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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"ARCH model"
~subject:"Aktienmarkt"
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Estimation
Volatilität
ARCH model
Aktienmarkt
Estimation theory
37
Schätztheorie
37
Schätzung
19
ARCH-Modell
11
Cointegration
10
Kointegration
10
Time series analysis
10
Zeitreihenanalyse
10
Börsenkurs
8
Exchange rate
8
Share price
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Volatility
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Wechselkurs
8
Capital income
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Kapitaleinkommen
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Forecasting model
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Prognoseverfahren
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Regressionsanalyse
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Aktienindex
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Autocorrelation
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Autokorrelation
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Exchange Rate
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Geldpolitik
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Inflation
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Monetary policy
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Panel
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Panel study
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Ankündigungseffekt
2
Announcement effect
2
Autoregressive Conditional Heteroscedasticity
2
Causality analysis
2
Error Correction Model
2
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Dritsaki, Chaido
3
Abdurehman, Abderezak Ali
1
Ahmad, Shabbir
1
Arvas, M. Akif
1
Belasri, Yassine
1
Biyase, Mduduzi
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Dritsaki, Melina
1
Ellaia, Rachid
1
Fauzel, Sheereen
1
Guo, Zi-Yi
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hachem, Mahmoud
1
Hacilar, Samet
1
Hamzaoui, Nessrine
1
Hersugondo
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Kalai, Lamia
1
Kyei, Kwabena A.
1
Laksana, Rio Dhani
1
Li, Xingye
1
Liu, Hung-Chun
1
Nabihah Binti Aminaddin
1
Nikbin, Behnam
1
Nurfadhilah Binti Abu Hasan
1
Oon Kam Hoe
1
Panahi, Saman
1
Pasaribu, Syamsul Hidayat
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Peiro, Amado
1
Rafindadi, Abdulkadir Abdulrashid
1
Regaieg, Boutheina
1
Rooderick, September
1
Rudy, R.
1
Saddique, Shamila
1
Sahara, Sahara
1
Sinaga, Antonya Rumondang
1
Sofia, Diani Aliya
1
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International journal of economics and financial issues : IJEFI
Journal of econometrics
310
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
137
Econometric reviews
79
Econometric theory
68
Applied economics letters
61
Economic modelling
61
Discussion paper / Tinbergen Institute
59
Discussion paper series / IZA
58
NBER Working Paper
55
Applied economics
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
The econometrics journal
45
Journal of empirical finance
42
Working paper / Department of Econometrics and Business Statistics, Monash University
42
Journal of applied econometrics
41
Journal of banking & finance
38
Working paper / National Bureau of Economic Research, Inc.
37
Working paper
36
International journal of forecasting
34
CESifo working papers
33
CREATES research paper
33
IZA Discussion Paper
32
Journal of forecasting
32
Quantitative economics : QE ; journal of the Econometric Society
32
Discussion papers / CEPR
30
Econometrics : open access journal
30
Computational economics
29
Discussion paper
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Journal of the American Statistical Association : JASA
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
SFB 649 discussion paper
26
Finance research letters
25
Journal of financial econometrics
25
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1
The interaction between policy mix in Lebanon : applications of the nonlinear and linear ARDL models
Hachem, Mahmoud
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014251656
Saved in:
2
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:
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
The long-run money demand function : empirical evidence from Italy
Dritsaki, Chaido
;
Dritsaki, Melina
- In:
International journal of economics and financial issues …
10
(
2020
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10012151304
Saved in:
5
Sustainability of the current account : evidence from Pakistan
Ahmad, Shabbir
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 68-72
Persistent link: https://www.econbiz.de/10011786363
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
Macroeconomic fundamental and stock price index in Southeast Asia countries a comparative study
Wahyudi, Sugeng
;
Hersugondo
;
Laksana, Rio Dhani
;
Rudy, R.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 182-187
Persistent link: https://www.econbiz.de/10011786565
Saved in:
8
Boom-bust housing price dynamic : the case of Malaysia
Yip, Chee Yin
;
Woo Kok Hoong
;
Oon Kam Hoe
;
Nabihah …
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 132-138
Persistent link: https://www.econbiz.de/10011823183
Saved in:
9
Determinants of growth in SADC countries : a fixed effect vector decomposition approach
Biyase, Mduduzi
;
Rooderick, September
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 746-751
Persistent link: https://www.econbiz.de/10011833792
Saved in:
10
Study about the minimum value at risk of stock index futures hedging applying exponentially weighted moving average : generalized autoregressive conditional heteroskedasticity mode...
Xu, Rong
;
Li, Xingye
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011948261
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