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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Schätzung
Statistical distribution
Estimation theory
75
Schätztheorie
75
Volatilität
24
Time series analysis
20
Zeitreihenanalyse
20
Börsenkurs
16
Share price
16
ARCH model
13
ARCH-Modell
13
Forecasting model
13
Prognoseverfahren
13
Cointegration
12
Kointegration
12
Capital income
10
Kapitaleinkommen
10
Exchange rate
9
Portfolio selection
9
Portfolio-Management
9
Wechselkurs
9
Stochastic process
8
Stochastischer Prozess
8
Market microstructure
7
Marktmikrostruktur
7
Option pricing theory
7
Optionspreistheorie
7
Autocorrelation
6
Autokorrelation
6
Risikomaß
6
Risk measure
6
Aktienmarkt
5
Correlation
5
Korrelation
5
Regression analysis
5
Regressionsanalyse
5
Statistische Verteilung
5
Stock market
5
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28
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Type of publication
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Article
48
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
48
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English
48
Author
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Dritsaki, Chaido
3
Abdurehman, Abderezak Ali
1
Achab, Massil
1
Ahmad, Shabbir
1
Arvas, M. Akif
1
Bacry, E.
1
Bayer, Christian
1
Behrendt, Simon
1
Belasri, Yassine
1
Biyase, Mduduzi
1
Breneis, Simon
1
Buccheri, G.
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wilson Ye
1
Chen, Yu
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chu, Chih-Kang
1
Chung, Munki
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Dritsaki, Melina
1
Ellaia, Rachid
1
Fabozzi, Frank J.
1
Favreau, Charles
1
Galakis, John
1
Gerlach, Richard H.
1
Guo, Meihui
1
Guo, Zi-Yi
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hachem, Mahmoud
1
Hacilar, Samet
1
Hamzaoui, Nessrine
1
Hizmeri, Rodrigo
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
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International journal of economics and financial issues : IJEFI
Quantitative finance
Journal of econometrics
329
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
141
Econometric reviews
88
Economic modelling
64
Applied economics letters
60
Econometric theory
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Insurance / Mathematics & economics
52
The econometrics journal
49
Applied economics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of applied econometrics
43
International journal of forecasting
42
Journal of the American Statistical Association : JASA
42
Journal of banking & finance
40
Econometrics : open access journal
36
Journal of empirical finance
36
Quantitative economics : QE ; journal of the Econometric Society
33
European journal of operational research : EJOR
31
Computational economics
30
Journal of forecasting
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of financial econometrics
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Statistics in transition : an international journal of the Polish Statistical Association
27
Finance research letters
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of risk and financial management : JRFM
26
The review of economics and statistics
23
Energy economics
21
Journal of risk
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of economic dynamics & control
18
Risks : open access journal
16
International journal of theoretical and applied finance
15
Journal of mathematical finance
15
Oxford bulletin of economics and statistics
15
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ECONIS (ZBW)
48
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- 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
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:
4
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:
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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