//--> //--> //-->
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"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Engle, Robert F."
~subject:"Stock index"
~type_genre:"Arbeitspapier"
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
Stock index
Estimation
25
Schätzung
25
USA
16
United States
16
Theorie
12
Theory
12
Capital income
8
Kapitaleinkommen
8
Option pricing theory
7
Optionspreistheorie
7
Volatility
7
Börsenkurs
5
Share price
5
1990-1991
4
Hedging
4
Measurement
4
Messung
4
Aktienmarkt
3
Bank risk
3
Bankenaufsicht
3
Bankenkrise
3
Banking crisis
3
Banking supervision
3
Bankrisiko
3
Black-Scholes model
3
Black-Scholes-Modell
3
EU countries
3
EU-Staaten
3
Impact assessment
3
Stock market
3
Stress test
3
Stresstest
3
Systemic risk
3
Systemrisiko
3
Time series analysis
3
Wirkungsanalyse
3
Zeitreihenanalyse
3
1982-1996
2
1992-1996
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
37
Aufsatz in Zeitschrift
37
Working Paper
7
Graue Literatur
4
Non-commercial literature
4
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
7
Author
All
Bahmani-Oskooee, Mohsen
Engle, Robert F.
McAleer, Michael
51
Caporale, Guglielmo Maria
31
Pierdzioch, Christian
22
Härdle, Wolfgang
21
Gupta, Rangan
20
Belke, Ansgar
19
Hautsch, Nikolaus
18
Chang, Chia-Lin
17
Gil-Alaña, Luis A.
16
Mumtaz, Haroon
14
Döpke, Jörg
13
Koopman, Siem Jan
13
Rodriguez, Gabriel
13
Herwartz, Helmut
12
Asai, Manabu
11
Bollerslev, Tim
11
Hafner, Christian M.
11
Andersen, Torben
10
Buch, Claudia M.
10
Mittnik, Stefan
10
Paolella, Marc S.
10
Pesaran, M. Hashem
10
Allen, David E.
9
Bos, Charles S.
9
Caporin, Massimiliano
9
Cheung, Yin-Wong
9
Huber, Florian
9
Medeiros, Marcelo C.
9
Aghion, Philippe
8
Bartram, Söhnke M.
8
Chiarella, Carl
8
Clark, Todd E.
8
Lettau, Martin
8
Levchenko, Andrei A.
8
Marcellino, Massimiliano
8
Spagnolo, Nicola
8
Weber, Enzo
8
Baum, Christopher F.
7
Chan, Joshua
7
Di Giovanni, Julian
7
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working paper series / Czech National Bank
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The spline GARCH model for unconditional volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10003331373
Saved in:
2
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
3
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
4
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
5
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
6
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
7
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling Tsai
-
1988
Persistent link: https://www.econbiz.de/10000757954
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->