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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Capital income"
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Volatility
Capital income
Estimation theory
128
Schätztheorie
128
Estimation
36
Schätzung
36
Time series analysis
33
Zeitreihenanalyse
33
Volatilität
32
ARCH model
22
ARCH-Modell
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Börsenkurs
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Kapitaleinkommen
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Share price
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Market microstructure
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Marktmikrostruktur
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Stochastic process
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Stochastischer Prozess
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Theorie
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Theory
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Regressionsanalyse
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Risikomaß
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Risk measure
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Option pricing theory
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Optionspreistheorie
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Exchange rate
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Wechselkurs
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Correlation
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Korrelation
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Noise trading
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English
42
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Härdle, Wolfgang
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Azencott, Robert
1
Balter, Janine
1
Belasri, Yassine
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Jiaqin
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Corsi, Fulvio
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Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Ellaia, Rachid
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Fukasawa, Masaaki
1
Galbraith, John W.
1
Gao, Kun
1
Ghysels, Eric
1
Gloter, Arnaud
1
Gyamfi, Emmanuel Numapau
1
Hafner, Christian M.
1
Hamzaoui, Nessrine
1
Hassler, Uwe
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Herwartz, Helmut
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Horváth, Lajos
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Hosseinzadeh, Maryam
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Hsu, Yuan-Teng
1
Ikeda, Shin S.
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Janus, Paweł
1
Kalai, Lamia
1
Kokoszka, Piotr
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Kyei, Kwabena A.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance and stochastics
International journal of economics and financial issues : IJEFI
Journal of econometrics
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Journal of empirical finance
34
Economics letters
33
Discussion paper / Tinbergen Institute
28
Econometric reviews
23
Finance research letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Economic modelling
18
Journal of banking & finance
18
Quantitative finance
17
CREATES research paper
16
Journal of financial econometrics
16
Journal of forecasting
16
Econometric theory
15
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
International journal of forecasting
14
The econometrics journal
13
Econometrics : open access journal
12
Journal of financial economics
12
NBER Working Paper
12
The European journal of finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of mathematical finance
11
SFB 649 discussion paper
11
Working paper / National Bureau of Economic Research, Inc.
11
Computational economics
10
NBER working paper series
10
The review of financial studies
10
Journal of financial and quantitative analysis : JFQA
9
Journal of risk
9
Working paper
9
Working papers
9
Cambridge working papers in economics
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
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1
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
2
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
3
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
4
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
5
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
6
Effect of economic announcements on FX fluctuations : testing a unified approach for prediction
Tianqiong, Wang
;
Yang, Shu
;
Saddique, Shamila
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 631-640
Persistent link: https://www.econbiz.de/10011789394
Saved in:
7
Estimation error of earnings information : a test of representativeness and anchoring-adjustment heuristic
In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 224-233
Persistent link: https://www.econbiz.de/10011784484
Saved in:
8
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Saved in:
9
Changes in the unconditional variance and autoregressive conditional heteroscedasticity
Peiro, Amado
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1338-1343
Persistent link: https://www.econbiz.de/10011774855
Saved in:
10
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
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