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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Panel"
~subject:"Prognoseverfahren"
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Estimation
Volatilität
Panel
Prognoseverfahren
Estimation theory
37
Schätztheorie
37
Schätzung
19
ARCH model
11
ARCH-Modell
11
Cointegration
10
Kointegration
10
Time series analysis
10
Zeitreihenanalyse
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Börsenkurs
8
Exchange rate
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Share price
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Volatility
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Wechselkurs
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Capital income
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Kapitaleinkommen
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Regression analysis
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Regressionsanalyse
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Aktienindex
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Aktienmarkt
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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 study
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Stock index
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Stock market
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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
Giri, Arun Kumar
1
Guo, Zi-Yi
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hachem, Mahmoud
1
Hacilar, Samet
1
Hamzaoui, Nessrine
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Kalai, Lamia
1
Kyei, Kwabena A.
1
Liu, Hung-Chun
1
Mohapatra, Geetilaxmi
1
Nabihah Binti Aminaddin
1
Nikbin, Behnam
1
Nurfadhilah Binti Abu Hasan
1
Oon Kam Hoe
1
Panahi, Saman
1
Pasaribu, Syamsul Hidayat
1
Rafindadi, Abdulkadir Abdulrashid
1
Regaieg, Boutheina
1
Rooderick, September
1
Saddique, Shamila
1
Sahara, Sahara
1
Shastri, Shruti
1
Sinaga, Antonya Rumondang
1
Sofia, Diani Aliya
1
Tianqiong, Wang
1
Tripathy, Nalini Prava
1
Uyar, Burak
1
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International journal of economics and financial issues : IJEFI
Journal of econometrics
436
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
225
Economics letters
205
Econometric reviews
131
International journal of forecasting
121
Journal of forecasting
83
Discussion paper / Tinbergen Institute
80
CEMMAP working papers / Centre for Microdata Methods and Practice
77
Applied economics letters
76
Discussion paper series / IZA
76
The econometrics journal
75
Economic modelling
72
Working paper / Department of Econometrics and Business Statistics, Monash University
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
NBER Working Paper
66
Econometric theory
65
NBER working paper series
62
Applied economics
56
CESifo working papers
55
Working paper
54
Journal of applied econometrics
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Journal of empirical finance
46
Econometrics : open access journal
44
IZA Discussion Paper
42
Working paper / National Bureau of Economic Research, Inc.
42
Discussion paper
41
Journal of banking & finance
40
Journal of the American Statistical Association : JASA
40
CREATES research paper
39
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
Computational economics
37
Quantitative economics : QE ; journal of the Econometric Society
34
Cambridge working papers in economics
33
Discussion papers / CEPR
33
European journal of operational research : EJOR
33
Finance research letters
32
Insurance / Mathematics & economics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
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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
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:
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
Toda-Yamamoto causality test between inflation and nominal interest rates : evidence from three countries of Europe
Dritsaki, Chaido
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 120-129
Persistent link: https://www.econbiz.de/10011948274
Saved in:
6
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:
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
Order flow and exchange rate dynamics in continuous time : new evidence from martingale regression
Guo, Zi-Yi
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 507-512
Persistent link: https://www.econbiz.de/10011789341
Saved in:
9
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:
10
Estimation error of earnings information : a test of representativeness and anchoring-adjustment heuristic
Habbe, Abdul Hamid
- In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 224-233
Persistent link: https://www.econbiz.de/10011784484
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