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subject:"Share price"
subject:"Volatilität"
~isPartOf:"Applied economics"
~subject:"Estimation"
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Share price
Volatilität
Estimation
Estimation theory
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Schätztheorie
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49
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43
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35
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Kim, Jong-Min
2
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2
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Applied economics
Journal of econometrics
294
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
Economics letters
129
Econometric reviews
68
Economic modelling
61
Applied economics letters
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of banking & finance
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International journal of forecasting
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Finance research letters
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The review of economics and statistics
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European journal of operational research : EJOR
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Energy economics
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk
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The empirical economics letters : a monthly international journal of economics
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The journal of finance : the journal of the American Finance Association
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International journal of theoretical and applied finance
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American journal of agricultural economics
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ECONIS (ZBW)
48
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1
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
2
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
3
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
4
Measuring the gender wage gap : a methodological note
Maczulskij, Terhi
;
Nyblom, Jukka
- In:
Applied economics
52
(
2020
)
21
,
pp. 2239-2249
Persistent link: https://www.econbiz.de/10012197689
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5
Modelling the heterogeneous effects of stocking rate on dairy production : an application of unconditional quantile regression with fixed effects
Ma, Wanglin
;
Renwick, Alan
;
Greig, Bruce
- In:
Applied economics
51
(
2019
)
43
,
pp. 4769-4780
Persistent link: https://www.econbiz.de/10012197071
Saved in:
6
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
Saved in:
7
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
8
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
9
Trading by estimating the quantized forward distribution
Ceffer, Attila
;
Fogarasi, Norbert
;
Levendovszky, Janos
- In:
Applied economics
50
(
2018
)
59
,
pp. 6397-6405
Persistent link: https://www.econbiz.de/10012063433
Saved in:
10
Unemployment and output dynamics in CIS countries : Okun's law revisited
Ibragimov, Marat
;
Ibragimov, Rustam Ju.
- In:
Applied economics
49
(
2017
)
34/36
,
pp. 3453-3479
Persistent link: https://www.econbiz.de/10011775444
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