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~accessRights:"free"
~isPartOf:"CREATES research paper"
~language:"eng"
~language:"por"
~subject:"Schätzung"
~subject:"Volatilität"
~type:"book"
~type_genre:"Non-commercial literature"
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Schätzung
Volatilität
Theorie
211
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211
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164
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164
Estimation theory
137
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137
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Santucci de Magistris, Paolo
12
Bollerslev, Tim
10
Todorov, Viktor
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Christiansen, Charlotte
8
Christoffersen, Peter F.
8
Lunde, Asger
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Andreasen, Martin Møller
7
Teräsvirta, Timo
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Christensen, Bent Jesper
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Podolskij, Mark
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5
Grassi, Stefano
5
Hansen, Peter Reinhard
5
Hounyo, Ulrich
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Jacobs, Kris
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5
Engsted, Tom
4
Hillebrand, Eric
4
Kristensen, Dennis
4
Kruse, Robinson
4
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
4
Asgharian, Hossein
3
Aslanidis, Nektarios
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Barndorff-Nielsen, Ole E.
3
Bennedsen, Mikkel
3
Carlini, Federico
3
Christensen, Kim
3
Ergemen, Yunus Emre
3
Fusari, Nicola
3
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3
Hou, Ai Jun
3
Mikkelsen, Jakob Guldbæk
3
Rossi, Eduardo
3
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2
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2
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CREATES research paper
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Discussion paper / Tinbergen Institute
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ZEW discussion papers
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
392
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Finance and economics discussion series
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ECONIS (ZBW)
162
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1
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
2
A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Jensen, Sebastian
-
2022
Persistent link: https://www.econbiz.de/10013367388
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
5
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
8
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
9
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
10
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
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