//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Journal of mathematical finance"
~person:"Kim, Jong-Min"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Schätztheorie
3
Directional dependence
2
Time series analysis
2
Volatilität
2
Zeitreihenanalyse
2
Börsenkurs
1
Capital income
1
Correlation
1
DCC-GARCH
1
Estimation
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
Kapitaleinkommen
1
Korrelation
1
Multivariate Verteilung
1
Multivariate distribution
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Schätzung
1
Share price
1
beta regression model
1
copula
1
dynamic conditional correlation
1
forecasting
1
functional ARCH model
1
time-varying parameter
1
time-varying partial correlation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Kim, Jong-Min
Abutaleb, Ahmed S.
1
Bampinas, Georgios
1
Bishwal, Jaya Prakasah Narayan
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Ginley, Matthew
1
Gumbo, Victor
1
Hung, Jui-cheng
1
Hwang, Sun Young
1
Jung, Hojin
1
Koulis, Theodoro
1
Ladopoulos, Konstantinos
1
Lee, Jun-de
1
Lou, Tien-wei
1
Mundia, Simon
1
Ngunyi, Anthony
1
Omari, Cyprian Ondieki
1
Panagiōtidēs, Theodōros
1
Papaioannou, Michael G.
1
Paseka, Alexander
1
Qin, Li
1
Razzak, Weshah A.
1
Scott, David W.
1
Siziba, Simiso
1
Thavaneswaran, Aerambamoorthy
1
Wang, Yi-hsien
1
more ...
less ...
Published in...
All
Applied economics
Journal of mathematical finance
Economics letters
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->