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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Discussion paper / A"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Autocorrelation"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Autocorrelation
Estimation theory
87
Schätztheorie
87
Estimation
22
Schätzung
22
Theorie
22
Theory
22
Time series analysis
14
Zeitreihenanalyse
14
ARCH model
11
ARCH-Modell
11
Cointegration
10
Kointegration
10
Börsenkurs
9
Exchange rate
9
Share price
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United Kingdom
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Volatility
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Wechselkurs
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Regression analysis
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Regressionsanalyse
7
Capital income
5
Kapitaleinkommen
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Forecasting model
4
Private consumption
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Privater Konsum
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Prognoseverfahren
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Aktienindex
3
Aktienmarkt
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Autokorrelation
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Consumption theory
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Exchange Rate
3
Geldpolitik
3
Inflation
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Konsumtheorie
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Monetary policy
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Nichtparametrisches Verfahren
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Non-commercial literature
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English
21
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Hildenbrand, Werner
4
Härdle, Wolfgang
2
Jerison, Michael
2
Badooei, Yaser Sistani
1
Belasri, Yassine
1
Chai, Gen-xiang
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Dritsaki, Chaido
1
Ellaia, Rachid
1
Gyamfi, Emmanuel Numapau
1
Hamzaoui, Nessrine
1
Heid, Frank
1
Hildenbrand, Kurt
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Islam, Saiful
1
Kalai, Lamia
1
Kneip, Alois
1
Kyei, Kwabena A.
1
Li, Zhu-yu
1
Liu, Hung-Chun
1
Mahmodpour, Kamran
1
Marron, James Stephen
1
Mohseni, Hadiseh
1
Peiro, Amado
1
Regaieg, Boutheina
1
Saddique, Shamila
1
Sahara, Sahara
1
Schmidt, Heike
1
Schmitz, Heinz-Peter
1
Sinaga, Antonya Rumondang
1
Sofia, Diani Aliya
1
Tianqiong, Wang
1
Veismoradi, Saman
1
Wang, Jying-Nan
1
Yang, Shu
1
Šarīf, Marwa aš-
1
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
2
Deutsche Forschungsgemeinschaft
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
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Discussion paper / A
International journal of economics and financial issues : IJEFI
Journal of econometrics
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
63
Econometric reviews
52
Econometric theory
47
Discussion paper / Tinbergen Institute
41
Journal of empirical finance
27
The econometrics journal
27
Economic modelling
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
21
International journal of forecasting
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of banking & finance
17
Oxford bulletin of economics and statistics
17
Quantitative finance
17
Applied economics letters
16
Econometrics : open access journal
16
Journal of financial econometrics
16
Cowles Foundation discussion paper
15
Finance research letters
14
Journal of forecasting
14
NBER Working Paper
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
Regional science & urban economics
13
Journal of applied econometrics
12
Journal of risk and financial management : JRFM
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / National Bureau of Economic Research, Inc.
12
CESifo working papers
11
Discussion paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers in economics
11
NBER working paper series
11
Applied economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
21
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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
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:
3
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:
4
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:
5
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:
6
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:
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
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:
9
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
Saved in:
10
Modeling stock market returns under self-exciting threshold autoregressive model : evidence from West Africa
Gyamfi, Emmanuel Numapau
;
Kyei, Kwabena A.
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1194-1199
Persistent link: https://www.econbiz.de/10011698077
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