//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatilität"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Estimation theory"
~subject:"Kointegration"
~subject:"Stock index"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation theory
Kointegration
Stock index
Estimation
7
Schätzung
7
Volatility
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
USA
3
United States
3
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
Welt
2
World
2
1933-2007
1
1989-2007
1
2000-2010
1
2001-2011
1
Behavioral economics
1
Commodity derivative
1
Demand
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Hochfrequenzdaten (high frequency data)
1
Index construction
1
Indexberechnung
1
Indonesia
1
Indonesien
1
International tourism
1
Internationaler Tourismus
1
Islam
1
Islamic countries
1
Islamische Staaten
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Ishida, Isao
1
Lan Fen Chu
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
139
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
International Monetary Fund
14
International Energy Agency
10
OECD
10
Ekonomiska forskningsinstitutet <Stockholm>
8
Institut für Weltwirtschaft
7
Forschungsinstitut zur Zukunft der Arbeit
5
Organisation for Economic Co-operation and Development
5
Birkbeck College / Department of Economics
4
Centre for Analytical Finance <Århus>
4
European University Institute / Department of Economics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institute of European Finance <Bangor, Gwynedd>
4
Internationaler Währungsfonds / Research Department
4
Springer Fachmedien Wiesbaden
4
Australian National University / Faculty of Economics and Commerce
3
Banque de France / Direction des Etudes Economiques et de la Recherche
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Federal Reserve Bank of Cleveland
3
Federal Reserve Bank of St. Louis
3
Johns Hopkins University / Department of Economics
3
Kansantaloustieteen Laitos <Tampere>
3
Københavns Universitet / Økonomisk Institut
3
Nationalekonomiska Institutionen <Lund>
3
Rodney L. White Center for Financial Research
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Türkiye Cumhuriyet Merkez Bankası
3
Umeå universitet
3
Zentrum für Europäische Wirtschaftsforschung
3
Bonn Graduate School of Economics
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Deutschland / Bundeswehr / Universität Hamburg
2
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
Federal Reserve System / Division of Research and Statistics
2
Institut für Höhere Studien
2
more ...
less ...
Published in...
All
Working paper
6
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
5
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->