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subject:"Schock"
subject:"Volatilität"
~institution:"Birkbeck College / Department of Economics"
~institution:"National Institute of Economic and Social Research"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Effizienzmarkthypothese"
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Search: subject_exact:"Estimation"
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Schock
Volatilität
Effizienzmarkthypothese
Estimation
42
Schätzung
42
Theorie
18
Theory
18
Großbritannien
12
United Kingdom
12
USA
8
United States
8
Volatility
8
Börsenkurs
7
Share price
7
Capital income
6
Kapitaleinkommen
6
OECD countries
6
OECD-Staaten
6
EU countries
4
EU-Staaten
4
Forecasting model
4
Kaufkraftparität
4
Private consumption
4
Privater Konsum
4
Prognoseverfahren
4
Purchasing power parity
4
Welt
4
World
4
1973-1997
3
ARCH model
3
ARCH-Modell
3
Bruttoinlandsprodukt
3
Deutschland
3
Estimation theory
3
G7 countries
3
G7-Staaten
3
Geldpolitik
3
Germany
3
Gross domestic product
3
Monetary policy
3
Schätztheorie
3
1993
2
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3
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Book / Working Paper
10
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Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
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English
10
Author
All
McAleer, Michael
4
Asai, Manabu
1
Barrell, Ray
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Dacco, Roberto
1
Etebari, Ahmad
1
Gottschalk, Sylvia
1
Ishida, Isao
1
Lan Fen Chu
1
Mitchell, James
1
Oya, Kosuke
1
Ravn, Morten O.
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Sola, Martin
1
Wisniewski, Tomasz Piotr
1
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Institution
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Birkbeck College / Department of Economics
National Institute of Economic and Social Research
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
177
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Institut für Weltwirtschaft
14
Forschungsinstitut zur Zukunft der Arbeit
6
Federal Reserve Bank of St. Louis
5
Springer Fachmedien Wiesbaden
4
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Leibniz-Institut für Wirtschaftsforschung Halle
3
Australian National University / Faculty of Economics and Commerce
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Centre for Economic Performance
2
Centre for Quantitative Economics & Computing
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Eric Cuvillier <Firma>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Richmond
2
Federal Reserve System / Division of Research and Statistics
2
Institute of European Finance <Bangor, Gwynedd>
2
Johns Hopkins University / Department of Economics
2
Queen Mary College / Department of Economics
2
Rodney L. White Center for Financial Research
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Braunschweig
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Universität Mannheim
2
Verlag Dr. Kovač
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
African Economic Research Consortium
1
American Enterprise Institute for Public Policy Research
1
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Working paper
6
Discussion papers / National Institute of Economic and Social Research
2
Discussion paper in financial economics : FE
1
Discussion papers in economics
1
Source
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ECONIS (ZBW)
10
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
4
The volatility of the output gap in the G7
Barrell, Ray
(
contributor
);
Gottschalk, Sylvia
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024633
Saved in:
5
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
6
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
7
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
8
The importance of long run structure for impulse response analysis in VAR models
Mitchell, James
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560131
Saved in:
9
A reconsideration of the empirical evidence on the asymmetric effects of money-supply shocks : positive vs. negative or big vs. small?
Ravn, Morten O.
;
Sola, Martin
-
1996
Persistent link: https://www.econbiz.de/10000933382
Saved in:
10
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
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