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Search: subject:"Method of moments"
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Volatilität
Method of moments
2,969
Momentenmethode
2,944
Estimation
762
Schätzung
762
Panel
714
Panel study
714
Theorie
700
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700
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477
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477
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445
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440
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396
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296
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296
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270
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270
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217
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213
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213
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188
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163
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163
CAPM
159
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156
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156
Developing countries
149
Entwicklungsländer
149
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143
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143
Generalized method of moments
140
USA
138
United States
138
Time series analysis
132
Zeitreihenanalyse
132
generalized method of moments
130
Aktienmarkt
126
Regression analysis
126
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207
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207
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6
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6
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English
217
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Ahmed, Walid M. A.
6
Edwards, Jeffrey A.
6
Adeniyi, Oluwatosin A.
4
Ajide, Kazeem Bello
4
Li, Youwei
4
Liu, Zhenya
4
Hong, KiHoon
3
Jiang, George J.
3
Li, Kai
3
Liu, Jiadong
3
Lu, Shanglin
3
Lux, Thomas
3
Raheem, Ibrahim Dolapo
3
Ahsan, Nazmul
2
Brooks, Robert
2
Chernov, Mikhail
2
Chevallier, Julien
2
Dufour, Jean-Marie
2
Dungey, Mardi H.
2
Fan, Minyou
2
Gallant, A. Ronald
2
Ghosh, Bikramaditya
2
Ghysels, Eric
2
Goulding, Christian L.
2
Harvey, Campbell R.
2
He, Xue-zhong
2
Ianole, Rodica
2
Ielpo, Florian
2
Keffala, Mohamed Rochdi
2
Le Roux, Corlise L.
2
Lee, Kyungsub
2
Liu, Ming
2
Mazzoleni, Michele G.
2
Ott, Hervé
2
Rastogi, Shailesh
2
Sirimon Treepongkaruna
2
Tauchen, George Eugene
2
Thames, Frank C.
2
Urquhart, Andrew
2
Wang, Pengfei
2
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Journal of econometrics
10
Journal of empirical finance
9
Applied economics
6
Research in international business and finance
6
International review of financial analysis
5
Journal of financial economics
5
Review of quantitative finance and accounting
5
The journal of futures markets
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
4
Journal of economic dynamics & control
4
Journal of financial markets
4
The North American journal of economics and finance : a journal of financial economics studies
4
Econometric reviews
3
Economic modelling
3
International journal of theoretical and applied finance
3
International review of economics & finance : IREF
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Pacific-Basin finance journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The empirical economics letters : a monthly international journal of economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied econometrics and international development
2
Applied financial economics
2
Australian journal of management
2
Economic research
2
Economics letters
2
European financial management : the journal of the European Financial Management Association
2
Journal of banking & finance
2
Journal of behavioral and experimental finance
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
Operations research
2
South Asian journal of macroeconomics and public finance
2
The European journal of finance
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
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ECONIS (ZBW)
217
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91
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
92
Risk control : who cares?
Taylor, Nicholas
- In:
European financial management : the journal of the …
23
(
2017
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10011713430
Saved in:
93
Sovereign bond return prediction with realized higher moments
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 53-73
Persistent link: https://www.econbiz.de/10012262440
Saved in:
94
Asymmetric impact of uncertainty in recessions : are emerging countries more vulnerable?
Chatterjee, Pratiti
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012054889
Saved in:
95
Overnight momentum, informational shocks, and late informed trading in China
Gao, Ya
;
Han, Xing
;
Li, Youwei
;
Xiong, Xiong
- In:
International review of financial analysis
66
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012208972
Saved in:
96
The analytics of momentum
Kwon, Oh Kang
;
Satchell, Stephen
- In:
The journal of asset management
20
(
2019
)
6
,
pp. 433-441
Persistent link: https://www.econbiz.de/10012125379
Saved in:
97
Modelling intervalling effect of high frequency trading on portfolio volatility
Hong, KiHoon
- In:
Theoretical economics letters
9
(
2019
)
7
,
pp. 2362-2370
Persistent link: https://www.econbiz.de/10012213747
Saved in:
98
Remittances and output growth volatility in developing countries : Does financial development dampen or magnify the effects?
Adeniyi, Oluwatosin A.
;
Ajide, Kazeem Bello
;
Raheem, …
- In:
Empirical economics : a journal of the Institute for …
56
(
2019
)
3
,
pp. 865-882
Persistent link: https://www.econbiz.de/10012041674
Saved in:
99
The impact of exchange rate volatility on the Nigerian economic growth: an empirical investigation
Ehikioya, Benjamin
- In:
Journal of economics & management
37
(
2019
)
3
,
pp. 45-68
Persistent link: https://www.econbiz.de/10012173849
Saved in:
100
Revisiting the time series momentum anomaly
Jo, Yonghwan
;
Kim, Jihee
- In:
Annals of economics and finance
20
(
2019
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012175644
Saved in:
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