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Volatility
Schätztheorie
35,894
Estimation theory
35,267
Zeitreihenanalyse
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Time series analysis
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Theorie
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Theory
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4,239
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59
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46
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37
Härdle, Wolfgang
36
Bollerslev, Tim
34
Gil-Alaña, Luis A.
33
Gupta, Rangan
33
Todorov, Viktor
28
Andersen, Torben
27
Hafner, Christian M.
26
Lucas, André
25
Tauchen, George Eugene
25
Kumar, Dilip
23
Li, Jia
23
Asai, Manabu
22
Dijk, Dick van
21
Sibbertsen, Philipp
21
Diebold, Francis X.
20
Hautsch, Nikolaus
20
Rodriguez, Gabriel
20
Brandt, Michael W.
19
Chan, Joshua
19
Teräsvirta, Timo
19
Caporin, Massimiliano
18
Chang, Chia-Lin
18
Kim, Donggyu
18
Maheswaran, S.
17
Cavaliere, Giuseppe
16
Hallin, Marc
16
Hansen, Peter Reinhard
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Li, Yingying
16
Liu, Zhi
16
Meddahi, Nour
16
Swanson, Norman R.
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Bauwens, Luc
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Centre for Growth and Business Cycle Research <Manchester>
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Ekonomiska forskningsinstitutet <Stockholm>
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Gottfried Wilhelm Leibniz Universität Hannover
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Econometrisch Instituut <Rotterdam>
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Springer Fachmedien Wiesbaden
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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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International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
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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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Nihon Keizai Shinbunsha
1
Nikkei Econophysics Symposium <2, 2002, Tokio>
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
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
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Journal of econometrics
162
Discussion paper / Tinbergen Institute
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Energy economics
72
Economic modelling
68
International journal of forecasting
67
Journal of empirical finance
62
Finance research letters
56
Economics letters
54
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
37
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
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
The econometrics journal
20
Applied economics letters
19
International journal of theoretical and applied finance
19
Journal of economic dynamics & control
18
Applied financial economics
17
CESifo working papers
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CAMA working paper series
16
International journal of economics and financial issues : IJEFI
16
Journal of financial economics
16
Journal of international financial markets, institutions & money
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Economics working paper
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
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ECONIS (ZBW)
4,146
EconStor
6
RePEc
2
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1
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
2
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:
3
A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809491
Saved in:
4
The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
El Din, Tarek Mohy
-
1997
Persistent link: https://www.econbiz.de/10000623956
Saved in:
5
Modeling volatility dynamics
Diebold, Francis X.
;
Lopez, Jose A.
-
1995
Persistent link: https://www.econbiz.de/10000587223
Saved in:
6
Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151421
Saved in:
7
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000668367
Saved in:
8
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:
9
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
10
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
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