
Theory
45
Capital income
11
Kapitaleinkommen
11
USA
7
United States
7
Volatility
7
Volatilität
7
Börsenkurs
6
Portfolio selection
6
Portfolio-Management
6
Share price
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Schätztheorie
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CAPM
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Exchange rate
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Forecast
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Investition
4
Investment
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Prognose
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Wechselkurs
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Anlageverhalten
3
Bargaining theory
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Behavioural finance
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Cost of capital
3
Estimation
3
Kapitalkosten
3
Risikoaversion
3
Risikoprämie
3
Risk aversion
3
Risk premium
3
Verhandlungstheorie
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Yield curve
3
Zinsstruktur
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Adverse Selektion
2
Adverse selection
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Allgemeines Gleichgewicht
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Book / Working Paper
6
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Arbeitspapier
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
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English
6
Author
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Brandt, Michael W.
4
Diebold, Francis X.
4
Alizadeh, Sassan
2
Kadlec, Gregory B.
2
Anderson, Torben G.
1
Bollerslev, Tim
1
Labys, Paul
1
Pástor, Ľuboš
1
Santa-Clara, Pedro
1
Stambaugh, Robert F.
1
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Rodney L. White Center for Financial Research
Ekonomiska forskningsinstitutet <Stockholm>
52
Forschungsinstitut zur Zukunft der Arbeit
39
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
European University Institute / Department of Economics
24
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
21
Center for Economic Research <Tilburg>
21
University of New England / Department of Econometrics
20
University of Exeter / Department of Economics
16
Umeå universitet
15
Federal Reserve System / Division of Research and Statistics
14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Institut für Weltwirtschaft
13
Centre for Analytical Finance <Århus>
12
Federal Reserve System / Board of Governors
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Institut für Höhere Studien
10
National Bureau of Economic Research
10
Universität Basel / Institut für Statistik und Ökonometrie
9
Centre for Economic Performance
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Australian National University / Faculty of Economics and Commerce
7
Centre for Microdata Methods and Practice <London>
7
Chambre de commerce et d'industrie de Paris
7
Trinity College Dublin / Department of Economics
7
University of Oxford / Institute of Economics and Statistics
7
University of Reading / Department of Economics
7
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
University of Otago / Commerce Division
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre for Economic Policy Research
5
Centro Studi Luca d'Agliano <Turin>
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
International Monetary Fund
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
Johns Hopkins University / Department of Economics
5
Leibniz-Institut für Wirtschaftsforschung Halle
5
Macquarie University / Department of Economics
5
Rutgers University / Department of Economics
5
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Working papers / Rodney L. White Center for Financial Research
6
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ECONIS (ZBW)
6
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1
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:
2
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:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
4
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
5
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
6
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
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