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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 mathematical finance"
~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
134
Schätztheorie
134
Estimation
41
Schätzung
41
Time series analysis
34
Zeitreihenanalyse
34
Volatilität
31
ARCH model
29
ARCH-Modell
29
Kapitaleinkommen
19
Börsenkurs
17
Share price
17
Forecasting model
15
Prognoseverfahren
15
Risikomaß
14
Risk measure
14
Stochastic process
13
Stochastischer Prozess
13
Cointegration
12
Kointegration
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Regression analysis
12
Regressionsanalyse
12
Correlation
11
Korrelation
11
Exchange rate
10
Market microstructure
10
Marktmikrostruktur
10
Wechselkurs
10
Statistical distribution
9
Statistische Verteilung
9
Theorie
9
Theory
9
GARCH
7
Multivariate Analyse
6
Portfolio selection
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Article in journal
46
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46
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English
46
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Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Belasri, Yassine
1
Bhattacharyya, Malay
1
Bishwal, Jaya Prakasah Narayan
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
Dai, Xianhua
1
Daryanto, Arief
1
Ellaia, Rachid
1
Engle, Robert F.
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Galbraith, John W.
1
Ghysels, Eric
1
Ginley, Matthew
1
Gumbo, Victor
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hamzaoui, Nessrine
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
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 mathematical finance
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
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
Journal of economic dynamics & control
7
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ECONIS (ZBW)
46
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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
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:
7
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:
8
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:
9
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
Saved in:
10
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
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