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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometric methods"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
151
Schätztheorie
151
Estimation
44
Schätzung
44
Zeitreihenanalyse
30
Panel
21
Panel study
21
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Regression analysis
20
Regressionsanalyse
20
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
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Einheitswurzeltest
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Instrumental variables
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instrumental variables
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Article in journal
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Agiakloglou, Christos N.
2
Agiropoulos, Charalampos
2
Blazsek, Szabolcs
2
Kim, Jong-Min
2
Licht, Adrian
2
Omay, Tolga
2
Yamada, Hiroshi
2
Ahmad, Yamin
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Bonaccolto, Giovanni
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Cai, Yong
1
Canay, Ivan A.
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Chang, Tsangyao
1
Chen, W. D.
1
Chen, Zirong
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Cook, Steven
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Croux, Christophe
1
Emirmahmutoglu, Furkan
1
Firoozi, Fathali
1
Furuoka, Fumitaka
1
Giesen, Sebastian
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Gupta, Rangan
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Hwang, Sun Young
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Hännikäinen, Jari
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Lopes, Artur C. B. da Silva
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Malloch, H.
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Mao, Millie Yi
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Medel, Carlos A.
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Applied economics letters
Applied economics
Journal of econometric methods
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Economics letters
51
International journal of forecasting
44
Econometric theory
41
Journal of time series econometrics
38
Computational economics
28
Economic modelling
23
Finance research letters
21
The econometrics journal
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Journal of empirical finance
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Journal of financial econometrics
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Journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of quantitative economics
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Energy economics
10
Journal of banking & finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
European journal of operational research : EJOR
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Journal of mathematical finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of economics and finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Journal of risk
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Research in international business and finance
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Theoretical economics letters
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Finance and stochastics
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Insurance / Mathematics & economics
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The journal of risk model validation
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International journal of computational economics and econometrics : IJCEE
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International journal of financial engineering
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International journal of production economics
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International journal of production research
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Decomposing the bias in time-series estimates of CAPM betas
Malloch, H.
;
Philip, R.
;
Satchell, Stephen
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4291-4298
Persistent link: https://www.econbiz.de/10011640063
Saved in:
32
On the joint Fourier-ESTAR testing of PPP
Firoozi, Fathali
;
Lien, Da-hsiang Donald
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 979-983
Persistent link: https://www.econbiz.de/10011629313
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