//--> //--> //--> //-->
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
isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of forecasting"
~subject:"Arbitrage"
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 theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Arbitrage
Estimation theory
191
Schätztheorie
191
Forecasting model
75
Prognoseverfahren
75
Theorie
69
Theory
69
Time series analysis
66
Zeitreihenanalyse
66
Estimation
43
Schätzung
43
ARCH model
22
ARCH-Modell
22
Börsenkurs
22
Regression analysis
22
Regressionsanalyse
22
Share price
22
USA
22
United States
22
Volatility
21
Capital income
19
Kapitaleinkommen
19
CAPM
16
Exchange rate
14
Wechselkurs
14
Cointegration
13
Kointegration
13
Aktienmarkt
6
Autocorrelation
6
Autokorrelation
6
Causality analysis
6
Correlation
6
Kausalanalyse
6
Korrelation
6
Markov chain
6
Markov-Kette
6
Robust statistics
6
Robustes Verfahren
6
Stock market
6
Bayes-Statistik
5
more ...
less ...
Online availability
All
Free
8
Undetermined
5
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Taylor, James W.
2
Abraham, Bovas
1
Alizadeh, Sassan
1
Balakrishna, N.
1
Belasri, Yassine
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Chen, Bei
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Diebold, Francis X.
1
Ellaia, Rachid
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
Hamzaoui, Nessrine
1
He, Mengxi
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Hu, Yu-pin
1
Huang, Roger D.
1
Jeon, Jooyoung
1
Jo, Hoje
1
Jorion, Philippe
1
Kalai, Lamia
1
Ke, Tsung-han
1
Li, Zhenwei
1
Liu, Hung-Chun
1
Liu, Xiaoquan
1
Ma, Zhiren
1
Nelson, Daniel B.
1
Nonejad, Nima
1
Preminger, Arie
1
Regaieg, Boutheina
1
Saddique, Shamila
1
Sahara, Sahara
1
Shukla, Ravi
1
Sinaga, Antonya Rumondang
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
International journal of economics and financial issues : IJEFI
Journal of forecasting
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
27
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
CREATES research paper
15
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
14
Journal of financial econometrics
14
Journal of banking & finance
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
SFB 649 discussion paper
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
Journal of mathematical finance
7
NBER Working Paper
7
Working papers
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Documento de trabajo
6
Handbook of financial time series
6
International journal of financial engineering
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Working paper / National Bureau of Economic Research, Inc.
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
3
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
4
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:
5
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Exchange rate volatility and central bank actions in Egypt : generalized autoregressive conditional heteroscedasticity analysis
Šarīf, Marwa aš-
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1209-1216
Persistent link: https://www.econbiz.de/10011698097
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->