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accessRights:"free"
type_genre:"Forschungsbericht"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
37
Schätztheorie
37
Estimation
19
Schätzung
19
ARCH model
11
ARCH-Modell
11
Cointegration
10
Kointegration
10
Time series analysis
10
Zeitreihenanalyse
10
Börsenkurs
8
Exchange rate
8
Share price
8
Volatilität
8
Wechselkurs
8
Capital income
5
Kapitaleinkommen
5
Forecasting model
4
Prognoseverfahren
4
Regression analysis
4
Regressionsanalyse
4
Aktienindex
3
Aktienmarkt
3
Autocorrelation
3
Autokorrelation
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Exchange Rate
3
Geldpolitik
3
Inflation
3
Monetary policy
3
Panel
3
Panel study
3
Stock index
3
Stock market
3
Ankündigungseffekt
2
Announcement effect
2
Autoregressive Conditional Heteroscedasticity
2
Causality analysis
2
Error Correction Model
2
Geldmenge
2
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Forschungsbericht
Amtsdruckschrift
Aufsatz in Zeitschrift
Systematic review
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8
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English
8
Author
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Belasri, Yassine
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Ellaia, Rachid
1
Hamzaoui, Nessrine
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Kalai, Lamia
1
Liu, Hung-Chun
1
Regaieg, Boutheina
1
Saddique, Shamila
1
Sahara, Sahara
1
Sinaga, Antonya Rumondang
1
Sofia, Diani Aliya
1
Tianqiong, Wang
1
Wang, Jying-Nan
1
Yang, Shu
1
Šarīf, Marwa aš-
1
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International journal of economics and financial issues : IJEFI
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
CBN journal of applied statistics
5
Cogent economics & finance
4
Financial innovation : FIN
4
International Journal of Energy Economics and Policy : IJEEP
4
Quantitative finance
4
Risks : open access journal
4
Central European journal of economic modelling and econometrics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International Journal of Financial Studies : open access journal
2
International journal of financial engineering
2
Iranian economic review : journal of University of Tehran
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics
2
Quantitative finance and economics
2
Academic journal of economic studies
1
Administrative Sciences : open access journal
1
BNR economic review
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Computational management science
1
Contemporary economics
1
Croatian review of economic, business and social statistics : CREBSS
1
Decision analytics journal
1
Econometric reviews
1
Economies : open access journal
1
European financial and accounting journal : EFAJ
1
Expert journal of finance
1
Future Business Journal
1
International journal of economic perspectives : IJEP
1
International journal of sustainable economies management : IJSEM ; an official publication of the Information Resources Management Association
1
Journal of economic and financial sciences : JEF
1
Journal of economic integration : jei
1
Journal of economic interaction and coordination
1
Journal of financial studies & research : JFSR
1
Journal of statistical and econometric methods
1
Management : journal of contemporary management issues
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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1
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
2
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
3
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
4
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
5
Effect of economic announcements on FX fluctuations : testing a unified approach for prediction
Tianqiong, Wang
;
Yang, Shu
;
Saddique, Shamila
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 631-640
Persistent link: https://www.econbiz.de/10011789394
Saved in:
6
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
Saved in:
7
Exchange rate volatility and central bank actions in Egypt : generalized autoregressive conditional heteroscedasticity analysis
Šarīf, Marwa aš-
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1209-1216
Persistent link: https://www.econbiz.de/10011698097
Saved in:
8
How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
Saved in:
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