//--> //--> //--> //-->
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:"Schätzung"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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: "Liesenfeld, Roman"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Volatilität
Theorie
16
Theory
16
Estimation
13
Volatility
9
Börsenkurs
7
Deutschland
7
Estimation theory
7
Germany
7
Schätztheorie
7
Share price
7
Time series analysis
7
Zeitreihenanalyse
7
Aktienmarkt
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Stochastic process
5
Stochastischer Prozess
5
Stock market
5
USA
5
United States
5
Panel
4
Panel study
4
Capital income
3
Factor analysis
3
Faktorenanalyse
3
Forecasting model
3
Generalisiertes lineares Modell
3
Generalized linear model
3
Kapitaleinkommen
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Multivariate Analyse
3
Multivariate analysis
3
Nichtlineare Regression
3
Nonlinear regression
3
Probit model
3
Probit-Modell
3
Prognoseverfahren
3
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
13
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
Thesis
Working Paper
25
Graue Literatur
19
Non-commercial literature
19
Arbeitspapier
16
Aufsatz in Zeitschrift
13
Hochschulschrift
6
Aufsatz im Buch
1
Book section
1
Collection of articles written by one author
1
Sammlung
1
more ...
less ...
Language
All
English
17
Author
All
Liesenfeld, Roman
17
Richard, Jean-François
5
Gribisch, Bastian
3
Jung, Robert
3
Aßmann, Christian
2
Golosnoy, Vasyl
2
Moura, Guilherme Valle
2
Boysen-Hogrefe, Jens
1
Nolte, Ingmar
1
Pape, Markus
1
Pohlmeier, Winfried
1
Watanabe, Toshiaki
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of econometrics
2
Econometric reviews
1
European financial management : the journal of the European Financial Management Association
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of international money and finance
1
Oxford bulletin of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
2
Model identification in Bayesian analysis of static and dynamic factor models
Pape, Markus
-
2015
Persistent link: https://www.econbiz.de/10010513818
Saved in:
3
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
4
Modeling and forecasting of multivariate stock market volatility
Gribisch, Bastian
-
2012
Persistent link: https://www.econbiz.de/10009714192
Saved in:
5
Dynamic factor models for multivariate count data : an application to stock-market trading activity
Jung, Robert
;
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10009159117
Saved in:
6
Determinants and dynamics of current account reversals : an empirical analysis
Liesenfeld, Roman
;
Moura, Guilherme Valle
;
Richard, …
- In:
Oxford bulletin of economics and statistics
72
(
2010
)
4
,
pp. 486-517
Persistent link: https://www.econbiz.de/10003983873
Saved in:
7
The decline in German output volatility : a Bayesian analysis
Aßmann, Christian
;
Boysen-Hogrefe, Jens
;
Liesenfeld, Roman
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10003900979
Saved in:
8
Efficient importance sampling in applied econometrics
Moura, Guilherme Valle
-
2009
Persistent link: https://www.econbiz.de/10003963709
Saved in:
9
An empirical analysis of current account data
Aßmann, Christian
-
2009
Persistent link: https://www.econbiz.de/10003806423
Saved in:
10
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->