//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance research letters"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Moment based estimation of sup...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
31
Volatilität
31
Capital income
21
Kapitaleinkommen
21
Method of moments
18
Momentenmethode
18
Stochastic process
18
Stochastic volatility
18
Stochastischer Prozess
18
Estimation
15
Schätzung
15
Theorie
15
Theory
15
Time series analysis
14
Zeitreihenanalyse
14
Long memory
11
Option pricing theory
11
Optionspreistheorie
11
ARCH model
10
ARCH-Modell
10
Börsenkurs
9
Share price
9
Aktienmarkt
7
CAPM
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Stock market
7
Anlageverhalten
6
Behavioural finance
6
Virtual currency
6
Virtuelle Währung
6
Option pricing
5
Asset pricing
4
Bitcoin
4
China
4
Markov chain
4
Markov-Kette
4
Portfolio selection
4
Portfolio-Management
4
Bank
3
more ...
less ...
Online availability
All
Undetermined
47
Type of publication
All
Article
48
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Language
All
English
48
Author
All
Gil-Alaña, Luis A.
3
Al-Yahyaee, Khamis Hamed
2
Caporale, Guglielmo Maria
2
Coën, Alain
2
Klein, Tony
2
Mensi, Walid
2
Wu, Xinyu
2
Ahmad, Abd Halim
1
Airil Khalid
1
Aloui, Donia
1
Andrews, Antony
1
Badescu, Alexandru
1
Bawa, Jaslene Kaur
1
Boubaker, Sabri
1
Buchner, Axel
1
Carmichael, Benoît
1
Chan, Jennifer
1
Chattopadhyay, Manojit
1
Chen, Zhanbo
1
Chen, Zhenlong
1
Chen, Zhongfei
1
Cheng, Yuyang
1
Chon, Sora
1
Chou, Heng-chih
1
Cristofaro, Lorenzo
1
Cui, Zhenyu
1
Deng, Zhijian
1
Desfleurs, Aurélie
1
Dimitrios, Anastasiou
1
El-Khatib, Youssef
1
Escobar, Marcos
1
Fang, Ying
1
Gaies, Brahim
1
Goutte, Stéphane
1
Goyal, Vinay
1
Hao, Xiaozhen
1
Helen, Louri
1
Hu, Jun
1
Huang, Teng-Ching
1
Huang, Zhuo
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
257
Economics letters
115
Applied economics
83
Econometric reviews
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
MPRA Paper
70
Economic modelling
68
CEMMAP working papers / Centre for Microdata Methods and Practice
66
CREATES Research Papers
62
Discussion paper / Tinbergen Institute
61
CESifo working papers
58
Working Paper
57
Applied economics letters
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Working paper
51
Tinbergen Institute Discussion Papers
50
International journal of theoretical and applied finance
48
Research in international business and finance
46
Journal of economic dynamics & control
45
Physica A: Statistical Mechanics and its Applications
44
International Journal of Theoretical and Applied Finance (IJTAF)
43
Cowles Foundation discussion paper
42
Econometric theory
41
Journal of banking & finance
41
Tinbergen Institute Discussion Paper
41
CESifo Working Paper
40
Cowles Foundation Discussion Paper
39
Energy economics
38
Journal of empirical finance
36
Quantitative finance
36
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
The empirical economics letters : a monthly international journal of economics
34
Cogent economics & finance
33
International journal of economics and financial issues : IJEFI
32
International review of financial analysis
31
Journal of risk and financial management : JRFM
31
Econometrics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Studies in Nonlinear Dynamics & Econometrics
29
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory and the relation between options and stock prices
Huang, Teng-Ching
;
Tu, Yu-Chen
;
Chou, Heng-chih
- In:
Finance research letters
12
(
2015
),
pp. 77-91
Persistent link: https://www.econbiz.de/10011552258
Saved in:
2
Structural breaks and double long memory of cryptocurrency prices : a comparative analysis from Bitcoin and Ethereum
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Kang, Sang Hoon
- In:
Finance research letters
29
(
2019
),
pp. 222-230
Persistent link: https://www.econbiz.de/10012418764
Saved in:
3
On long memory effects in the volatility measure of Cryptocurrencies
Phillip, Andrew
;
Chan, Jennifer
;
Peiris, Shelton
- In:
Finance research letters
28
(
2019
),
pp. 95-100
Persistent link: https://www.econbiz.de/10012388019
Saved in:
4
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
5
Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Yoon, Seong-min
- In:
Finance research letters
27
(
2018
),
pp. 228-234
Persistent link: https://www.econbiz.de/10012006868
Saved in:
6
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
Klein, Tony
;
Walther, Thomas
- In:
Finance research letters
22
(
2017
),
pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
Saved in:
7
Dynamic correlation of precious metals and flight-to-quality in developed markets
Klein, Tony
- In:
Finance research letters
23
(
2017
),
pp. 283-290
Persistent link: https://www.econbiz.de/10011808418
Saved in:
8
Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume
Khuntia, Sashikanta
;
Pattanayak, Jamini Kanta
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430661
Saved in:
9
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
10
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->