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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Capital income"
~subject:"Multivariate analysis"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Multivariate analysis
Estimation theory
197
Schätztheorie
197
Estimation
49
Schätzung
45
Theorie
45
Theory
45
Time series analysis
42
Zeitreihenanalyse
42
Volatilität
27
ARCH model
26
ARCH-Modell
26
Kapitaleinkommen
18
Börsenkurs
17
Share price
17
Forecasting model
14
Prognoseverfahren
14
Cointegration
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Kointegration
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Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Regression analysis
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Regressionsanalyse
13
Bayes-Statistik
12
Bayesian inference
12
Risikomaß
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Risk measure
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CAPM
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Correlation
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Korrelation
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Market microstructure
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Marktmikrostruktur
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Monte Carlo simulation
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Monte-Carlo-Simulation
10
Dynamic equilibrium
9
Dynamisches Gleichgewicht
9
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9
Maximum likelihood estimation
9
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42
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42
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Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Belasri, Yassine
1
Bormann, Carsten
1
Bos, Charles S.
1
Caldeira, João F.
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
Galbraith, John W.
1
Ghysels, Eric
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hamzaoui, Nessrine
1
Hassler, Uwe
1
Herwartz, Helmut
1
Hong, Yongmiao
1
Horváth, Lajos
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Huang, Jinbo
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Kalai, Lamia
1
Khalaf, Lynda
1
Klein, Paul
1
Kokoszka, Piotr
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of economics and financial issues : IJEFI
Journal of economic dynamics & control
Journal of econometrics
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of empirical finance
34
Economics letters
33
Econometric reviews
24
Finance research letters
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Econometric theory
20
Journal of forecasting
19
Journal of the American Statistical Association : JASA
19
Economic modelling
18
Journal of banking & finance
18
Quantitative finance
18
International journal of forecasting
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
International journal of theoretical and applied finance
15
The econometrics journal
15
Econometrics : open access journal
14
The European journal of finance
13
Journal of financial economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
Journal of mathematical finance
11
Insurance / Mathematics & economics
10
The review of financial studies
10
Journal of financial and quantitative analysis : JFQA
9
Journal of risk
9
Applied economics
8
Applied economics letters
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
European journal of operational research : EJOR
8
Finance and stochastics
8
International journal of financial engineering
8
The journal of finance : the journal of the American Finance Association
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Financial markets and portfolio management
7
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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
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
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
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:
7
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:
8
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:
9
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:
10
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
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