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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~subject:"Deutschland"
~subject:"Volatility"
~type_genre:"Conference paper"
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Deutschland
Volatility
Theorie
67
Theory
67
Estimation theory
24
Schätztheorie
24
Germany
17
Time series analysis
17
Zeitreihenanalyse
17
Estimation
14
Schätzung
14
Probability theory
11
Wahrscheinlichkeitsrechnung
11
Cointegration
6
Kointegration
6
Statistical distribution
6
Statistische Verteilung
6
Volatilität
5
ARCH model
4
ARCH-Modell
4
Preiswettbewerb
4
Price competition
4
Statistical theory
4
Statistische Methodenlehre
4
Yield curve
4
Zinsstruktur
4
Exchange rate
3
Forecasting model
3
Macroeconometrics
3
Makroökonometrie
3
Market entry
3
Markteintritt
3
Maßzahl
3
Prognoseverfahren
3
Statistical measures
3
Statistical test
3
Statistischer Test
3
Technical efficiency
3
Technische Effizienz
3
VAR model
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Arbeitspapier
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Conference paper
Working Paper
19
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English
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German
6
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Hansen, Gerd
7
Mittnik, Stefan
5
Carstensen, Kai
4
Kurz-Kim, Jeong-Ryeol
2
Paolella, Marc S.
2
Račev, Svetlozar T.
2
Brannolte, Cord
1
Claessen, Holger
1
Hawellek, Julia
1
Kim, Jeong-Ryeol
1
Neumann, Thorsten
1
Rachev, Svetlozar T.
1
Reimers, Hans-Eggert
1
Rieken, Sascha
1
Seppelfricke, Peter
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Siemßen, Sönke J.
1
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
Working paper / National Bureau of Economic Research, Inc.
205
Discussion paper / Centre for Economic Policy Research
124
Discussion paper
101
Discussion paper / Tinbergen Institute
93
CESifo working papers
91
Discussion paper series / IZA
87
Working paper
75
ZEW discussion papers
72
SFB 649 discussion paper
59
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Kieler Arbeitspapiere
45
Discussion papers / Deutsches Institut für Wirtschaftsforschung
44
Kiel working paper
44
Research paper series / Swiss Finance Institute
44
CREATES research paper
39
Discussion papers / CEPR
37
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
37
CFS working paper series
36
Volkswirtschaftliche Diskussionsbeiträge
35
Working papers
33
Discussion paper / Deutsche Bundesbank
32
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
32
Swiss Finance Institute Research Paper
32
IMF working papers
31
Finance and economics discussion series
30
IMF working paper
29
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
27
Schriften des Vereins für Socialpolitik : SVS
27
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
Working paper series
25
Economics working paper
24
Tübinger Diskussionsbeitrag
24
Working paper series / European Central Bank
23
International finance discussion papers
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Zeitschrift für Betriebswirtschaft / Ergänzungsheft : ZfB
21
CORE discussion paper : DP
20
Discussion papers of interdisciplinary research project 373
20
EUI working paper / ECO
20
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ECONIS (ZBW)
19
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date (oldest first)
1
Interpreting cointegration in a model of the term structure with nonstationary term premia
Carstensen, Kai
-
2001
Persistent link: https://www.econbiz.de/10001644193
Saved in:
2
Forecasting inflation from the term structure
Carstensen, Kai
;
Hawellek, Julia
-
2001
Persistent link: https://www.econbiz.de/10001644197
Saved in:
3
Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
-
1999
Persistent link: https://www.econbiz.de/10001410538
Saved in:
4
Nonlinear error correction modeling in German interest rates
Brannolte, Cord
;
Hansen, Gerd
;
Kurz-Kim, Jeong-Ryeol
-
1999
Persistent link: https://www.econbiz.de/10001410606
Saved in:
5
Time series evidence on the non-linearity hypothesis for public spending
Mittnik, Stefan
;
Neumann, Thorsten
-
1999
Persistent link: https://www.econbiz.de/10001557002
Saved in:
6
The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1998
Persistent link: https://www.econbiz.de/10001410540
Saved in:
7
Evaluation of yield forecasts : why one should not choose the MSE
Siemßen, Sönke J.
-
1998
Persistent link: https://www.econbiz.de/10001410541
Saved in:
8
Cointegration and common trends on the German labour market
Carstensen, Kai
;
Hansen, Gerd
-
1998
Persistent link: https://www.econbiz.de/10001410618
Saved in:
9
Geldmenge und Inflation in Deutschland : eine Common Trends Analyse
Carstensen, Kai
;
Hansen, Gerd
-
1998
Persistent link: https://www.econbiz.de/10001410630
Saved in:
10
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
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