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subject:"Schock"
subject:"Volatilität"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"European University Institute / Department of Economics"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"ARCH-Modell"
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Schock
Volatilität
ARCH-Modell
Estimation
26
Schätzung
26
Theorie
10
Theory
10
Volatility
10
USA
9
United States
9
Aktienmarkt
4
Börsenkurs
4
Share price
4
Stock market
4
ARCH model
3
Business cycle synchronization
3
Capital income
3
EU countries
3
EU-Staaten
3
Großbritannien
3
Japan
3
Kapitaleinkommen
3
Konjunkturzusammenhang
3
OECD countries
3
OECD-Staaten
3
United Kingdom
3
Cointegration
2
Demand
2
Deutschland
2
Eastern Europe
2
Forecasting model
2
Germany
2
Kointegration
2
Nachfrage
2
Osteuropa
2
Prognoseverfahren
2
Risiko
2
Risk
2
Spillover effect
2
Spillover-Effekt
2
Statistical distribution
2
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2
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Book / Working Paper
12
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All
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Language
All
English
12
Author
All
McAleer, Michael
5
Chang, Chia-Lin
2
Roengchai Tansuchat
2
Asai, Manabu
1
Barsky, Robert B.
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
DeLong, James Bradford
1
Dumas, Bernard
1
Etebari, Ahmad
1
Fleming, Jeff
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Lanne, Markku
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Rockinger, Michael
1
Scarrott, Carl
1
Urga, Giovanni
1
Whaley, Robert E.
1
Wisniewski, Tomasz Piotr
1
Yashiv, Eran
1
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Institution
All
Chambre de commerce et d'industrie de Paris
European University Institute / Department of Economics
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
166
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Institut für Weltwirtschaft
14
Forschungsinstitut zur Zukunft der Arbeit
6
Federal Reserve Bank of St. Louis
5
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
3
Gottfried Wilhelm Leibniz Universität Hannover
3
International Monetary Fund
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Leibniz-Institut für Wirtschaftsforschung Halle
3
Queen Mary College / Department of Economics
3
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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
National Institute of Economic and Social Research
2
Rodney L. White Center for Financial Research
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Universität Mannheim
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Zentrum für Europäische Wirtschaftsforschung
2
African Economic Research Consortium
1
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
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Published in...
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Working paper
7
Les cahiers de recherche / HEC Paris
3
EUI working paper / ECO
2
Source
All
ECONIS (ZBW)
12
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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
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
3
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:
4
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:
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
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
8
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:
9
Aggregate labor market fluctuations : the interaction of shocks and frictions
Yashiv, Eran
-
1998
Persistent link: https://www.econbiz.de/10000987960
Saved in:
10
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
Saved in:
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2
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