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subject:"Exchange rate"
subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Exchange rate
Volatilität
Estimation theory
14
Schätztheorie
14
Estimation
5
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5
Capital income
4
Kapitaleinkommen
4
Volatility
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ARCH model
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moment functions
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Caldeira, João F.
1
Carrasco, Marine
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Francq, Christian
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Hassler, Uwe
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Horváth, Lajos
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Kotchoni, Rachidi
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Moura, Guilherme Valle
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Nogales, Francisco J.
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Rodrigues, Paulo M. M.
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Rubia, Antonio
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
14
Quantitative finance
13
Econometric reviews
12
Finance research letters
12
Economics letters
11
Journal of financial econometrics
11
Economic modelling
10
Journal of empirical finance
10
The North American journal of economics and finance : a journal of financial economics studies
9
Econometric theory
7
Computational economics
6
Journal of banking & finance
6
Journal of forecasting
6
Research in international business and finance
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Theoretical economics letters
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion papers / CEPR
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International journal of financial engineering
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Journal of mathematical finance
5
Journal of quantitative economics
5
Journal of risk
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The econometrics journal
5
The journal of risk model validation
5
Energy economics
4
Finance and stochastics
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Afro-Asian Journal of Finance and Accounting : AAJFA
3
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European journal of operational research : EJOR
3
IIMB management review
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International journal of theoretical and applied finance
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Journal of time series econometrics
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The European journal of finance
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Agricultural economics : the journal of the International Association of Agricultural Economists
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Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
3
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
4
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
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