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subject:"Schätzung"
type:"article"
~subject:"Stochastic process"
~subject:"Volatilität"
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Schätzung
Stochastic process
Volatilität
Theory
291,090
Theorie
290,858
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21,336
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21,285
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12,526
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11,896
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11,894
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9,163
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8,665
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8,572
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7,728
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7,723
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6,966
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6,965
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6,775
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6,775
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6,115
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5,711
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5,677
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5,404
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4,904
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4,899
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4,648
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4,503
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4,439
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Escudero, Laureano F.
35
Gil-Alaña, Luis A.
35
Gupta, Rangan
35
Caporale, Guglielmo Maria
34
Phillips, Peter C. B.
34
Kumbhakar, Subal
33
Serletis, Apostolos
30
Bollerslev, Tim
29
McAleer, Michael
28
Fabozzi, Frank J.
25
Ghysels, Eric
22
Tsionas, Efthymios G.
22
Wohar, Mark E.
22
Gendreau, Michel
21
Herwartz, Helmut
20
Wong, Wing Keung
20
Bahmani-Oskooee, Mohsen
19
Diebold, Francis X.
19
Koopman, Siem Jan
19
Taylor, Robert
19
Andersen, Torben
18
Chan, Joshua
17
Chiarella, Carl
17
Härdle, Wolfgang
17
MacDonald, Ronald
17
Yu, Jun
17
Aït-Sahalia, Yacine
16
Bekaert, Geert
16
Engle, Robert F.
16
Maggioni, Francesca
16
Moosa, Imad A.
16
Shapiro, Alexander
16
Siu, Tak Kuen
16
Tiwari, Aviral Kumar
16
Asai, Manabu
15
Barnett, William A.
15
Blundell, Richard W.
15
Caporin, Massimiliano
15
Chang, Tsangyao
15
Koop, Gary
15
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1
European Economic Association
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
National Bureau of Economic Research
1
Published in...
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European journal of operational research : EJOR
487
Applied economics
360
Journal of econometrics
317
Economics letters
314
Economic modelling
269
Journal of economic dynamics & control
233
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
222
Applied economics letters
209
Journal of banking & finance
208
Journal of international money and finance
196
Insurance / Mathematics & economics
173
International journal of theoretical and applied finance
169
Journal of applied econometrics
166
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
165
Journal of empirical finance
156
International review of economics & finance : IREF
154
Journal of financial economics
150
Finance and stochastics
149
Computers & operations research : and their applications to problems of world concern ; an international journal
147
International journal of forecasting
138
Energy economics
136
Finance research letters
136
Journal of macroeconomics
136
Macroeconomic dynamics
133
Econometric reviews
130
Journal of monetary economics
129
International journal of production research
127
Mathematical finance : an international journal of mathematics, statistics and financial theory
127
The journal of finance : the journal of the American Finance Association
123
Journal of forecasting
122
The review of economics and statistics
122
The European journal of finance
118
Operations research
116
Applied financial economics
109
European economic review : EER
109
International review of financial analysis
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
108
The review of financial studies
107
Operations research letters
105
Journal of international economics
103
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ECONIS (ZBW)
20,479
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1
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10
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20,479
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
3
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
4
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
5
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
6
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
7
Learn to decompose multiobjective optimization models for large-scale networks
Aslani, Babak
;
Mohebbi, Shima
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 949-978
Persistent link: https://www.econbiz.de/10014441148
Saved in:
8
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
9
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
Saved in:
10
On the stochastic inventory problem under order capacity constraints
Rossi, Roberto
;
Chen, Zhen
;
Tarim, S. Armagan
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 541-555
Persistent link: https://www.econbiz.de/10014456300
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