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accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Estimation theory
78
Schätztheorie
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Estimation
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Volatility
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Volatilität
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Time series analysis
21
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Badooei, Yaser Sistani
1
Chen, May-Ru
1
Eddaly, Mansour
1
Ettbib, Ridha
1
Guo, Meihui
1
Gyamfi, Emmanuel Numapau
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
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Izzeldin, Marwan
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Kyei, Kwabena A.
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Mahmodpour, Kamran
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Nolte, Ingmar
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Pappas, Vasileios
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Peiro, Amado
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Afro-Asian Journal of Finance and Accounting : AAJFA
International journal of economics and financial issues : IJEFI
Quantitative finance
Journal of econometrics
51
Econometric reviews
27
Economics letters
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric theory
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Econometrics : open access journal
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Regional science & urban economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Spatial economic analysis : the journal of the Regional Studies Association
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The econometrics journal
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International journal of forecasting
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Journal of empirical finance
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Journal of financial econometrics
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Journal of forecasting
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Journal of risk and financial management : JRFM
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Journal of time series econometrics
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Cambridge working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International journal of production research
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Journal of geographical systems : geographical information, analysis, theory, and decision
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Journal of industrial engineering international
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Journal of risk
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Quantitative economics : QE ; journal of the Econometric Society
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Statistics in transition : an international journal of the Polish Statistical Association
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The European journal of finance
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ASTIN bulletin : the journal of the International Actuarial Association
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Annals of financial economics
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Cambridge-INET working papers
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China economic review : an international journal
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ECONIS (ZBW)
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1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Modelling the real exchange rate misalignment in the presence of outliers for developing countries
Ettbib, Ridha
;
Eddaly, Mansour
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 629-650
Persistent link: https://www.econbiz.de/10014391403
Saved in:
3
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
4
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
5
The comparative comparison of exchange rate models
Mahmodpour, Kamran
;
Badooei, Yaser Sistani
;
Mohseni, Hadiseh
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 380-385
Persistent link: https://www.econbiz.de/10011695482
Saved in:
6
Changes in the unconditional variance and autoregressive conditional heteroscedasticity
Peiro, Amado
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1338-1343
Persistent link: https://www.econbiz.de/10011774855
Saved in:
7
Modeling stock market returns under self-exciting threshold autoregressive model : evidence from West Africa
Gyamfi, Emmanuel Numapau
;
Kyei, Kwabena A.
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1194-1199
Persistent link: https://www.econbiz.de/10011698077
Saved in:
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