//--> //--> //-->
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
accessRights:"restricted"
person:"Constant, Amelie"
~person:"Jawadi, Fredj"
~person:"Narayan, Paresh Kumar"
~subject:"ARCH-Modell"
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
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Estimation
58
Schätzung
58
Börsenkurs
26
Share price
26
Capital income
22
Kapitaleinkommen
22
Forecasting model
21
Prognoseverfahren
21
Aktienmarkt
15
Stock market
15
Theorie
15
Theory
15
Volatility
15
Volatilität
15
Time series analysis
12
Zeitreihenanalyse
12
Panel
11
Panel study
11
Regression analysis
10
Regressionsanalyse
10
ARCH model
8
Deutschland
8
Germany
8
Predictability
8
Nichtlineare Regression
6
Nonlinear regression
6
Panel data
6
Risikoprämie
6
Risk premium
6
Predictive regression
5
Stock returns
5
Exchange rate
4
Immigration
4
Risiko
4
Risk
4
Wechselkurs
4
Welt
4
World
4
Anlageverhalten
3
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
1
Book section
1
Language
All
English
8
Author
All
Constant, Amelie
Jawadi, Fredj
Narayan, Paresh Kumar
Ma, Feng
15
Gupta, Rangan
14
Kumar, Dilip
11
Bouri, Elie
10
Wu, Xinyu
10
Yoon, Seong-min
9
Nonejad, Nima
8
Tiwari, Aviral Kumar
8
Brooks, Robert
7
Huang, Zhuo
7
Malik, Farooq
7
Zhang, Yaojie
7
Bahmani-Oskooee, Mohsen
6
Chiang, Thomas C.
6
Francq, Christian
6
Hamori, Shigeyuki
6
Lee, Chien-chiang
6
Lu, Xinjie
6
Serletis, Apostolos
6
Shi, Yanlin
6
Wei, Yu
6
Xuan Vinh Vo
6
Balcilar, Mehmet
5
Chen, Cathy W. S.
5
Chevallier, Julien
5
Floros, Christos
5
Ftiti, Zied
5
Kang, Sang Hoon
5
Kim, Jong-Min
5
Wang, Tianyi
5
Zakoïan, Jean-Michel
5
Antonakakis, Nikolaos
4
Apergēs, Nikolaos
4
Blazsek, Szabolcs
4
Chang, Kuang-Liang
4
Choudhry, Taufiq
4
Das, Debojyoti
4
Degiannakis, Stavros
4
Do, Hung Xuan
4
more ...
less ...
Published in...
All
Econometric reviews
2
Journal of international financial markets, institutions & money
2
Computational economics
1
Decision making and risk/return optimization in financial economics
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
2
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
3
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
4
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied
;
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
Saved in:
5
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
6
Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Narayan, …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
Saved in:
7
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
8
Intraday jumps and trading volume : a nonlinear Tobit specification
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1167-1186
Persistent link: https://www.econbiz.de/10011596214
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->