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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Panel study
Regressionsanalyse
Volatilität
Estimation theory
37
Schätztheorie
37
Estimation
19
Schätzung
19
ARCH model
11
ARCH-Modell
11
Cointegration
10
Kointegration
10
Time series analysis
10
Zeitreihenanalyse
10
Börsenkurs
8
Exchange rate
8
Share price
8
Wechselkurs
8
Capital income
5
Kapitaleinkommen
5
Forecasting model
4
Prognoseverfahren
4
Regression analysis
4
Aktienindex
3
Aktienmarkt
3
Autocorrelation
3
Autokorrelation
3
Exchange Rate
3
Geldpolitik
3
Inflation
3
Monetary policy
3
Panel
3
Stock index
3
Stock market
3
Ankündigungseffekt
2
Announcement effect
2
Autoregressive Conditional Heteroscedasticity
2
Causality analysis
2
Error Correction Model
2
Geldmenge
2
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Online availability
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Free
16
Type of publication
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Article
16
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
16
Conference paper
1
Konferenzbeitrag
1
Language
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English
16
Author
All
Arvas, M. Akif
1
Belasri, Yassine
1
Biyase, Mduduzi
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Ellaia, Rachid
1
Giri, Arun Kumar
1
Hamzaoui, Nessrine
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Kalai, Lamia
1
Karmyshova, Julia V.
1
Liu, Hung-Chun
1
Mohapatra, Geetilaxmi
1
Nabihah Binti Aminaddin
1
Nurfadhilah Binti Abu Hasan
1
Oon Kam Hoe
1
Pasaribu, Syamsul Hidayat
1
Pavlov, Alexander Yu.
1
Regaieg, Boutheina
1
Rooderick, September
1
Saddique, Shamila
1
Sahara, Sahara
1
Shastri, Shruti
1
Sinaga, Antonya Rumondang
1
Sofia, Diani Aliya
1
Tang, Chor Foon
1
Tianqiong, Wang
1
Tripathy, Nalini Prava
1
Uyar, Burak
1
Wang, Jying-Nan
1
Woo Kok Hoong
1
Yang, Shu
1
Yip, Chee Yin
1
Öztürk, İlhan
1
Šarīf, Marwa aš-
1
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Published in...
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International journal of economics and financial issues : IJEFI
Journal of econometrics
680
Economics letters
251
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
226
Econometric theory
197
Econometric reviews
182
Journal of the American Statistical Association : JASA
144
The econometrics journal
133
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Economic modelling
57
Quantitative economics : QE ; journal of the Econometric Society
56
Econometrics : open access journal
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
European journal of operational research : EJOR
53
Applied economics letters
49
International journal of forecasting
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Computational economics
41
Journal of applied econometrics
36
Journal of risk and financial management : JRFM
36
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
Insurance / Mathematics & economics
35
Applied economics
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Journal of econometric methods
27
Journal of empirical finance
26
Journal of forecasting
26
Oxford bulletin of economics and statistics
24
Journal of banking & finance
23
The empirical economics letters : a monthly international journal of economics
21
Energy economics
20
Journal of financial econometrics
20
Journal of quantitative economics
19
Regional science & urban economics
19
Risks : open access journal
19
Journal of productivity analysis
18
Cambridge working papers in economics
17
Finance research letters
17
Quantitative finance
17
International journal of theoretical and applied finance
14
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ECONIS (ZBW)
16
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1
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:
2
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:
3
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:
4
Can inflation be claimed as a monetary phenomenon? : the Malaysian experience
Tang, Chor Foon
;
Öztürk, İlhan
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 453-460
Persistent link: https://www.econbiz.de/10011822768
Saved in:
5
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:
6
Assessing the triple deficit hypothesis for major South Asian countries : a panel data analysis
Shastri, Shruti
;
Giri, Arun Kumar
;
Mohapatra, Geetilaxmi
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 292-299
Persistent link: https://www.econbiz.de/10011824265
Saved in:
7
Forecasting gold price with auto regressive integrated moving average model
Tripathy, Nalini Prava
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 324-329
Persistent link: https://www.econbiz.de/10011824272
Saved in:
8
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:
9
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
10
Effect of economic announcements on FX fluctuations : testing a unified approach for prediction
Tianqiong, Wang
;
Yang, Shu
;
Saddique, Shamila
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 631-640
Persistent link: https://www.econbiz.de/10011789394
Saved in:
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