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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Share price
ARCH-Modell
Estimation theory
110
Schätztheorie
110
Estimation
34
Schätzung
34
Time series analysis
30
Zeitreihenanalyse
30
Volatility
24
Volatilität
24
ARCH model
22
Börsenkurs
14
Capital income
14
Kapitaleinkommen
14
Cointegration
12
Kointegration
12
Forecasting model
11
Market microstructure
11
Marktmikrostruktur
11
Prognoseverfahren
11
Regression analysis
11
Regressionsanalyse
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Risikomaß
10
Risk measure
10
Exchange rate
9
Theorie
9
Theory
9
Wechselkurs
9
Correlation
8
Korrelation
8
Stochastic process
7
Stochastischer Prozess
7
Aktienmarkt
5
Analysis of variance
5
Autocorrelation
5
Autokorrelation
5
Multivariate Analyse
5
Multivariate analysis
5
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Free
14
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5
Type of publication
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Article
30
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
30
Language
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English
30
Author
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Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Abdurehman, Abderezak Ali
1
Ahlgren, Niklas
1
Antell, Jan
1
Audrino, Francesco
1
Balter, Janine
1
Belasri, Yassine
1
Caldeira, João F.
1
Chen, Yi-ting
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Di, Jianing
1
Dritsaki, Chaido
1
Ellaia, Rachid
1
Engle, Robert F.
1
Fauzel, Sheereen
1
Gangopadhyay, Ashis
1
Gyamfi, Emmanuel Numapau
1
Haag, Berthold R.
1
Habbe, Abdul Hamid
1
Hacilar, Samet
1
Hamzaoui, Nessrine
1
Hassler, Uwe
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
Moon, Seongman
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Peiro, Amado
1
Pelletier, Denis
1
Regaieg, Boutheina
1
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International journal of economics and financial issues : IJEFI
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Econometric theory
36
Economics letters
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
20
Journal of banking & finance
18
Finance research letters
17
Econometric reviews
16
Journal of forecasting
16
Economic modelling
14
International journal of forecasting
14
The econometrics journal
14
Journal of risk
12
Applied economics
11
Econometrics : open access journal
11
Journal of financial econometrics
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of time series econometrics
10
Journal of mathematical finance
9
Applied economics letters
8
International review of financial analysis
8
Quantitative finance
8
Computational economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Annals of financial economics
6
Applied financial economics
6
International Journal of Energy Economics and Policy : IJEEP
6
International journal of economics and finance
6
International review of economics & finance : IREF
6
Review of quantitative finance and accounting
6
The European journal of finance
6
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ECONIS (ZBW)
30
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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
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
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
Saved in:
7
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:
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 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
Saved in:
10
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
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