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~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Heteroscedasticity"
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Volatility
Heteroscedasticity
587
Heteroskedastizität
572
Estimation theory
220
Schätztheorie
220
Theorie
210
Theory
210
ARCH model
165
ARCH-Modell
165
Time series analysis
132
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132
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128
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128
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99
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71
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71
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70
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64
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63
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44
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39
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Heteroskedasticity
36
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heteroscedasticity
35
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34
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33
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33
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31
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98
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Aufsatz in Zeitschrift
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99
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54
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50
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3
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Carnero, M. Angeles
2
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2
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2
Dette, Holger
2
Harvey, Andrew C.
2
Nandy, Suparna
2
Palumbo, Dario
2
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2
Taylor, Robert
2
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1
Ahadiat, Ayi
1
Allen, David E.
1
Aslam, Waheed
1
Azhar, Rialdi
1
Bach, H. J. Sartorius von
1
Baig, Muhammad Mansoor
1
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1
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1
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1
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1
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1
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1
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1
Chung, Heetaik
1
Cipollini, Andrea
1
Coudin, Elise
1
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1
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Journal of econometrics
8
Applied financial economics
3
CBN journal of applied statistics
3
Econometric reviews
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied economics
2
Applied economics letters
2
International Journal of Energy Economics and Policy : IJEEP
2
Journal of banking & finance
2
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2
Journal of forecasting
2
Journal of risk and financial management : JRFM
2
Macroeconomic dynamics
2
The econometrics journal
2
Academic journal of economic studies
1
Acta Universitatis Danubius / Oeconomica
1
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
1
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Agrekon
1
American journal of agricultural economics
1
Asia-Pacific journal of financial studies
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Asia-Pacific journal of management research and innovation : APJMRI
1
Cambridge working papers in economics
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Cliometrica : journal of historical economics and econometric history
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1
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1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
EuroEconomica
1
Finance and stochastics
1
Finance research letters
1
Global business review
1
Indian journal of economics & business : IJEB
1
Insurance / Mathematics & economics
1
International economic review
1
International journal of bonds and derivatives
1
International journal of computational economics and econometrics : IJCEE
1
International journal of economic perspectives : IJEP
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ECONIS (ZBW)
99
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Bootstrapped nonlinear impulse-response analysis : the FTSE100 (UK) and the NDX100 (US) indices 2012-2021
Solibakke, Per Bjarte
- In:
International journal of computational economics and …
12
(
2022
)
1/2
,
pp. 197-221
Persistent link: https://www.econbiz.de/10012939622
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
5
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
6
Option valuation with conditional heteroskedastic hidden truncation models
Belhachemi, Rachid
- In:
Computational economics
63
(
2024
)
6
,
pp. 2585-2601
Persistent link: https://www.econbiz.de/10014636763
Saved in:
7
A investigation into share prices' conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt
Ejaz, Abdullah
;
Polak, Petr
;
Imran, Zulfiqar Ali
- In:
Management : journal of contemporary management issues
26
(
2021
)
1
,
pp. 189-200
Persistent link: https://www.econbiz.de/10012659646
Saved in:
8
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
9
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
10
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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