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subject:"United States"
subject:"Volatility"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Quantitative finance"
~subject:"ARCH model"
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United States
Volatility
ARCH model
Estimation theory
75
Schätztheorie
75
Estimation
32
Schätzung
32
Volatilität
24
Time series analysis
20
Zeitreihenanalyse
20
Börsenkurs
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29
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Abdurehman, Abderezak Ali
1
Bayer, Christian
1
Behrendt, Simon
1
Belasri, Yassine
1
Breneis, Simon
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Ellaia, Rachid
1
Fauzel, Sheereen
1
Favreau, Charles
1
Galakis, John
1
Hacilar, Samet
1
Hamzaoui, Nessrine
1
Hersugondo
1
Hizmeri, Rodrigo
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Kaibuchi, Hibiki
1
Kalai, Lamia
1
Kane, Hayden
1
Kawasaki, Yoshinori
1
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1
Lewis, Alan L.
1
Li, Xingye
1
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1
Liu, Hung-Chun
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Mingone, A.
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Peiro, Amado
1
Pelagatti, Matteo
1
Pirjol, Dan
1
Podobnik, Boris
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International journal of economics and financial issues : IJEFI
Quantitative finance
Journal of econometrics
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Economics letters
56
Econometric theory
52
The review of economics and statistics
45
Discussion paper / Tinbergen Institute
41
Working paper / National Bureau of Economic Research, Inc.
40
Econometric reviews
38
CREATES research paper
33
Journal of empirical finance
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
International journal of forecasting
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Journal of applied econometrics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Applied economics
24
The econometrics journal
24
Journal of forecasting
23
Journal of banking & finance
22
American journal of agricultural economics
20
Economic modelling
20
Finance research letters
19
NBER working paper series
18
The journal of futures markets
18
Journal of financial econometrics
17
Journal of financial and quantitative analysis : JFQA
16
The journal of finance : the journal of the American Finance Association
16
Applied economics letters
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
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The review of financial studies
15
International journal of theoretical and applied finance
14
Technical working paper / National Bureau of Economic Research
14
Discussion paper / Centre for Economic Policy Research
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
SFB 649 discussion paper
13
The European journal of finance
13
The North American journal of economics and finance : a journal of financial economics studies
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1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
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:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
5
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
6
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
7
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:
8
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
9
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
10
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
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