Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Federal Reserve Bank of St. Louis"
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
Estimating time-varying volati...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
43
United States
43
Estimation
27
Schätzung
27
Volatility
13
Volatilität
13
Geldpolitik
11
Inflation
11
Monetary policy
11
Forecasting model
10
Prognoseverfahren
10
Time series analysis
10
Zeitreihenanalyse
10
Business cycle
6
Capital income
6
Kapitaleinkommen
6
Konjunktur
6
Markov chain
6
Markov-Kette
6
Aktienmarkt
5
CAPM
5
Exchange rate
5
Stock market
5
Structural break
5
Strukturbruch
5
Theorie
5
Theory
5
VAR model
5
VAR-Modell
5
Wechselkurs
5
Yield curve
5
Zinsstruktur
5
Großbritannien
4
Industrialized countries
4
Industrieländer
4
United Kingdom
4
Bayes-Statistik
3
Bayesian inference
3
Economic growth
3
Portfolio selection
3
more ...
less ...
Online availability
All
Free
55
Type of publication
All
Book / Working Paper
57
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
53
Graue Literatur
53
Non-commercial literature
53
Working Paper
53
Article in journal
3
Aufsatz in Zeitschrift
3
Collection of articles of several authors
3
Conference proceedings
3
Konferenzschrift
3
Sammelwerk
3
more ...
less ...
Language
All
English
56
Undetermined
2
Author
All
Piger, Jeremy Max
10
Guo, Hui
8
Kim, Chang-jin
5
Neely, Christopher J.
5
Owyang, Michael T.
5
Thornton, Daniel L.
5
Gavin, William T.
4
Guidolin, Massimo
4
Nelson, Edward
4
Savickas, Robert
4
Morley, James C.
3
Wall, Howard J.
3
Anderson, Richard G.
2
Bullard, James B.
2
Dittmar, Robert F.
2
Dueker, Michael
2
Francis, Neville
2
Gylfi Zoega
2
Hernández-Murillo, Rubén
2
Kydland, Finn E.
2
Nelson, Charles R.
2
Pakko, Michael Robert
2
Theodorou, Athena T.
2
Timmermann, Allan
2
Andrés, Javier
1
Batini, Nicoletta
1
Carlson, Mark A.
1
Cassese, Gianluca
1
Chiodo, Abbigail J.
1
Danis, Michelle A.
1
Dodson, Marvin E.
1
Eusepi, Stefano
1
Feigenbaum, James
1
Garrett, Thomas Andrew
1
Higbee, Jason
1
Knowles, John
1
Lahaye, Jerome
1
Levin, Andrew T.
1
Lo, Ming Chien
1
López-Salido, José David
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
National Bureau of Economic Research
4,089
International Monetary Fund (IMF)
1,193
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
597
International Monetary Fund
558
Forschungsinstitut zur Zukunft der Arbeit
354
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
276
C.E.P.R. Discussion Papers
205
OECD
165
Ekonomiska forskningsinstitutet <Stockholm>
152
European Central Bank
133
EconWPA
116
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
110
World Bank
88
Internationaler Währungsfonds
81
European University Institute / Department of Economics
78
HAL
77
Zentrum für Europäische Wirtschaftsforschung
77
eSocialSciences
77
Springer Fachmedien Wiesbaden
72
Tilburg University, Center for Economic Research
72
CESifo
67
William Davidson Institute <Ann Arbor, Mich.>
66
Internationaler Währungsfonds / Research Department
63
Institut für Schweizerisches Bankwesen <Zürich>
60
Centre for Analytical Finance <Århus>
48
Organisation for Economic Co-operation and Development
47
World Bank Group
45
Département de Sciences Économiques, Université de Montréal
44
European Commission / Directorate-General for Economic and Financial Affairs
44
Deutsches Institut für Wirtschaftsforschung
43
Institut für Weltwirtschaft (IfW)
42
Center for Economic Research <Tilburg>
41
Federal Reserve System / Board of Governors
40
Federal Reserve Bank of San Francisco
38
Umeå universitet
38
Wiener Institut für Internationale Wirtschaftsvergleiche, wiiw
37
Banque de France
36
European Commission / Joint Research Centre
36
London School of Economics and Political Science
36
more ...
less ...
Published in...
All
Working paper
53
Review / Federal Reserve Bank of St. Louis
3
Working Papers / Federal Reserve Bank of St. Louis
2
Source
All
ECONIS (ZBW)
56
RePEc
2
Showing
1
-
10
of
58
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting foreign exchange
volatility
: is implied
volatility
the best we can do?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
Saved in:
2
Is value premium a proxy for time-varying investment opportunities : some time series evidence
Guo, Hui
(
contributor
)
-
2005
to be robust using both the realized
volatility
model and the GARCH model, confirm that the value premium cannot be …
Persistent link: https://www.econbiz.de/10002995301
Saved in:
3
Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964753
Saved in:
4
On the cross of conditionally expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
Saved in:
5
Implied
volatility
from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
6
Idiosyncratic
volatility
, stock market
volatility
, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
7
Measuring
inflation
and real growth : proceedings of the Twenty-First Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
In:
Review / Federal Reserve Bank of St. Louis
79
(
1997
)
3
Persistent link: https://www.econbiz.de/10001230884
Saved in:
8
U.S. regional business cycles and the natural rate of unemployment
Wall, Howard J.
(
contributor
);
Gylfi Zoega
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986445
Saved in:
9
Nonlinearity and the permanent effects of recessions
Kim, Chang-jin
(
contributor
);
Morley, James C.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973965
Saved in:
10
Business cycle detrending of macroeconomic data via a latent business cycle index
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974447
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
