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subject:"Stochastischer Prozess"
subject:"Volatility"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Stochastischer Prozess
Volatility
Statistical distribution
Schätztheorie
15,801
Estimation theory
15,800
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4,953
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4,953
Estimation
2,520
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2,490
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2,434
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1,702
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742
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Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Phillips, Peter C. B.
10
Linton, Oliver
9
Francq, Christian
8
Nadarajah, Saralees
8
Teräsvirta, Timo
8
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8
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7
Fan, Jianqing
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Park, Joon Y.
7
Parmeter, Christopher F.
7
Zakoïan, Jean-Michel
7
Ghysels, Eric
6
Guillou, Armelle
6
Hoga, Yannick
6
Jing, Bingyi
6
Koopman, Siem Jan
6
McAleer, Michael
6
Paolella, Marc S.
6
Tsionas, Efthymios G.
6
Wang, Yazhen
6
Aït-Sahalia, Yacine
5
Bandi, Federico M.
5
Bollerslev, Tim
5
Chen, Yi-ting
5
Cui, Zhenyu
5
Hafner, Christian M.
5
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5
Hurn, Stan
5
Härdle, Wolfgang
5
Li, Dong
5
Ling, Shiqing
5
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Ekonomiska forskningsinstitutet <Stockholm>
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186
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70
Economics letters
55
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51
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50
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29
The econometrics journal
29
Journal of empirical finance
27
International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
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Statistics in transition : an international journal of the Polish Statistical Association
24
Econometrics : open access journal
23
Journal of the American Statistical Association : JASA
23
Finance research letters
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of banking & finance
20
Journal of financial econometrics
20
Journal of risk and financial management : JRFM
20
Journal of forecasting
19
Quantitative finance
19
International journal of theoretical and applied finance
17
Journal of mathematical finance
16
Risks : open access journal
16
Computational economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
Applied economics letters
13
Journal of risk
13
Statistical papers
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Operations research
12
Finance and stochastics
11
Mathematics of operations research
11
Operations research letters
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of productivity analysis
9
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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1681
A multivariate GARCH model of risk premia in foreign exchange markets
Malliaropulos, Dimitrios
- In:
Economic modelling
14
(
1997
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10001241607
Saved in:
1682
Value at risk for a mixture of normal distributions : the use of quasi-Bayesian estimation techniques
Venkataraman, Subu
- In:
Economic perspectives
21
(
1997
)
2
,
pp. 2-13
Persistent link: https://www.econbiz.de/10001218351
Saved in:
1683
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
Saved in:
1684
Weak convergence and distributional assumptions for a general class of nonlinear ARCH models
Fornari, Fabio
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 205-227
Persistent link: https://www.econbiz.de/10001220185
Saved in:
1685
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
Saved in:
1686
High-frequency data and volatility in foreign-exchange rates
Zhou, Bin
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 45-52
Persistent link: https://www.econbiz.de/10001203182
Saved in:
1687
Modeling the conditional distribution of interest rates as a regime-switching process
Gray, Stephen
- In:
Journal of financial economics
42
(
1996
)
1
,
pp. 27-62
Persistent link: https://www.econbiz.de/10001205760
Saved in:
1688
Estimating a population variance with known mean
Zhang, Biao
- In:
International statistical review : a journal of the …
64
(
1996
)
2
,
pp. 215-229
Persistent link: https://www.econbiz.de/10001206945
Saved in:
1689
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
1690
Stock market volatility and fractional integration
Cheung, Yin-Wong
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 263-273
Persistent link: https://www.econbiz.de/10001211528
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