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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"
~source:"econis"
~subject:"Estimation"
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Volatility
Estimation
Estimation theory
110
Schätztheorie
110
Schätzung
34
Time series analysis
30
Zeitreihenanalyse
30
Volatilität
24
ARCH model
22
ARCH-Modell
22
Börsenkurs
14
Capital income
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Kapitaleinkommen
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Share price
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Cointegration
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Kointegration
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Forecasting model
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Market microstructure
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Marktmikrostruktur
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Prognoseverfahren
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Regressionsanalyse
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Risikomaß
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Risk measure
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Theorie
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Theory
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Wechselkurs
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Correlation
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Stochastic process
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Stochastischer Prozess
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Aktienmarkt
5
Analysis of variance
5
Autocorrelation
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Dritsaki, Chaido
3
Audrino, Francesco
2
Abdurehman, Abderezak Ali
1
Ahlgren, Niklas
1
Ahmad, Shabbir
1
Andreou, Alena
1
Antell, Jan
1
Arvas, M. Akif
1
Balter, Janine
1
Belasri, Yassine
1
Biyase, Mduduzi
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Cappiello, Lorenzo
1
Carrasco, Marine
1
Chen, Yi-ting
1
Corsi, Fulvio
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Dritsaki, Melina
1
Ellaia, Rachid
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Giet, Ludovic
1
Guo, Zi-Yi
1
Gyamfi, Emmanuel Numapau
1
Gérard, Bruno
1
Habbe, Abdul Hamid
1
Hachem, Mahmoud
1
Hacilar, Samet
1
Hadri, Kaddour
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
International journal of economics and financial issues : IJEFI
Journal of econometrics
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Economics letters
125
Econometric reviews
72
Economic modelling
62
Applied economics letters
58
Discussion paper series / IZA
58
Discussion paper / Tinbergen Institute
53
NBER Working Paper
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
48
Applied economics
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
42
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Journal of banking & finance
37
The econometrics journal
36
Working paper
36
Working paper / National Bureau of Economic Research, Inc.
36
Econometric theory
35
Journal of empirical finance
35
International journal of forecasting
34
CESifo working papers
32
IZA Discussion Paper
32
Discussion papers / CEPR
31
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion paper
30
Econometrics : open access journal
28
CREATES research paper
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of the American Statistical Association : JASA
26
Journal of forecasting
25
Computational economics
24
Quantitative finance
23
SFB 649 discussion paper
23
The review of economics and statistics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
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1
The interaction between policy mix in Lebanon : applications of the nonlinear and linear ARDL models
Hachem, Mahmoud
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014251656
Saved in:
2
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:
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
The long-run money demand function : empirical evidence from Italy
Dritsaki, Chaido
;
Dritsaki, Melina
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10012151304
Saved in:
5
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:
6
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:
7
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:
8
Determinants of growth in SADC countries : a fixed effect vector decomposition approach
Biyase, Mduduzi
;
Rooderick, September
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 746-751
Persistent link: https://www.econbiz.de/10011833792
Saved in:
9
Toda-Yamamoto causality test between inflation and nominal interest rates : evidence from three countries of Europe
Dritsaki, Chaido
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 120-129
Persistent link: https://www.econbiz.de/10011948274
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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