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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"The journal of futures markets"
~subject:"ARCH model"
~subject:"Theorie"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH model
Theorie
Estimation theory
176
Schätztheorie
176
Estimation
59
Schätzung
58
Time series analysis
39
Zeitreihenanalyse
39
Theory
34
Regression analysis
21
Regressionsanalyse
21
Volatilität
21
Cointegration
16
Kointegration
16
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16
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16
Nichtparametrisches Verfahren
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Nonparametric statistics
15
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14
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14
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13
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13
Panel study
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9
Prognoseverfahren
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Article
55
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Article in journal
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55
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English
55
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Kumar, Dilip
4
Lien, Da-hsiang Donald
3
Maheswaran, S.
3
Caporale, Guglielmo Maria
2
Elam, Emmett
2
Myers, Robert J.
2
Pittis, Nikitas
2
Zhang, Jin E.
2
Arndt, Channing
1
Aschakulporn, Pakorn
1
Barten, Anton P.
1
Boughrara, Adel
1
Bradley, John
1
Castillo B., Paul
1
Chen, Sheng-syan
1
Cita, John
1
D'Antonio, Louis J.
1
Dixon, Bruce L.
1
Diz, Fernando
1
Dridi, Ichrak
1
Easton, Stephen Andrew
1
Escribano, Álvaro
1
Feng, Yuanhua
1
FitzGerald, John D.
1
Ghosh, Asim K.
1
Grammatikos, Theoharry
1
Han, Jeong sug
1
Hassapis, Christis
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
Heaney, John
1
Hein, Scott E.
1
Howard, Charles T.
1
Hu, Shuowen
1
Hur, Joonyoung
1
Husmann, Sven
1
Jayasinghe, Prabhath
1
Kang, Byung Jin
1
Kashyap, A. K.
1
Kearney, Ide
1
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Economic modelling
The journal of futures markets
Journal of econometrics
495
Economics letters
413
Econometric theory
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
243
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Econometric reviews
158
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
137
The review of economics and statistics
125
Oxford bulletin of economics and statistics
101
Statistical papers
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
62
Applied economics
60
International economic review
59
Journal of forecasting
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
American journal of agricultural economics
51
The econometrics journal
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of empirical finance
42
Journal of economic dynamics & control
41
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
International journal of forecasting
38
International economic journal
35
The Indian economic journal
35
Journal of productivity analysis
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Journal of banking & finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
The journal of finance : the journal of the American Finance Association
25
Jahrbücher für Nationalökonomie und Statistik
24
The Indian journal of economics
24
Journal of international money and finance
23
Economie & prévision : EP
22
Journal of regional science
22
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ECONIS (ZBW)
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
4
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
5
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
6
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
7
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
8
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
9
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
10
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
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