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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of forecasting"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Share price
ARCH-Modell
Estimation theory
160
Schätztheorie
160
Forecasting model
75
Prognoseverfahren
75
Time series analysis
64
Zeitreihenanalyse
64
Theorie
45
Theory
45
Estimation
37
Schätzung
37
ARCH model
22
Regression analysis
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Regressionsanalyse
21
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18
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Robustes Verfahren
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Article
30
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Article in journal
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30
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English
30
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Abdurehman, Abderezak Ali
1
Abraham, Bovas
1
An, Yang
1
Ardia, David
1
Atici, Kazim Baris
1
Balakrishna, N.
1
Belasri, Yassine
1
Blanco-Fernández, Ángela
1
Chan, Ngai Hang
1
Chen, Bei
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Dritsaki, Chaido
1
Ellaia, Rachid
1
Enginar, Onur
1
Fauzel, Sheereen
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hacilar, Samet
1
Hamzaoui, Nessrine
1
Harvey, David I.
1
He, Mengxi
1
Hersugondo
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Hu, Yu-pin
1
Iqbal, Farhat
1
Ke, Tsung-han
1
Kolly, Jeremy
1
Kurek, Bartosz
1
Kyei, Kwabena A.
1
Laksana, Rio Dhani
1
Leybourne, Stephen James
1
Li, Xingye
1
Li, Yushu
1
Li, Zhenwei
1
Liu, Hung-Chun
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International journal of economics and financial issues : IJEFI
Journal of forecasting
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 financial econometrics : official journal of the Society for Financial Econometrics
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
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
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
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
5
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
6
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:
7
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:
8
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:
9
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:
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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