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subject:"Wechselkurs"
type:"article"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"Journal of foreign exchange and international finance : JFEIF"
~subject:"1970-1985"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
1970-1985
Volatility
Estimation theory
39
Schätztheorie
39
Theorie
14
Theory
14
Exchange rate
9
Volatilität
8
Time series analysis
6
Zeitreihenanalyse
6
India
5
Indien
5
Stochastic process
5
Stochastischer Prozess
5
USA
5
United States
5
ARCH model
4
ARCH-Modell
4
Devisenmarkt
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4
Großbritannien
4
Option pricing theory
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Optionspreistheorie
4
Risikomaß
4
Risk measure
4
United Kingdom
4
Aktienmarkt
3
Börsenkurs
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Developing countries
3
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Estimation
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Japan
3
Schätzung
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Share price
3
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3
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2
Derivat
2
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2
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2
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2
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Article in journal
16
Aufsatz in Zeitschrift
16
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English
16
Author
All
Abramov, Vyacheslav M.
1
Aloui, Chaker
1
Amiri, Esmail
1
Biscay, R. J.
1
Dheeriya, Prakash L.
1
Hardi, Amirullah Setya
1
Herrera Aramburú, Andrés
1
Jacquier, Antoine
1
Jiménez, Juan Carlos
1
Kawai, Ken-ichi
1
Klebaner, Fima C.
1
Kulkarni, Kishore K.
1
Kulkarni, Sujata
1
Kumari, Jyoti
1
Kunitomo, Naoto
1
Kurisu, Daisuke
1
Lee, Sangyeol
1
Mabrouk, Samir
1
Maekawa, Koichi
1
Mahakud, Jitendra
1
Mijatovi´c, Aleksandar
1
Nandakumar, Parameswar
1
Osei-Assibey, Kwame
1
Ozaki, Tohru
1
Parikh, Ashok K.
1
Paul, M. Thomas
1
Perera, Nelson
1
Pradhan, Hemanta K.
1
Rodriguez, Gabriel
1
Tinaikar, Durgesh S.
1
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Asia-Pacific financial markets
International journal of monetary economics and finance
Journal of foreign exchange and international finance : JFEIF
Journal of econometrics
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
29
Economic modelling
22
Econometric reviews
21
Journal of empirical finance
21
Quantitative finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Econometric theory
15
Journal of banking & finance
14
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Journal of forecasting
13
Finance research letters
12
International journal of economics and financial issues : IJEFI
12
The econometrics journal
12
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrics : open access journal
10
Journal of risk and financial management : JRFM
10
Applied economics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
Journal of applied econometrics
8
Research in international business and finance
8
International journal of financial engineering
7
Journal of international money and finance
7
Journal of mathematical finance
7
The European journal of finance
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Handbook of financial time series
6
International economic journal
6
International journal of finance & economics : IJFE
6
International journal of financial research
6
The journal of risk model validation
6
Theoretical economics letters
6
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ECONIS (ZBW)
16
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16
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date (oldest first)
1
Modelling and forecasting long memory time series with exponential and switching GARCH models
Amiri, Esmail
- In:
International journal of monetary economics and finance
12
(
2019
)
5
,
pp. 407-425
Persistent link: https://www.econbiz.de/10012155069
Saved in:
2
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
Saved in:
3
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
4
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
5
Change point analysis of exchange rates using bootstrapping methods : an application to the Indonesian Rupiah 2000-2008
Hardi, Amirullah Setya
;
Kawai, Ken-ichi
;
Lee, Sangyeol
; …
- In:
Asia-Pacific financial markets
22
(
2015
)
4
,
pp. 429-444
Persistent link: https://www.econbiz.de/10011524825
Saved in:
6
Large deviations for the extended Heston model : the large-time case
Jacquier, Antoine
;
Mijatovi´c, Aleksandar
- In:
Asia-Pacific financial markets
21
(
2014
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10010511579
Saved in:
7
Sign asymmetry and exchange rate market volatility : empirical evidence from two developing countries
Osei-Assibey, Kwame
- In:
International journal of monetary economics and finance
7
(
2014
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10010531307
Saved in:
8
GARCH-class models estimations and value-at-risk analysis for exchange rate
Mabrouk, Samir
;
Aloui, Chaker
- In:
International journal of monetary economics and finance
4
(
2011
)
3
,
pp. 254-278
Persistent link: https://www.econbiz.de/10009376253
Saved in:
9
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
Saved in:
10
Inference methods for discretely observed continuous-time stochastic volatility models : a commented overview
Jiménez, Juan Carlos
;
Biscay, R. J.
;
Ozaki, Tohru
- In:
Asia-Pacific financial markets
12
(
2005
)
2
,
pp. 109-141
Persistent link: https://www.econbiz.de/10003378338
Saved in:
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