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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Stock index"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Statistical distribution
Stock index
Estimation theory
37
Schätztheorie
37
Schätzung
19
ARCH model
11
ARCH-Modell
11
Cointegration
10
Kointegration
10
Time series analysis
10
Zeitreihenanalyse
10
Börsenkurs
8
Exchange rate
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Share price
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Volatilität
8
Wechselkurs
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Capital income
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Kapitaleinkommen
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Regression analysis
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Regressionsanalyse
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Aktienindex
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Aktienmarkt
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Autocorrelation
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Autokorrelation
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Exchange Rate
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Geldpolitik
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Inflation
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Monetary policy
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Panel
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Panel study
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Ankündigungseffekt
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Announcement effect
2
Autoregressive Conditional Heteroscedasticity
2
Causality analysis
2
Error Correction Model
2
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2
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Article in journal
Aufsatz in Zeitschrift
24
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English
24
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Dritsaki, Chaido
3
Abdurehman, Abderezak Ali
1
Ahmad, Shabbir
1
Arvas, M. Akif
1
Belasri, Yassine
1
Biyase, Mduduzi
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Dritsaki, Melina
1
Ellaia, Rachid
1
Guo, Zi-Yi
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hachem, Mahmoud
1
Hacilar, Samet
1
Hamzaoui, Nessrine
1
Hersugondo
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Kalai, Lamia
1
Kyei, Kwabena A.
1
Laksana, Rio Dhani
1
Liu, Hung-Chun
1
Nabihah Binti Aminaddin
1
Nikbin, Behnam
1
Nurfadhilah Binti Abu Hasan
1
Oon Kam Hoe
1
Panahi, Saman
1
Pasaribu, Syamsul Hidayat
1
Rafindadi, Abdulkadir Abdulrashid
1
Regaieg, Boutheina
1
Rooderick, September
1
Rudy, R.
1
Saddique, Shamila
1
Sahara, Sahara
1
Sinaga, Antonya Rumondang
1
Sofia, Diani Aliya
1
Tianqiong, Wang
1
Uyar, Burak
1
Wahyudi, Sugeng
1
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International journal of economics and financial issues : IJEFI
Journal of econometrics
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
142
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
44
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
Finance research letters
27
Statistics in transition : an international journal of the Polish Statistical Association
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of risk and financial management : JRFM
26
Quantitative finance
25
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
20
Journal of economic dynamics & control
18
Journal of mathematical finance
16
Risks : open access journal
16
International journal of theoretical and applied finance
15
Oxford bulletin of economics and statistics
15
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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
Saved in:
5
Sustainability of the current account : evidence from Pakistan
Ahmad, Shabbir
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 68-72
Persistent link: https://www.econbiz.de/10011786363
Saved in:
6
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
7
Macroeconomic fundamental and stock price index in Southeast Asia countries a comparative study
Wahyudi, Sugeng
;
Hersugondo
;
Laksana, Rio Dhani
;
Rudy, R.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 182-187
Persistent link: https://www.econbiz.de/10011786565
Saved in:
8
Boom-bust housing price dynamic : the case of Malaysia
Yip, Chee Yin
;
Woo Kok Hoong
;
Oon Kam Hoe
;
Nabihah …
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 132-138
Persistent link: https://www.econbiz.de/10011823183
Saved in:
9
Determinants of growth in SADC countries : a fixed effect vector decomposition approach
Biyase, Mduduzi
;
Rooderick, September
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 746-751
Persistent link: https://www.econbiz.de/10011833792
Saved in:
10
Toda-Yamamoto causality test between inflation and nominal interest rates : evidence from three countries of Europe
Dritsaki, Chaido
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 120-129
Persistent link: https://www.econbiz.de/10011948274
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