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subject:"ARCH-Modell"
subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Estimation theory"
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ARCH-Modell
Volatilität
Estimation theory
26
Schätztheorie
26
Estimation
12
Schätzung
12
Volatility
11
ARCH model
9
Time series analysis
9
Zeitreihenanalyse
9
Börsenkurs
6
Share price
6
Forecasting model
5
Prognoseverfahren
5
Risikomaß
5
Risk measure
5
Capital income
4
Kapitaleinkommen
4
Regression analysis
4
Regressionsanalyse
4
GARCH
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Portfolio selection
3
Portfolio-Management
3
Statistical distribution
3
Statistische Verteilung
3
Yield curve
3
Zinsstruktur
3
Aktienindex
2
Correlation
2
Inflation
2
Korrelation
2
Market microstructure
2
Marktmikrostruktur
2
Method of moments
2
Momentenmethode
2
Regime-switching estimation
2
Risikomanagement
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Risk management
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Article in journal
Sammelwerk
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13
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English
13
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Alañón Pardo, Ángel
1
Arize, Augustine Chuck
1
Auer, Benjamin R.
1
Chen, Cathy W. S.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Guillén, Montserrat
1
Horváth, Roman
1
Kumar, Satish
1
Kunitomo, Naoto
1
Li, Leon
1
Li, Mingge
1
Lin, Tsai-Yu
1
Liu, Qiang
1
Liu, Yiqi
1
Liu, Zhi
1
Moneva, J. M.
1
Ortas, E.
1
Perote, Javier
1
Salvador, Manuel
1
Sato, Seisho
1
Syu, Fong-Yi
1
Vidal-Llana, Xenxo
1
Wang, Li
1
Wu, Yuehua
1
Ye, Wuyi
1
Ñíguez, Trino-Manuel
1
Šopov, Boril
1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Econometric theory
48
Economics letters
38
Econometric reviews
31
Journal of empirical finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The econometrics journal
20
Economic modelling
19
International journal of forecasting
18
Finance research letters
17
Journal of banking & finance
17
Journal of financial econometrics
17
Journal of forecasting
16
Quantitative finance
15
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
Applied economics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometrics : open access journal
12
Computational economics
11
Journal of mathematical finance
11
Journal of time series econometrics
11
Applied economics letters
10
Finance and stochastics
8
The European journal of finance
8
International Journal of Energy Economics and Policy : IJEEP
7
Journal of economic dynamics & control
7
Applied financial economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of financial engineering
6
The journal of risk model validation
6
Annals of financial economics
5
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
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ECONIS (ZBW)
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1
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
2
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
3
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
4
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
5
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
6
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
7
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
8
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
9
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
10
Evidence of information transmission across currency futures markets using frequency domain tests
Kumar, Satish
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 319-327
Persistent link: https://www.econbiz.de/10011672977
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