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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~subject:"ARCH model"
~subject:"Commodity derivative"
~subject:"Estimation"
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Volatility
ARCH model
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Estimation
Estimation theory
16
Schätztheorie
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5
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5
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Abramov, Vyacheslav M.
1
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1
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Asia-Pacific financial markets
Journal of econometrics
309
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economics letters
135
Econometric reviews
79
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68
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
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48
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28
Journal of the American Statistical Association : JASA
28
International journal of economics and financial issues : IJEFI
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Finance research letters
25
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25
The review of economics and statistics
23
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22
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European journal of operational research : EJOR
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1
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:
2
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:
3
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:
4
A one-factor conditionally linear commodity pricing model under partial information
Kato, Takashi
;
Sekine, Jun
;
Yamamoto, Hiromitsu
- In:
Asia-Pacific financial markets
21
(
2014
)
2
,
pp. 151-174
Persistent link: https://www.econbiz.de/10010358423
Saved in:
5
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
Saved in:
6
Inference methods for discretely observed continuous-time stochastic volatility models : a commented overview
Jiménez, Juan Carlos
;
Biscay, R. J.
;
Ozaki, Tohru
- In:
Asia-Pacific financial markets
12
(
2005
)
2
,
pp. 109-141
Persistent link: https://www.econbiz.de/10003378338
Saved in:
7
Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model : international evidence
Babbs, Simon H.
;
Nowman, K. Ben
- In:
Asia-Pacific financial markets
5
(
1998
)
2
,
pp. 159-183
Persistent link: https://www.econbiz.de/10001372065
Saved in:
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