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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Börsenkurs
Time series analysis
Estimation theory
75
Schätztheorie
75
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatilität
20
Capital income
19
Kapitaleinkommen
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Jondeau, Eric
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McKenzie, Michael D.
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Satchell, Stephen
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Wongwachara, Warapong
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1
Amado, Cristina
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1
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1
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Journal of empirical finance
Journal of econometrics
372
Econometric theory
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Economics letters
154
Econometric reviews
97
International journal of forecasting
69
Journal of forecasting
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Applied economics letters
55
Econometrics : open access journal
53
Economic modelling
46
The econometrics journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
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41
Journal of time series econometrics
40
Applied economics
38
Computational economics
37
Journal of the American Statistical Association : JASA
37
Journal of applied econometrics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Finance research letters
26
Journal of banking & finance
25
Journal of risk and financial management : JRFM
23
Oxford bulletin of economics and statistics
23
Journal of financial econometrics
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Quantitative finance
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Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
18
International journal of economics and financial issues : IJEFI
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The review of economics and statistics
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International journal of theoretical and applied finance
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Journal of macroeconomics
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Quantitative economics : QE ; journal of the Econometric Society
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The review of economic studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of quantitative economics
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Energy economics
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European journal of operational research : EJOR
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International journal of economics and finance
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
6
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
7
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
8
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
9
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
10
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
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