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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Bayesian inference"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Estimation theory
37
Schätztheorie
37
Estimation
19
Schätzung
19
ARCH model
11
ARCH-Modell
11
Cointegration
10
Kointegration
10
Time series analysis
10
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8
Exchange rate
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Volatilität
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Capital income
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Ankündigungseffekt
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Announcement effect
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Autoregressive Conditional Heteroscedasticity
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Article in journal
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Belasri, Yassine
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Ellaia, Rachid
1
Hamzaoui, Nessrine
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Kalai, Lamia
1
Liu, Hung-Chun
1
Regaieg, Boutheina
1
Saddique, Shamila
1
Sahara, Sahara
1
Sinaga, Antonya Rumondang
1
Sofia, Diani Aliya
1
Tianqiong, Wang
1
Wang, Jying-Nan
1
Yang, Shu
1
Šarīf, Marwa aš-
1
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International journal of economics and financial issues : IJEFI
Journal of econometrics
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
38
Econometric reviews
30
Economic modelling
28
International journal of forecasting
25
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometric theory
18
The econometrics journal
18
Econometrics : open access journal
17
Journal of the American Statistical Association : JASA
17
Quantitative finance
17
Finance research letters
16
Journal of banking & finance
15
Journal of forecasting
15
European journal of operational research : EJOR
14
Journal of applied econometrics
14
Journal of financial econometrics
14
Computational economics
13
International journal of theoretical and applied finance
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of economic dynamics & control
12
Journal of risk and financial management : JRFM
12
Quantitative economics : QE ; journal of the Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of quantitative economics
11
Applied economics
10
Applied economics letters
9
Insurance / Mathematics & economics
9
Finance and stochastics
8
Journal of mathematical finance
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
Central European journal of economic modelling and econometrics
7
Risks : open access journal
7
Statistics in transition : an international journal of the Polish Statistical Association
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
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ECONIS (ZBW)
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1
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
2
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:
3
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:
4
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:
5
Effect of economic announcements on FX fluctuations : testing a unified approach for prediction
Tianqiong, Wang
;
Yang, Shu
;
Saddique, Shamila
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 631-640
Persistent link: https://www.econbiz.de/10011789394
Saved in:
6
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
Saved in:
7
Exchange rate volatility and central bank actions in Egypt : generalized autoregressive conditional heteroscedasticity analysis
Šarīf, Marwa aš-
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1209-1216
Persistent link: https://www.econbiz.de/10011698097
Saved in:
8
How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
Saved in:
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