//--> //--> //--> //-->
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"
~subject:"Unit root test"
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
Unit root test
Estimation theory
194
Schätztheorie
194
Estimation
49
Schätzung
49
Theorie
48
Theory
48
Time series analysis
39
Zeitreihenanalyse
39
ARCH model
17
ARCH-Modell
17
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Statistical distribution
14
Statistische Verteilung
14
Forecasting model
13
Prognoseverfahren
13
Volatilität
13
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Regression analysis
12
Regressionsanalyse
12
Panel
11
Panel study
11
USA
11
United States
11
Cointegration
10
Einheitswurzeltest
10
Kointegration
10
Welt
9
World
9
Börsenkurs
7
Capital income
7
Consumption theory
7
Correlation
7
Economic growth
7
Kapitaleinkommen
7
Kaufkraftparität
7
Konsumtheorie
7
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Kim, Jong-Min
2
Abutaleb, Ahmed S.
1
Aoki, Takaaki
1
Bampinas, Georgios
1
Bishwal, Jaya Prakasah Narayan
1
Chen, W. D.
1
Chun, Sungju
1
Emirmahmutoglu, Furkan
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Ginama, Isamu
1
Ginley, Matthew
1
Gumbo, Victor
1
Halkos, George E.
1
Hung, Jui-cheng
1
Hwang, Sun Young
1
Jung, Hojin
1
Karakus, Mustafa C.
1
Kevork, Ilias S.
1
Koulis, Theodoro
1
Ladopoulos, Konstantinos
1
Lee, Jun-de
1
Liu, Yaobin
1
Lopes, Artur C. B. da Silva
1
Lou, Tien-wei
1
Mishra, Ankita
1
Mishra, Vinod
1
Mundia, Simon
1
Ngunyi, Anthony
1
Odaki, Mitsuhiro
1
Okunade, Albert A.
1
Omari, Cyprian Ondieki
1
Omay, Tolga
1
Panagiōtidēs, Theodōros
1
Papaioannou, Michael G.
1
Paseka, Alexander
1
Perron, Pierre
1
Qin, Li
1
Razzak, Weshah A.
1
more ...
less ...
Published in...
All
Applied economics
Journal of mathematical finance
Journal of econometrics
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Economics letters
39
Econometric theory
34
Econometric reviews
29
Applied economics letters
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of empirical finance
22
Economic modelling
20
The econometrics journal
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Quantitative finance
15
Econometrics : open access journal
14
Finance research letters
14
International journal of forecasting
14
Journal of banking & finance
14
Journal of financial econometrics
14
International journal of theoretical and applied finance
13
Journal of risk and financial management : JRFM
12
Journal of time series econometrics
12
Computational economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of economics and finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of financial engineering
6
Journal of applied econometrics
6
Journal of quantitative economics
6
Oxford bulletin of economics and statistics
6
Applied financial economics
5
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
Cogent economics & finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
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
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
3
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
4
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:
5
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:
6
Re-examination of convergence hypothesis among Indian states in panel stationarity testing framework with structural breaks
Mishra, Ankita
;
Mishra, Vinod
- In:
Applied economics
50
(
2018
)
3
,
pp. 268-286
Persistent link: https://www.econbiz.de/10011846815
Saved in:
7
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
8
Production smoothing in developed countries
Ginama, Isamu
;
Odaki, Mitsuhiro
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 333-350
Persistent link: https://www.econbiz.de/10011673922
Saved in:
9
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
10
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->