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subject:"Germany"
subject:"Zins"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"ARCH model"
~subject:"Autocorrelation"
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Search: subject_exact:"Estimation theory"
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Germany
Zins
ARCH model
Autocorrelation
Estimation theory
37
Schätztheorie
37
Estimation
19
Schätzung
19
ARCH-Modell
11
Cointegration
10
Kointegration
10
Time series analysis
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Aktienindex
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Ankündigungseffekt
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Announcement effect
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Autoregressive Conditional Heteroscedasticity
2
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English
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Abdurehman, Abderezak Ali
1
Badooei, Yaser Sistani
1
Belasri, Yassine
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Dritsaki, Chaido
1
Ellaia, Rachid
1
Fauzel, Sheereen
1
Gyamfi, Emmanuel Numapau
1
Hacilar, Samet
1
Hamzaoui, Nessrine
1
Hersugondo
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Kyei, Kwabena A.
1
Laksana, Rio Dhani
1
Li, Xingye
1
Liu, Hung-Chun
1
Mahmodpour, Kamran
1
Mohseni, Hadiseh
1
Peiro, Amado
1
Regaieg, Boutheina
1
Rudy, R.
1
Sahara, Sahara
1
Sinaga, Antonya Rumondang
1
Sofia, Diani Aliya
1
Veismoradi, Saman
1
Wahyudi, Sugeng
1
Wang, Jying-Nan
1
Xu, Rong
1
Šarīf, Marwa aš-
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International journal of economics and financial issues : IJEFI
Journal of econometrics
128
Econometric theory
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
60
Econometric reviews
44
Discussion paper / Tinbergen Institute
34
The econometrics journal
28
Journal of empirical finance
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Applied economics letters
19
International journal of forecasting
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
CREATES research paper
17
Economic modelling
17
Applied economics
15
Econometrics : open access journal
15
Europäische Hochschulschriften / 5
15
Finance research letters
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Cowles Foundation discussion paper
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Discussion papers of interdisciplinary research project 373
14
Journal of forecasting
14
Journal of time series econometrics
14
Discussion paper
13
Journal of risk
13
Regional science & urban economics
13
Discussion paper series / IZA
11
NBER Working Paper
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
CESifo working papers
10
Cowles Foundation Discussion Paper
10
Discussion paper / Center for Economic Research, Tilburg University
10
Discussion paper / Centre for Economic Forecasting
10
Journal of banking & finance
10
Journal of risk and financial management : JRFM
10
The North American journal of economics and finance : a journal of financial economics studies
10
CORE discussion papers : DP
9
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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
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
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:
7
The comparative comparison of exchange rate models
Mahmodpour, Kamran
;
Badooei, Yaser Sistani
;
Mohseni, Hadiseh
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 380-385
Persistent link: https://www.econbiz.de/10011695482
Saved in:
8
A generalized autoregressive conditional heteroscedastic approach for the assessment of weak-form-efficiency and seasonality effect : evidence from Mauritius
Fauzel, Sheereen
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 745-755
Persistent link: https://www.econbiz.de/10011697358
Saved in:
9
Changes in the unconditional variance and autoregressive conditional heteroscedasticity
Peiro, Amado
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1338-1343
Persistent link: https://www.econbiz.de/10011774855
Saved in:
10
The relationship between exchange rate and inflation : an empirical study of Turkey
Abdurehman, Abderezak Ali
;
Hacilar, Samet
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1454-1459
Persistent link: https://www.econbiz.de/10011775167
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