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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Research in international business and finance"
~subject:"Derivat"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Derivat
Estimation theory
15
Schätztheorie
15
Time series analysis
10
Volatility
7
Volatilität
7
Estimation
5
Exchange rate
4
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4
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Mancino, Maria Elvira
2
Albano, Giuseppina
1
Altıntaş, Halil
1
Alòs, Elisa
1
Cacace, Filippo
1
Degiannakis, Stavros
1
Germani, Alfredo
1
Gozgor, Giray
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Ibhagui, Oyakhilome
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Jacod, Jean
1
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1
Lau, Chi Keung
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Livieri, Giulia
1
Marmi, Stefano
1
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1
Perna, Cira
1
Piontek, Krzysztof
1
Rocca, Michele la
1
Semeyutin, Artur
1
Severino, Federico
1
Thu, Hien Pham
1
Walther, Thomas
1
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Research in international business and finance
Journal of econometrics
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Econometric reviews
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Economics letters
45
International journal of forecasting
38
Journal of time series econometrics
37
Econometric theory
36
Computational economics
24
The econometrics journal
18
Applied economics letters
16
Economic modelling
16
Journal of financial econometrics
13
Applied economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance research letters
11
Journal of forecasting
11
Quantitative finance
11
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Journal of quantitative economics
9
Energy economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of risk
7
Journal of mathematical finance
6
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Insurance / Mathematics & economics
5
International journal of economics and finance
5
Journal of banking & finance
5
European journal of operational research : EJOR
4
International journal of production economics
4
International journal of production research
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
Scandinavian actuarial journal
4
Theoretical economics letters
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1
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
Saved in:
2
Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira
Kassouri, Yacouba
;
Altıntaş, Halil
- In:
Research in international business and finance
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012548194
Saved in:
3
Does the long-run monetary model hold for Sub-Saharan Africa? : a time series and panel-cointegration study
Ibhagui, Oyakhilome
- In:
Research in international business and finance
47
(
2019
),
pp. 279-303
Persistent link: https://www.econbiz.de/10012135734
Saved in:
4
Small sample properties of ML estimator in Vasicek and CIR models : a simulation experiment
Albano, Giuseppina
;
Rocca, Michele la
;
Perna, Cira
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012065150
Saved in:
5
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
6
Estimation of volatility in a high-frequency setting : a short review
Jacod, Jean
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 351-385
Persistent link: https://www.econbiz.de/10012127222
Saved in:
7
Asymptotic results for the Fourier estimator of the integrated quarticity
Livieri, Giulia
;
Mancino, Maria Elvira
;
Marmi, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 471-502
Persistent link: https://www.econbiz.de/10012127239
Saved in:
8
On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo
;
Germani, Alfredo
;
Papi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
Saved in:
9
The one-trading-day-ahead forecast errors of intra-day realized volatility
Degiannakis, Stavros
- In:
Research in international business and finance
42
(
2017
),
pp. 1298-1314
Persistent link: https://www.econbiz.de/10011761003
Saved in:
10
True or spurious long memory in European non-EMU currencies
Walther, Thomas
;
Klein, Tony
;
Thu, Hien Pham
;
Piontek, …
- In:
Research in international business and finance
40
(
2017
),
pp. 217-230
Persistent link: https://www.econbiz.de/10011912762
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