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Volatilität
Schätztheorie
36,062
Estimation theory
35,435
Zeitreihenanalyse
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Time series analysis
28,795
Theorie
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Theory
20,504
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Nichtparametrisches Verfahren
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2,747
Börsenkurs
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Konjunktur
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Business cycle
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Bayes-Statistik
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2,058
VAR-Modell
2,029
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McAleer, Michael
56
Caporale, Guglielmo Maria
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Koopman, Siem Jan
47
Lux, Thomas
42
Härdle, Wolfgang
36
Bollerslev, Tim
35
Gupta, Rangan
34
Gil-Alaña, Luis A.
33
Todorov, Viktor
29
Andersen, Torben
27
Hafner, Christian M.
27
Lucas, André
26
Hautsch, Nikolaus
25
Tauchen, George Eugene
25
Li, Jia
24
Kumar, Dilip
23
Sibbertsen, Philipp
22
Dijk, Dick van
21
Diebold, Francis X.
20
Rodriguez, Gabriel
20
Asai, Manabu
19
Brandt, Michael W.
19
Chan, Joshua
19
Teräsvirta, Timo
19
Caporin, Massimiliano
18
Chang, Chia-Lin
18
Kim, Donggyu
18
Maheswaran, S.
18
Swanson, Norman R.
18
Bauwens, Luc
17
Bos, Charles S.
17
Li, Yingying
17
Cavaliere, Giuseppe
16
Hallin, Marc
16
Hansen, Peter Reinhard
16
Liu, Zhi
16
Meddahi, Nour
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Sucarrat, Genaro
15
Taylor, Robert
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National Bureau of Economic Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Birkbeck College / Department of Economics
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Centre for Growth and Business Cycle Research <Manchester>
4
Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Centre for Analytical Finance <Århus>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Springer Fachmedien Wiesbaden
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Business Information Centre <Toronto>
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Center for Economic Research <Tilburg>
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of St. Louis
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Hamburgisches WeltWirtschaftsInstitut
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Institut for Finansiering <Frederiksberg>
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Institute of Finance and Accounting <London>
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International Workshop on Statistics and Finance <1999, Hongkong>
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Internationaler Währungsfonds / Asia and Pacific Department
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Internationaler Währungsfonds / Western Hemisphere Department
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Manchester Business School
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Springer International Publishing
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The Wharton Financial Institutions Center
1
University of California, San Diego / Department of Economics
1
University of Cambridge / Department of Applied Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
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Journal of econometrics
169
Discussion paper / Tinbergen Institute
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Energy economics
72
International journal of forecasting
66
Economic modelling
65
Journal of empirical finance
63
Finance research letters
56
Economics letters
55
Econometric reviews
43
Journal of forecasting
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
The North American journal of economics and finance : a journal of financial economics studies
38
Applied economics
37
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
International review of economics & finance : IREF
32
International review of financial analysis
32
CREATES research paper
31
Journal of financial econometrics
31
Journal of risk and financial management : JRFM
28
Computational economics
27
Working paper
27
Research in international business and finance
25
SFB 649 discussion paper
23
Econometric theory
22
Econometrics : open access journal
21
International journal of theoretical and applied finance
21
The econometrics journal
20
Applied economics letters
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Journal of economic dynamics & control
18
Applied financial economics
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CESifo working papers
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CAMA working paper series
16
International journal of economics and financial issues : IJEFI
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Journal of financial economics
16
Journal of international financial markets, institutions & money
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Economics working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
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ECONIS (ZBW)
4,147
EconStor
78
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
2
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1
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
Saved in:
2
On the modeling of financial time series
Kutergin, Aleksey
;
Filimonov, Vladimir
- In:
Financial econometrics and empirical market microstructure
,
(pp. 131-151)
.
2015
Persistent link: https://www.econbiz.de/10011326692
Saved in:
3
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
4
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
5
Do bitcoins follow a random walk model?
Aggarwal, Divya
- In:
Research in economics : an international review of economics
73
(
2019
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10012305863
Saved in:
6
A new statistic to capture the level dependence in stock price volatility
Padmakumari, Lakshmi
;
Maheswaran, S.
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 355-362
Persistent link: https://www.econbiz.de/10011792503
Saved in:
7
Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.
;
Kumari, Jyoti
- In:
Journal of Asia Pacific business
16
(
2015
)
2
,
pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
Saved in:
8
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2008
Persistent link: https://www.econbiz.de/10003850869
Saved in:
9
Forecasting random walks under drift instability
Pesaran, M. Hashem
(
contributor
);
Pick, Andreas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003711763
Saved in:
10
Modelling financial time series
Taylor, Stephen
-
2007
-
2. edition
Persistent link: https://www.econbiz.de/10003553502
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