//--> //--> //-->
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:"Non-commercial literature"
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
21
Schätzung
21
USA
16
United States
16
Theorie
11
Theory
11
Capital income
7
Kapitaleinkommen
7
Option pricing theory
5
Optionspreistheorie
5
1990-1991
4
Börsenkurs
4
Share price
4
Volatility
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
Hedging
3
Impact assessment
3
Measurement
3
Messung
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
4
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
37
Aufsatz in Zeitschrift
37
Arbeitspapier
7
Working Paper
7
Graue Literatur
4
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
4
Author
All
Bahmani-Oskooee, Mohsen
Engle, Robert F.
McAleer, Michael
51
Caporale, Guglielmo Maria
31
Härdle, Wolfgang
21
Pierdzioch, Christian
21
Gupta, Rangan
20
Belke, Ansgar
19
Hautsch, Nikolaus
19
Chang, Chia-Lin
17
Gil-Alaña, Luis A.
16
Herwartz, Helmut
14
Mumtaz, Haroon
14
Koopman, Siem Jan
13
Rodriguez, Gabriel
13
Döpke, Jörg
12
Asai, Manabu
11
Chan, Joshua
11
Hafner, Christian M.
11
Pesaran, M. Hashem
11
Bollerslev, Tim
10
Buch, Claudia M.
10
Allen, David E.
9
Andersen, Torben
9
Bos, Charles S.
9
Caporin, Massimiliano
9
Cheung, Yin-Wong
9
Huber, Florian
9
Mittnik, Stefan
9
Paolella, Marc S.
9
Weber, Enzo
9
Aghion, Philippe
8
Bartram, Söhnke M.
8
Clark, Todd E.
8
Lettau, Martin
8
Lux, Thomas
8
Marcellino, Massimiliano
8
Medeiros, Marcelo C.
8
Spagnolo, Nicola
8
Baum, Christopher F.
7
Chiarella, Carl
7
Conrad, Christian
7
more ...
less ...
Published in...
All
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Czech National Bank
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->