//--> //--> //-->
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:"Volatility"
subject:"Yield curve"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"EU countries"
~subject:"Prognoseverfahren"
~subject:"USA"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
EU countries
Prognoseverfahren
USA
Estimation
7
Schätzung
7
Volatilität
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
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
313
Forschungsinstitut zur Zukunft der Arbeit
75
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Institut für Weltwirtschaft
26
Federal Reserve Bank of St. Louis
24
OECD
19
Federal Reserve Bank of San Francisco
18
Springer Fachmedien Wiesbaden
15
Federal Reserve Bank of Cleveland
14
Johns Hopkins University / Department of Economics
13
Federal Reserve System / Division of Research and Statistics
12
Federal Reserve Bank of New York
11
Zentrum für Europäische Wirtschaftsforschung
11
Verlag Dr. Kovač
10
Federal Reserve Bank of Chicago
9
Institute of Finance and Accounting <London>
9
International Energy Agency
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Ekonomiska forskningsinstitutet <Stockholm>
8
Goethe-Universität Frankfurt am Main
8
The Wharton Financial Institutions Center
8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
University of Reading / Department of Economics
8
Universität Mannheim
8
European University Institute / Department of Economics
7
Federal Reserve Bank of Richmond
7
National Institute of Economic and Social Research
7
Queen Mary College / Department of Economics
7
Rodney L. White Center for Financial Research
7
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Chambre de commerce et d'industrie de Paris
6
Innocenzo Gasparini Institute for Economic Research <Mailand>
6
International Monetary Fund
6
Rutgers University / Department of Economics
6
University of Hong Kong / School of Economics and Finance
6
Österreichisches Institut für Wirtschaftsforschung
6
more ...
less ...
Published in...
All
Working paper
6
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
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...
//-->