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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"
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"Multivariate analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
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Multivariate analysis
Estimation theory
110
Schätztheorie
110
Estimation
34
Schätzung
34
Time series analysis
30
Zeitreihenanalyse
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Volatilität
24
ARCH model
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Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
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Abdurehman, Abderezak Ali
1
Ahlgren, Niklas
1
Andreou, Alena
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Antell, Jan
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Audrino, Francesco
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Belasri, Yassine
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1
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1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Di, Jianing
1
Ellaia, Rachid
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Fauzel, Sheereen
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Frederiksen, Per
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Galbraith, John W.
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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 econometrics
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Econometric theory
53
Economics letters
46
Journal of empirical finance
41
Discussion paper / Tinbergen Institute
38
Econometric reviews
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
CREATES research paper
26
Finance research letters
26
Journal of forecasting
24
The econometrics journal
22
Journal of the American Statistical Association : JASA
21
Economic modelling
20
International journal of forecasting
20
Journal of banking & finance
20
Journal of financial econometrics
19
Journal of risk and financial management : JRFM
19
SFB 649 discussion paper
19
Quantitative finance
17
Journal of risk
16
Computational economics
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Econometrics : open access journal
15
International journal of theoretical and applied finance
15
Journal of mathematical finance
15
The European journal of finance
15
Applied economics
14
NBER Working Paper
14
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Working papers
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Insurance / Mathematics & economics
12
Journal of financial economics
12
Journal of time series econometrics
12
Working paper / National Bureau of Economic Research, Inc.
12
Applied economics letters
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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
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:
5
Study about the minimum value at risk of stock index futures hedging applying exponentially weighted moving average : generalized autoregressive conditional heteroskedasticity mode...
Xu, Rong
;
Li, Xingye
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011948261
Saved in:
6
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:
7
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:
8
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:
9
A generalized autoregressive conditional heteroscedastic approach for the assessment of weak-form-efficiency and seasonality effect : evidence from Mauritius
Fauzel, Sheereen
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 745-755
Persistent link: https://www.econbiz.de/10011697358
Saved in:
10
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
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