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isPartOf:"Journal of econometrics"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Volatility"
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Schätzung
Zeitreihenanalyse
Volatility
631
Volatilität
630
Theorie
196
Theory
196
Estimation
164
Börsenkurs
123
Share price
123
Estimation theory
121
Schätztheorie
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Time series analysis
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Todorov, Viktor
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8
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7
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Li, Jia
6
McAleer, Michael
6
Kim, Donggyu
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Asai, Manabu
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Aït-Sahalia, Yacine
4
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Francq, Christian
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Patton, Andrew J.
4
Zakoïan, Jean-Michel
4
Fan, Jianqing
3
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3
Ma, Feng
3
Park, Joon Y.
3
Taylor, Robert
3
Wang, Yazhen
3
Xiu, Dacheng
3
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2
Boswijk, Herman Peter
2
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2
Gupta, Rangan
2
Harvey, Andrew C.
2
Hounyo, Ulrich
2
Li, Guodong
2
Li, Wai Keung
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Journal of econometrics
IMF working papers
International journal of finance & economics : IJFE
Energy economics
197
Finance research letters
159
Economic modelling
148
Applied economics
143
International review of economics & finance : IREF
128
International review of financial analysis
124
Journal of empirical finance
110
The North American journal of economics and finance : a journal of financial economics studies
108
Discussion paper / Tinbergen Institute
104
Journal of banking & finance
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Working paper
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Research in international business and finance
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89
Applied economics letters
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NBER working paper series
85
International journal of forecasting
84
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82
Economics letters
82
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77
Journal of international financial markets, institutions & money
75
Journal of international money and finance
75
Journal of risk and financial management : JRFM
68
The journal of futures markets
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
CESifo working papers
61
Journal of forecasting
54
The European journal of finance
54
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
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International Journal of Energy Economics and Policy : IJEEP
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Journal of financial economics
44
Journal of financial econometrics
43
CREATES research paper
36
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ECONIS (ZBW)
216
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216
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
3
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
4
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
5
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
6
Returns and volatility connectedness among the Eurozone equity markets
Umar, Zaghum
;
Adekoya, Oluwasegun B.
;
Gubareva, Mariya
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3103-3122
Persistent link: https://www.econbiz.de/10014635298
Saved in:
7
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
8
Inflation, inflation volatility and terrorism in Africa
Ajide, Kazeem Bello
;
Alimi, Olorunfemi Yasiru
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 493-509
Persistent link: https://www.econbiz.de/10014248120
Saved in:
9
Causal relationship among international crude oil, gold, exchange rate, and stock market : fresh evidence from NARDL testing approach
Kumar, Suresh
;
Kumar, Ankit
;
Singh, Gurcharan
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10014253145
Saved in:
10
The impact of exchange rate and exchange rate volatility on Mauritius foreign direct investment : a sector-wise analysis
Moraghen, Warren
;
Seetanah, Boopen
;
Sookia, Noor Ul Hacq
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 208-224
Persistent link: https://www.econbiz.de/10014253175
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