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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"ARCH model"
~subject:"Commodity derivative"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH model
Commodity derivative
Estimation theory
37
Schätztheorie
37
Time series analysis
9
Volatilität
9
Zeitreihenanalyse
9
Estimation
8
Schätzung
8
ARCH-Modell
7
Forecasting model
7
Prognoseverfahren
7
Oil price
6
Stochastic process
6
Stochastischer Prozess
6
Ölpreis
6
Cointegration
5
Demand
5
Energiekonsum
5
Energy consumption
5
Kointegration
5
Nachfrage
5
Option pricing theory
4
Optionspreistheorie
4
Preiselastizität
4
Price elasticity
4
Benzin
3
Börsenkurs
3
Einkommenselastizität der Nachfrage
3
Electric power industry
3
Elektrizitätswirtschaft
3
Forecasting
3
Gasoline
3
Income elasticity of demand
3
Regression analysis
3
Regressionsanalyse
3
Share price
3
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3
VAR model
3
VAR-Modell
3
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Article
13
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Article in journal
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13
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English
13
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Ambya, Ambya
2
Gunarto, Toto
2
Abramov, Vyacheslav M.
1
Ahadiat, Ayi
1
Algaeed, Abdulaziz Hamad
1
Azhar, Rialdi
1
Biscay, R. J.
1
Darmawan, Arif
1
Elfaki, Faiz A. M.
1
Ginting, Josep
1
Günay, Samet
1
Handika, Rangga
1
Hendrawaty, Ernie
1
Jacquier, Antoine
1
Jiménez, Juan Carlos
1
Kato, Takashi
1
Kesumah, Fajrin Satria Dwi
1
Klebaner, Fima C.
1
Kumari, Jyoti
1
Kunitomo, Naoto
1
Kurisu, Daisuke
1
Mahakud, Jitendra
1
Mijatovi´c, Aleksandar
1
Mustofa Usman
1
Nairobi, Nairobi
1
Ozaki, Tohru
1
Russel, Edwin
1
Sekine, Jun
1
Supriyanto
1
Tresiana, Novita
1
Triandaru, Sigit
1
Virginia, Erica
1
Wamiliana, Wamiliana
1
Wisnu, Febryan Kusuma
1
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1
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Asia-Pacific financial markets
International Journal of Energy Economics and Policy : IJEEP
Journal of econometrics
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Econometric theory
48
Economics letters
38
Econometric reviews
31
Journal of empirical finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The econometrics journal
20
Economic modelling
19
International journal of forecasting
18
Finance research letters
17
Journal of banking & finance
17
Journal of financial econometrics
17
Journal of forecasting
16
Quantitative finance
15
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
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Journal of risk
13
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
13
Applied economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometrics : open access journal
12
Applied economics letters
11
Computational economics
11
Journal of mathematical finance
11
Journal of time series econometrics
11
Finance and stochastics
8
The European journal of finance
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of economic dynamics & control
7
Applied financial economics
6
Cogent economics & finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
The journal of risk model validation
6
Annals of financial economics
5
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ECONIS (ZBW)
13
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1
Future natural gas price forecasting model and its policy implication
Ambya, Ambya
;
Gunarto, Toto
;
Hendrawaty, Ernie
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 64-70
Persistent link: https://www.econbiz.de/10012505591
Saved in:
2
Accurate estimated model of volatility crude oil price
Gunarto, Toto
;
Azhar, Rialdi
;
Tresiana, Novita
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 228-233
Persistent link: https://www.econbiz.de/10012505999
Saved in:
3
Dynamic modeling data export oil and gas and non-oil and gas by ARMA(2,1)-GARCH(1,1) model : study of Indonesian’s export over the years 2008-2019
Nairobi, Nairobi
;
Russel, Edwin
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
6
,
pp. 175-184
Persistent link: https://www.econbiz.de/10012522489
Saved in:
4
Application of GARCH model to forecast data and volatility of share price of energy (Study on Adaro Energy Tbk, LQ45)
Virginia, Erica
;
Ginting, Josep
;
Elfaki, Faiz A. M.
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011881316
Saved in:
5
The oil price volatility and a revisited Saudi import demand function : an empirical analysis
Algaeed, Abdulaziz Hamad
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
6
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011954077
Saved in:
6
Is the best Generalized Autoregressive Conditional Heteroskedasticity(p,q) value-at-risk estimate also the best in reality? : an evidence from Australian interconnected power marke...
Handika, Rangga
;
Triandaru, Sigit
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
4
,
pp. 814-821
Persistent link: https://www.econbiz.de/10011550637
Saved in:
7
Markov regime switching generalized autoregressive conditional heteroskedastic model and volatility modeling for oil returns
Günay, Samet
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
4
,
pp. 979-985
Persistent link: https://www.econbiz.de/10011456391
Saved in:
8
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
Saved in:
9
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
10
Large deviations for the extended Heston model : the large-time case
Jacquier, Antoine
;
Mijatovi´c, Aleksandar
- In:
Asia-Pacific financial markets
21
(
2014
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10010511579
Saved in:
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