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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:"Capital income"
~subject:"Exchange rate"
~subject:"Multivariate analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Exchange rate
Multivariate analysis
Estimation theory
110
Schätztheorie
110
Estimation
34
Schätzung
34
Time series analysis
30
Zeitreihenanalyse
30
Volatilität
24
ARCH model
22
ARCH-Modell
22
Börsenkurs
14
Kapitaleinkommen
14
Share price
14
Cointegration
12
Kointegration
12
Forecasting model
11
Market microstructure
11
Marktmikrostruktur
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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Nichtparametrisches Verfahren
10
Nonparametric statistics
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Risikomaß
10
Risk measure
10
Theorie
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Theory
9
Wechselkurs
9
Correlation
8
Korrelation
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Stochastic process
7
Stochastischer Prozess
7
Aktienmarkt
5
Analysis of variance
5
Autocorrelation
5
Autokorrelation
5
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39
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39
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English
39
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Abdurehman, Abderezak Ali
1
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Badooei, Yaser Sistani
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
Guo, Zi-Yi
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hacilar, Samet
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
Kalai, Lamia
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 econometrics
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Economics letters
38
Journal of empirical finance
36
Discussion paper / Tinbergen Institute
33
Econometric reviews
28
Economic modelling
23
Finance research letters
22
Journal of forecasting
22
Econometric theory
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
CREATES research paper
19
Journal of banking & finance
19
Journal of the American Statistical Association : JASA
19
Quantitative finance
19
International journal of forecasting
18
SFB 649 discussion paper
17
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
The econometrics journal
16
Econometrics : open access journal
15
International journal of theoretical and applied finance
15
NBER Working Paper
15
Working paper / National Bureau of Economic Research, Inc.
15
The European journal of finance
14
Journal of financial economics
12
NBER working paper series
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working papers
12
Applied economics
11
Computational economics
11
Journal of applied econometrics
11
Journal of mathematical finance
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Insurance / Mathematics & economics
10
KBI
10
The journal of finance : the journal of the American Finance Association
10
The review of financial studies
10
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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
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:
4
Order flow and exchange rate dynamics in continuous time : new evidence from martingale regression
Guo, Zi-Yi
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 507-512
Persistent link: https://www.econbiz.de/10011789341
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
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
The comparative comparison of exchange rate models
Mahmodpour, Kamran
;
Badooei, Yaser Sistani
;
Mohseni, Hadiseh
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 380-385
Persistent link: https://www.econbiz.de/10011695482
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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