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Volatility
Schätztheorie
35,691
Estimation theory
35,066
Zeitreihenanalyse
29,565
Time series analysis
28,480
Theorie
20,858
Theory
20,203
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9,909
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6,914
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4,511
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4,482
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4,168
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4,146
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4,039
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3,920
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3,793
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2,696
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2,050
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McAleer, Michael
56
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46
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45
Lux, Thomas
37
Härdle, Wolfgang
36
Bollerslev, Tim
34
Gil-Alaña, Luis A.
33
Gupta, Rangan
30
Todorov, Viktor
28
Andersen, Torben
27
Hafner, Christian M.
26
Lucas, André
25
Tauchen, George Eugene
25
Kumar, Dilip
23
Li, Jia
22
Dijk, Dick van
21
Sibbertsen, Philipp
21
Diebold, Francis X.
20
Hautsch, Nikolaus
20
Rodriguez, Gabriel
20
Asai, Manabu
19
Brandt, Michael W.
19
Chan, Joshua
19
Teräsvirta, Timo
19
Chang, Chia-Lin
18
Kim, Donggyu
18
Maheswaran, S.
17
Caporin, Massimiliano
16
Cavaliere, Giuseppe
16
Hallin, Marc
16
Hansen, Peter Reinhard
16
Li, Yingying
16
Meddahi, Nour
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Swanson, Norman R.
16
Bauwens, Luc
15
Liu, Zhi
15
Patton, Andrew J.
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Taylor, Robert
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Bos, Charles S.
14
Hounyo, Ulrich
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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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Ekonomiska forskningsinstitutet <Stockholm>
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Gottfried Wilhelm Leibniz Universität Hannover
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Econometrisch Instituut <Rotterdam>
2
Springer Fachmedien Wiesbaden
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Université de Montréal / Département de sciences économiques
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1
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Business Information Centre <Toronto>
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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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School of Economics <Bundoora, Victoria> / Department of Economics
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer International Publishing
1
The Wharton Financial Institutions Center
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
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University of Exeter / Department of Economics
1
University of Strathclyde / Department of Economics
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Journal of econometrics
160
Discussion paper / Tinbergen Institute
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Energy economics
69
Economic modelling
67
International journal of forecasting
66
Journal of empirical finance
62
Finance research letters
54
Economics letters
53
Econometric reviews
43
Journal of forecasting
41
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
36
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
International review of financial analysis
32
CREATES research paper
31
International review of economics & finance : IREF
31
Journal of financial econometrics
31
Journal of risk and financial management : JRFM
28
Computational economics
26
Working paper
26
SFB 649 discussion paper
23
Research in international business and finance
22
Econometric theory
21
Applied economics letters
19
Econometrics : open access journal
19
International journal of theoretical and applied finance
19
The econometrics journal
19
Journal of economic dynamics & control
18
Applied financial economics
17
CESifo working papers
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CAMA working paper series
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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
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ECONIS (ZBW)
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EconStor
6
RePEc
2
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1
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar
;
Goswami, Anindya
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012028860
Saved in:
2
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
Saved in:
3
Modeling volatility dynamics
Diebold, Francis X.
;
López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000945662
Saved in:
4
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
5
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
6
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
7
Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry
-
1997
Persistent link: https://www.econbiz.de/10000962614
Saved in:
8
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
9
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
10
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
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