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subject:"Börsenkurs"
subject:"Stock market"
~isPartOf:"Economic modelling"
~isPartOf:"The review of financial studies"
~source:"econis"
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Börsenkurs
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Estimation theory
160
Schätztheorie
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Estimation
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Theorie
34
Theory
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Time series analysis
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Kumar, Dilip
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Petersen, Mitchell A.
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Economic modelling
The review of financial studies
Journal of econometrics
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Economics letters
11
Journal of empirical finance
11
Cambridge working papers in economics
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Journal of banking & finance
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International journal of economics and financial issues : IJEFI
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Journal of financial and quantitative analysis : JFQA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of forecasting
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Quantitative finance
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The journal of finance : the journal of the American Finance Association
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Finance research letters
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International review of financial analysis
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Journal of financial economics
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NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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CESifo working papers
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
3
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
4
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
5
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
6
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
7
Common trends and common cycles in stock markets
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
- In:
Economic modelling
35
(
2013
),
pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
Saved in:
8
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
9
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
10
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
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