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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
355
Schätztheorie
355
Theorie
111
Theory
111
Estimation
90
Schätzung
90
Time series analysis
67
Zeitreihenanalyse
67
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Regression analysis
34
Regressionsanalyse
34
Monte Carlo simulation
24
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24
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Panel study
24
Cointegration
21
Forecasting model
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Kointegration
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Einheitswurzeltest
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Konsumtheorie
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Article in journal
Government document
Aufsatz in Zeitschrift
10
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English
10
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Kim, Jong-Min
2
Abutaleb, Ahmed S.
1
Bampinas, Georgios
1
Cromwell, Jeff B.
1
Hung, Jui-cheng
1
Hwang, Sun Young
1
Jung, Hojin
1
Kouassi, Eugène
1
Krämer, Walter
1
Labys, Walter C.
1
Ladopoulos, Konstantinos
1
Lee, Jun-de
1
Lou, Tien-wei
1
Panagiōtidēs, Theodōros
1
Papaioannou, Michael G.
1
Qin, Li
1
Razzak, Weshah A.
1
Serletis, Apostolos
1
Sibbertsen, Philipp
1
Wang, Yi-hsien
1
Xu, Libo
1
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Applied economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
The European journal of finance
6
The journal of risk model validation
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of quantitative economics
5
Journal of risk
5
Applied economics letters
4
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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ECONIS (ZBW)
10
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10
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1
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
2
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
3
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
4
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
5
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
6
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng
;
Lou, Tien-wei
;
Wang, Yi-hsien
;
Lee, Jun-de
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
Saved in:
7
Long memory in volatilities of German stock returns
Sibbertsen, Philipp
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
3
,
pp. 477-488
Persistent link: https://www.econbiz.de/10002222104
Saved in:
8
What color are commodity prices? : A fractal analysis
Cromwell, Jeff B.
;
Labys, Walter C.
;
Kouassi, Eugène
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 563-580
Persistent link: https://www.econbiz.de/10001541671
Saved in:
9
Maximum likelihood estimation of time-varying parameters : an application to the Athens Stock Exchange index
Abutaleb, Ahmed S.
;
Papaioannou, Michael G.
- In:
Applied economics
32
(
2000
)
10
,
pp. 1323-1328
Persistent link: https://www.econbiz.de/10001527086
Saved in:
10
Short-term predictability of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
4
,
pp. 635-639
Persistent link: https://www.econbiz.de/10001254518
Saved in:
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