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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"nor"
~subject:"Share price"
~subject:"Volatilität"
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Search: subject:"Schätzung"
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Share price
Volatilität
Estimation
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Schätzung
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Estimation theory
478
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478
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454
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257
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Todorov, Viktor
14
Bollerslev, Tim
9
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
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3
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3
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3
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3
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3
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3
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3
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2
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2
Beckmann, Joscha
2
Bibinger, Markus
2
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2
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2
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2
Ergemen, Yunus Emre
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2
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2
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2
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Economic modelling
Journal of econometrics
Finance research letters
216
International review of economics & finance : IREF
183
Applied economics
181
Energy economics
175
International review of financial analysis
171
Working paper / National Bureau of Economic Research, Inc.
161
Applied economics letters
160
NBER working paper series
160
Journal of banking & finance
157
The North American journal of economics and finance : a journal of financial economics studies
149
Journal of empirical finance
143
NBER Working Paper
138
Applied financial economics
132
Research in international business and finance
114
Journal of international financial markets, institutions & money
112
Journal of international money and finance
95
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94
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89
Journal of financial economics
89
Journal of risk and financial management : JRFM
87
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87
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86
Economics letters
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
The European journal of finance
81
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80
International journal of finance & economics : IJFE
76
Pacific-Basin finance journal
75
Review of quantitative finance and accounting
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
International journal of economics and finance
66
International journal of economics and financial issues : IJEFI
61
Cogent economics & finance
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
International journal of forecasting
56
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
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ECONIS (ZBW)
305
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
3
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
4
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
5
What drives the tail risk effect in the Chinese stock market?
Sun, Kaisi
;
Wang, Hui
;
Zhu, Yifeng
- In:
Economic modelling
132
(
2024
)
Persistent link: https://www.econbiz.de/10014547938
Saved in:
6
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
7
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
8
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
9
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
10
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
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