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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Capital income"
~subject:"Exchange rate"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Exchange rate
Estimation theory
167
Schätztheorie
167
Volatilität
45
Estimation
39
Schätzung
39
Time series analysis
34
Zeitreihenanalyse
34
ARCH model
22
ARCH-Modell
22
Option pricing theory
21
Optionspreistheorie
21
Theorie
19
Theory
19
Stochastic process
18
Stochastischer Prozess
18
Börsenkurs
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Share price
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Kapitaleinkommen
16
Risikomaß
16
Risk measure
16
Market microstructure
15
Marktmikrostruktur
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
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Cointegration
12
Forecasting model
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Kointegration
12
Portfolio selection
12
Portfolio-Management
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Prognoseverfahren
12
Regression analysis
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Regressionsanalyse
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Wechselkurs
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Correlation
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9
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English
61
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Gatheral, Jim
2
Härdle, Wolfgang
2
Abdurehman, Abderezak Ali
1
Ahlgren, Niklas
1
Albani, Vinícius
1
Ammou, Samir Ben
1
Andreou, Alena
1
Antell, Jan
1
Azencott, Robert
1
Badooei, Yaser Sistani
1
Baldeaux, jan
1
Balter, Janine
1
Belasri, Yassine
1
Bos, Charles S.
1
Buescu, Cristin
1
Caldeira, João F.
1
Carrasco, Marine
1
Cezaro, Adriano de
1
Chen, Jiaqin
1
Chen, Tzu-ying
1
Corsi, Fulvio
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
El Qalli, Yassine
1
Ellaia, Rachid
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Frahm, Gabriel
1
Francq, Christian
1
Frederiksen, Per
1
Friedman, Craig
1
Fukasawa, Masaaki
1
Galbraith, John W.
1
Gao, Kun
1
Ghysels, Eric
1
Gloter, Arnaud
1
Guhr, Thomas
1
Guo, Zi-Yi
1
Gyamfi, Emmanuel Numapau
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance and stochastics
International journal of economics and financial issues : IJEFI
International journal of theoretical and applied finance
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
38
Journal of empirical finance
36
Discussion paper / Tinbergen Institute
32
Econometric reviews
24
Economic modelling
23
Finance research letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of banking & finance
19
Journal of forecasting
19
Quantitative finance
19
CREATES research paper
17
Econometric theory
16
International journal of forecasting
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
15
Working paper / National Bureau of Economic Research, Inc.
15
NBER Working Paper
14
The European journal of finance
14
The econometrics journal
13
Econometrics : open access journal
12
Journal of financial economics
12
NBER working paper series
12
SFB 649 discussion paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of mathematical finance
11
Applied economics
10
Computational economics
10
The journal of finance : the journal of the American Finance Association
10
The review of financial studies
10
Discussion paper
9
Discussion paper / Centre for Economic Forecasting
9
Journal of applied econometrics
9
Journal of financial and quantitative analysis : JFQA
9
Journal of risk
9
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9
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ECONIS (ZBW)
61
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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
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
3
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:
4
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:
5
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:
6
Order flow and exchange rate dynamics in continuous time : new evidence from martingale regression
Guo, Zi-Yi
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 507-512
Persistent link: https://www.econbiz.de/10011789341
Saved in:
7
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:
8
Estimation error of earnings information : a test of representativeness and anchoring-adjustment heuristic
Habbe, Abdul Hamid
- In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 224-233
Persistent link: https://www.econbiz.de/10011784484
Saved in:
9
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Saved in:
10
Moment approximations of displaced forward-LIBOR rates with application to swaptions
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012496904
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