//--> //--> //-->
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
~isPartOf:"Working paper"
~person:"Freyberger, Joachim"
~person:"McAleer, Michael"
~subject:"Schätzung"
~subject:"Stock market"
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:"Capital market returns"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Stock market
Capital market returns
6
Kapitalmarktrendite
6
Volatility
4
Volatilität
4
Börsenkurs
3
Estimation
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Portfolio diversification
2
Portfoliodiversifikation
2
Risikoprämie
2
Risk premium
2
Welt
2
World
2
1997-2014
1
2005-2013
1
Debt crisis
1
Derivat
1
Derivative
1
Europa
1
Europe
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Futures exchange
1
Hedge fund
1
Hedgefonds
1
Heteroscedasticity
1
Heteroskedastizität
1
Index-linked bond
1
Indexanleihe
1
Option trading
1
Optionsgeschäft
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Freyberger, Joachim
McAleer, Michael
Ahmad, Maryam
1
Allen, David E.
1
Faria e Castro, Miguel
1
Gonçalves, Sílvia
1
Hafner, Christian M.
1
Jordan-Wood, Samuel
1
Kundu, Srikanta
1
Manera, Matteo
1
Martinet, Guillaume Gaetan
1
McCracken, Michael W.
1
Paul, Amartya
1
Perron, Benoit
1
Sadeghzadeh, Mehdi
1
Scharth, Marcel
1
more ...
less ...
Published in...
All
Working paper
Econometric Institute research papers
8
Discussion paper / Tinbergen Institute
6
CESifo Working Paper Series
2
CESifo working papers
2
Econometric reviews
1
Econometrics : open access journal
1
Fama-Miller Working Paper
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
NBER Working Paper
1
NBER working paper series
1
Risks : open access journal
1
The review of financial studies
1
Tinbergen Institute Discussion Paper 2018-048/III
1
University of Chicago, Becker Friedman Institute for Economics Working Paper
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->