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subject:"Asymmetrische Information"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~subject:"Volatilität"
~type:"book"
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Asymmetrische Information
Volatilität
Theorie
211
Theory
211
Time series analysis
70
Zeitreihenanalyse
70
Forecasting model
46
Prognoseverfahren
46
Volatility
39
Stochastic process
35
Stochastischer Prozess
35
Estimation
32
Schätzung
32
USA
20
United States
20
Estimation theory
18
Schätztheorie
18
Yield curve
17
Zinsstruktur
17
VAR model
16
VAR-Modell
16
Capital income
15
Kapitaleinkommen
15
CAPM
14
Börsenkurs
13
Cointegration
13
Kointegration
13
Risikoprämie
13
Risk premium
13
Share price
13
Statistical test
11
Statistischer Test
11
ARCH model
10
ARCH-Modell
10
Factor analysis
10
Faktorenanalyse
10
Martingal
10
Martingale
10
Nichtlineare Regression
9
Nonlinear regression
9
Regression analysis
9
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Arbeitspapier
39
Graue Literatur
39
Non-commercial literature
39
Working Paper
39
Language
All
English
39
Author
All
Santucci de Magistris, Paolo
5
Barndorff-Nielsen, Ole E.
3
Bollerslev, Tim
3
Hounyo, Ulrich
3
Lunde, Asger
3
Rossi, Eduardo
3
Todorov, Viktor
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Andersen, Torben
2
Bennedsen, Mikkel
2
Caporin, Massimiliano
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Hansen, Peter Reinhard
2
Meddahi, Nour
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
Archakov, Ilya
1
Benzoni, Luca
1
Bolko, Anine E.
1
Christiansen, Charlotte
1
Corcuera, José Manual
1
Dias, Gustavo Fruet
1
Dijk, Dick van
1
Ergemen, Yunus Emre
1
Exterkate, Peter
1
Fissler, Tobias
1
Fusari, Nicola
1
Gonc̜alves, Sílva
1
Gonçalves, Sílvia
1
Horel, Guillaume
1
Kjær, Mads Markvart
1
Knapik, Oskar
1
Kruse, Robinson
1
Leschinski, Christian
1
Nonejad, Nima
1
Osterrieder, Daniela
1
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CREATES research paper
NBER working paper series
271
NBER Working Paper
243
CESifo working papers
123
Working paper / National Bureau of Economic Research, Inc.
98
Discussion paper / Tinbergen Institute
95
Working paper
92
IMF working papers
54
Discussion paper series / IZA
52
Research paper series / Swiss Finance Institute
51
Discussion paper
50
CESifo Working Paper Series
48
Swiss Finance Institute Research Paper
40
Working papers
40
SFB 649 discussion paper
36
Finance and economics discussion series
35
Cowles Foundation discussion paper
32
CFS working paper series
31
IZA Discussion Paper
28
Working papers / Federal Reserve Bank of Philadelphia, Research Department
26
Cowles Foundation Discussion Paper
25
Discussion papers / Governance and the Efficiency of Economic Systems
25
CORE discussion paper : DP
23
Discussion paper series
23
Working papers / Rodney L. White Center for Financial Research
23
CAMA working paper series
22
Cambridge working papers in economics
22
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Working paper series / European Central Bank
22
CORE discussion papers : DP
21
Working paper series
21
Working papers / TSE : WP
21
ECB Working Paper
20
IMF working paper
20
Staff reports / Federal Reserve Bank of New York
20
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
19
Bonn Econ Discussion Papers / BGSE
18
Discussion paper / Center for Economic Research, Tilburg University
17
Economics working paper
17
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ECONIS (ZBW)
39
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1
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
2
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
3
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
4
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
5
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
6
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
7
Volatility discovery
Dias, Gustavo Fruet
;
Scherrer, Cristina Mabel
; …
-
2016
Persistent link: https://www.econbiz.de/10011447786
Saved in:
8
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
-
2016
Persistent link: https://www.econbiz.de/10011474820
Saved in:
9
A Markov chain estimator of multivariate volatility from high frequency data
Hansen, Peter Reinhard
;
Horel, Guillaume
;
Lunde, Asger
; …
-
2015
Persistent link: https://www.econbiz.de/10010514600
Saved in:
10
Rough electricity : a new fractal multi-factor model of electricity spot prices
Bennedsen, Mikkel
-
2015
Persistent link: https://www.econbiz.de/10011343496
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