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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of empirical finance"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Estimation
Volatilität
Share price
Zeitreihenanalyse
Estimation theory
113
Schätztheorie
113
Schätzung
41
Time series analysis
34
Volatility
28
ARCH model
24
ARCH-Modell
24
Capital income
24
Kapitaleinkommen
24
Börsenkurs
18
Theorie
18
Theory
18
Forecasting model
16
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16
Autocorrelation
12
Autokorrelation
12
Portfolio selection
12
Portfolio-Management
12
Cointegration
11
Exchange rate
11
Kointegration
11
Wechselkurs
11
Stochastic process
10
Stochastischer Prozess
10
Regression analysis
9
Regressionsanalyse
9
Correlation
8
Korrelation
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Statistical distribution
8
Statistische Verteilung
8
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7
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6
USA
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80
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80
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80
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1
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1
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English
81
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Dritsaki, Chaido
3
Satchell, Stephen
3
Baillie, Richard
2
Hamzaoui, Nessrine
2
Jondeau, Eric
2
Kim, Chang-Jin
2
Kristensen, Dennis
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Rahbek, Anders
2
Regaieg, Boutheina
2
Wongwachara, Warapong
2
Abdurehman, Abderezak Ali
1
Abergel, Frédéric
1
Agosto, Arianna
1
Ahmad, Shabbir
1
Ahn, Seung Chan
1
Allen, David
1
Amado, Cristina
1
Arvas, M. Akif
1
Asai, Manabu
1
Astill, Sam
1
Badooei, Yaser Sistani
1
Ball, Clifford A.
1
Bekaert, Geert
1
Belasri, Yassine
1
Berens, Tobias
1
Biyase, Mduduzi
1
Bohn Nielsen, Heino
1
Broze, Laurence
1
Campbell, John Y.
1
Cavaliere, Giuseppe
1
Cesarone, Francesco
1
Chambers, Marcus J.
1
Chan, Chia-ying
1
Chen, Yi-ting
1
Cheng, Wan-hsiu
1
Cheung, Yin-Wong
1
Cho, Dooyeon
1
Chourdakis, Kyriakos
1
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International journal of economics and financial issues : IJEFI
Journal of empirical finance
Journal of econometrics
519
Economics letters
242
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Econometric theory
184
Econometric reviews
131
Discussion paper / Tinbergen Institute
126
Applied economics letters
98
NBER Working Paper
90
Working paper / Department of Econometrics and Business Statistics, Monash University
81
International journal of forecasting
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Economic modelling
75
CREATES research paper
74
NBER working paper series
73
Journal of forecasting
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
Applied economics
70
Journal of applied econometrics
70
Econometrics : open access journal
66
The econometrics journal
65
CEMMAP working papers / Centre for Microdata Methods and Practice
62
Discussion paper series / IZA
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Journal of the American Statistical Association : JASA
56
Working paper / National Bureau of Economic Research, Inc.
56
Working paper
54
Cowles Foundation discussion paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Computational economics
46
Journal of banking & finance
46
Discussion paper
45
CESifo working papers
41
Journal of time series econometrics
41
SFB 649 discussion paper
39
Quantitative economics : QE ; journal of the Econometric Society
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Working paper series
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
EUI working paper / ECO
34
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ECONIS (ZBW)
81
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
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:
3
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:
4
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
5
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
6
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:
7
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:
8
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
Saved in:
9
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:
10
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:
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