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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Statistical theory
Volatility
Estimation theory
349
Schätztheorie
349
Theorie
239
Theory
239
Time series analysis
49
Zeitreihenanalyse
49
Statistische Methodenlehre
45
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Estimation
35
Schätzung
35
Probability theory
19
Wahrscheinlichkeitsrechnung
19
USA
18
United States
18
Regression analysis
17
Regressionsanalyse
17
ARCH model
16
ARCH-Modell
16
Volatilität
16
Cointegration
15
Kointegration
15
Panel
15
Panel study
15
Induktive Statistik
14
Statistical inference
14
Börsenkurs
13
Sampling
13
Share price
13
Statistical test
13
Statistischer Test
13
Stichprobenerhebung
13
IV-Schätzung
11
Instrumental variables
11
Method of moments
10
Momentenmethode
10
Forecasting model
9
Prognoseverfahren
9
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Online availability
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Free
11
Undetermined
3
Type of publication
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Article
63
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
63
Language
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English
63
Author
All
Andrews, Donald W. K.
4
Ploberger, Werner
3
Bierens, Herman J.
2
Dufour, Jean-Marie
2
Erickson, Timothy
2
Hansen, Bruce E.
2
Hong, Yongmiao
2
Li, Jia
2
Savin, N. Eugene
2
Stock, James H.
2
Watson, Mark W.
2
White, Halbert
2
Aigner, Dennis J.
1
Bai, Jushan
1
Balestra, Pietro
1
Belasri, Yassine
1
Bohrer, Robert
1
Buse, Adolf
1
Cumby, Robert
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Davidson, Russell
1
DeJong, David Neil
1
Dhaene, Geert
1
Donald, Stephen G.
1
Ellaia, Rachid
1
Fan, Yanqin
1
Foster, Dean P.
1
Gouriéroux, Christian
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hall, Peter
1
Hamzaoui, Nessrine
1
Horowitz, Joel
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Huizinga, John
1
Imbens, Guido
1
Jacod, Jean
1
Jeong, Jinook
1
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Published in...
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of economics and financial issues : IJEFI
Journal of econometrics
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economics letters
57
Econometric reviews
50
Econometric theory
37
Journal of empirical finance
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Finance research letters
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Economic modelling
18
Journal of banking & finance
18
Journal of forecasting
17
Quantitative finance
17
Econometrics : open access journal
16
Journal of financial econometrics
16
The econometrics journal
16
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
International journal of forecasting
14
Computational economics
13
Journal of financial economics
13
The European journal of finance
13
Oxford bulletin of economics and statistics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International economic review
11
Journal of mathematical finance
11
The review of financial studies
11
Journal of quantitative economics : official journal of the Indian Econometric Society
10
The review of economics and statistics
10
American journal of agricultural economics
9
Annales d'économie et de statistique
9
Journal of economic dynamics & control
9
Journal of financial and quantitative analysis : JFQA
9
Journal of risk
9
The journal of finance : the journal of the American Finance Association
9
The review of economic studies
9
Finance and stochastics
8
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ECONIS (ZBW)
63
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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
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:
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
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
Saved in:
8
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
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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