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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"
~subject:"Capital income"
~subject:"Exchange rate"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Exchange rate
Regression analysis
Estimation theory
128
Schätztheorie
128
Estimation
36
Schätzung
36
Time series analysis
33
Zeitreihenanalyse
33
Volatilität
32
ARCH model
22
ARCH-Modell
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Börsenkurs
14
Kapitaleinkommen
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Share price
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Market microstructure
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Marktmikrostruktur
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Theorie
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7
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Härdle, Wolfgang
2
Abdurehman, Abderezak Ali
1
Ahlgren, Niklas
1
Ahn, Seung Chan
1
Andreou, Alena
1
Antell, Jan
1
Azencott, Robert
1
Badooei, Yaser Sistani
1
Balter, Janine
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Belasri, Yassine
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Bos, Charles S.
1
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1
Carrasco, Marine
1
Chen, Jiaqin
1
Corsi, Fulvio
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Ellaia, Rachid
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Fukasawa, Masaaki
1
Gadarowski, Christopher
1
Galbraith, John W.
1
Gao, Kun
1
Ghysels, Eric
1
Giordani, Paolo
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Gloter, Arnaud
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Guo, Zi-Yi
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Gyamfi, Emmanuel Numapau
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Habbe, Abdul Hamid
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Hacilar, Samet
1
Hafner, Christian M.
1
Hamzaoui, Nessrine
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
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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
Journal of econometrics
391
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
Economics letters
128
Econometric theory
106
CEMMAP working papers / Centre for Microdata Methods and Practice
99
Journal of the American Statistical Association : JASA
92
Econometric reviews
90
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
83
The econometrics journal
66
Discussion paper / Tinbergen Institute
62
Cowles Foundation discussion paper
47
NBER Working Paper
47
Discussion papers of interdisciplinary research project 373
46
Economic modelling
43
Discussion paper series / IZA
42
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
41
Journal of empirical finance
38
NBER working paper series
38
International journal of forecasting
36
Econometrics : open access journal
35
European journal of operational research : EJOR
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
SFB 649 discussion paper
31
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of forecasting
30
Computational economics
29
Discussion paper
29
Journal of risk and financial management : JRFM
28
CREATES research paper
27
Finance research letters
27
KBI
27
Working paper
27
Working paper / National Bureau of Economic Research, Inc.
27
Cowles Foundation Discussion Paper
26
Applied economics letters
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Journal of applied econometrics
25
IZA Discussion Paper
24
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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
Can inflation be claimed as a monetary phenomenon? : the Malaysian experience
Tang, Chor Foon
;
Öztürk, İlhan
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 453-460
Persistent link: https://www.econbiz.de/10011822768
Saved in:
6
Boom-bust housing price dynamic : the case of Malaysia
Yip, Chee Yin
;
Woo Kok Hoong
;
Oon Kam Hoe
;
Nabihah …
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 132-138
Persistent link: https://www.econbiz.de/10011823183
Saved in:
7
Forecasting gold price with auto regressive integrated moving average model
Tripathy, Nalini Prava
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 324-329
Persistent link: https://www.econbiz.de/10011824272
Saved in:
8
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:
9
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:
10
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
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