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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 financial economics"
~subject:"Capital income"
~subject:"Multivariate analysis"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Multivariate analysis
Zeitreihenanalyse
Estimation theory
139
Schätztheorie
139
Estimation
43
Schätzung
43
Time series analysis
31
Volatilität
28
ARCH model
22
ARCH-Modell
22
Kapitaleinkommen
22
Börsenkurs
19
Share price
19
Theorie
19
Theory
19
CAPM
17
Regression analysis
16
Regressionsanalyse
16
Forecasting model
15
Prognoseverfahren
15
Cointegration
12
Kointegration
12
Market microstructure
12
Marktmikrostruktur
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Exchange rate
10
Risikomaß
10
Risk measure
10
USA
10
United States
10
Wechselkurs
10
Portfolio selection
9
Portfolio-Management
9
Stochastic process
9
Stochastischer Prozess
9
Correlation
8
Korrelation
8
Statistical test
8
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Article
63
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1
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64
Aufsatz in Zeitschrift
64
Collection of articles of several authors
1
Conference proceedings
1
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1
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1
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English
64
Author
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Corsi, Fulvio
2
Engle, Robert F.
2
Frederiksen, Per
2
Hamzaoui, Nessrine
2
Regaieg, Boutheina
2
Adrian, Tobias
1
Ahlgren, Niklas
1
Ahmad, Shabbir
1
Andreou, Alena
1
Ang, Andrew
1
Antell, Jan
1
Audrino, Francesco
1
Badooei, Yaser Sistani
1
Bakshi, Gurdip S.
1
Balter, Janine
1
Belasri, Yassine
1
Bormann, Carsten
1
Bos, Charles S.
1
Boudoukh, Jacob
1
Brandt, Michael W.
1
Caldeira, João F.
1
Candelon, Bertrand
1
Carrasco, Marine
1
Chen, Jiaqin
1
Chen, Yi-ting
1
Chinco, Alex
1
Christensen, Kim
1
Cochrane, John H.
1
Colletaz, Gilbert
1
Cremers, Martijn
1
Crump, Richard K.
1
Daei-Karimzadeh, Saeed
1
Dangl, Thomas
1
Daryanto, Arief
1
Di, Jianing
1
Dritsaki, Chaido
1
Ellaia, Rachid
1
Fama, Eugene F.
1
Fan, Jianqing
1
Fan, Yingying
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 financial economics
Journal of econometrics
396
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Econometric theory
172
Economics letters
157
Discussion paper / Tinbergen Institute
107
Econometric reviews
101
International journal of forecasting
71
Working paper / Department of Econometrics and Business Statistics, Monash University
68
CREATES research paper
66
Journal of forecasting
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Applied economics letters
57
Econometrics : open access journal
53
NBER Working Paper
50
Journal of empirical finance
48
Journal of the American Statistical Association : JASA
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Economic modelling
45
Cowles Foundation discussion paper
44
The econometrics journal
44
Journal of time series econometrics
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
41
Applied economics
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Computational economics
39
SFB 649 discussion paper
38
Journal of applied econometrics
36
NBER working paper series
36
EUI working paper / ECO
33
Finance research letters
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Working paper / National Bureau of Economic Research, Inc.
30
Journal of banking & finance
27
Journal of risk and financial management : JRFM
27
Discussion paper / Center for Economic Research, Tilburg University
26
Working paper
26
Discussion paper / Department of Economics, University of California San Diego
25
Technical working paper / National Bureau of Economic Research
25
Working paper series
25
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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
Biases in long-horizon predictive regressions
Boudoukh, Jacob
;
Israel, Ronen
;
Richardson, Matthew
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 937-969
Persistent link: https://www.econbiz.de/10013475444
Saved in:
4
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
5
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
Saved in:
6
Sustainability of the current account : evidence from Pakistan
Ahmad, Shabbir
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 68-72
Persistent link: https://www.econbiz.de/10011786363
Saved in:
7
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:
8
Macroeconomic fundamental and stock price index in Southeast Asia countries a comparative study
Wahyudi, Sugeng
;
Hersugondo
;
Laksana, Rio Dhani
;
Rudy, R.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 182-187
Persistent link: https://www.econbiz.de/10011786565
Saved in:
9
The long memory behavior of the EUR/USD forward premium
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 437-443
Persistent link: https://www.econbiz.de/10011819923
Saved in:
10
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
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