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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of risk"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Risikomanagement"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Risikomanagement
Estimation theory
107
Schätztheorie
107
Schätzung
45
Volatilität
29
Risikomaß
27
Risk measure
27
Time series analysis
26
Zeitreihenanalyse
26
ARCH model
25
ARCH-Modell
25
Portfolio selection
23
Portfolio-Management
23
Börsenkurs
18
Forecasting model
18
Prognoseverfahren
18
Share price
18
Capital income
15
Kapitaleinkommen
15
Cointegration
12
Kointegration
12
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
10
Stochastischer Prozess
10
Exchange rate
9
Wechselkurs
9
Autocorrelation
8
Autokorrelation
8
Option pricing theory
8
Optionspreistheorie
8
Risiko
8
Risk
8
Correlation
7
Korrelation
7
Market microstructure
7
Marktmikrostruktur
7
Risk management
7
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Undetermined
32
Free
28
Type of publication
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Article
64
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
64
Language
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English
64
Author
All
Dritsaki, Chaido
3
Guo, Zi-Yi
2
Abad, Pilar
1
Abdurehman, Abderezak Ali
1
Achab, Massil
1
Ahmad, Shabbir
1
Arvas, M. Akif
1
Auer, Benjamin R.
1
Bacry, E.
1
Bayer, Christian
1
Behrendt, Simon
1
Belasri, Yassine
1
Benito Muela, Sonia
1
Berens, Tobias
1
Biyase, Mduduzi
1
Breneis, Simon
1
Buccheri, G.
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Cipra, Tomáš
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Dritsaki, Melina
1
Ellaia, Rachid
1
Fabozzi, Frank J.
1
Favreau, Charles
1
Feng, Yuanhua
1
Fischer, Matthias
1
Galakis, John
1
Glasserman, Paul
1
Goldman, Elena
1
Guo, Meihui
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hachem, Mahmoud
1
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Published in...
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International journal of economics and financial issues : IJEFI
Journal of risk
Quantitative finance
Journal of econometrics
289
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Economics letters
123
Econometric reviews
75
Economic modelling
62
Applied economics letters
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Applied economics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
42
Journal of banking & finance
41
The econometrics journal
37
Econometric theory
35
Journal of empirical finance
35
International journal of forecasting
34
Quantitative economics : QE ; journal of the Econometric Society
31
Econometrics : open access journal
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of forecasting
26
Journal of the American Statistical Association : JASA
26
Computational economics
24
European journal of operational research : EJOR
24
Insurance / Mathematics & economics
24
Journal of financial econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
The review of economics and statistics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Finance research letters
22
Energy economics
21
Journal of risk and financial management : JRFM
20
Journal of economic dynamics & control
19
The North American journal of economics and finance : a journal of financial economics studies
19
International journal of theoretical and applied finance
16
American journal of agricultural economics
15
Risks : open access journal
14
The empirical economics letters : a monthly international journal of economics
14
Applied financial economics
13
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ECONIS (ZBW)
64
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64
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1
Do price trajectory data increase the efficiency of market impact estimation?
Ihnatiuk, Vitalii
;
Lin, Jiahe
;
Kinnear, Ryan J.
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
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:
3
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:
4
The interaction between policy mix in Lebanon : applications of the nonlinear and linear ARDL models
Hachem, Mahmoud
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014251656
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
The long-run money demand function : empirical evidence from Italy
Dritsaki, Chaido
;
Dritsaki, Melina
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10012151304
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