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subject:"Stochastischer Prozess"
subject:"Volatility"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Stochastischer Prozess
Volatility
Statistical distribution
Schätztheorie
15,733
Estimation theory
15,732
Theorie
4,952
Theory
4,952
Estimation
2,496
Schätzung
2,466
Time series analysis
2,428
Zeitreihenanalyse
2,428
Regression analysis
1,773
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1,771
Nichtparametrisches Verfahren
1,458
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1,458
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966
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966
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913
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913
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822
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797
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797
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754
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753
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662
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575
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575
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531
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528
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528
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517
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517
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503
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503
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489
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467
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466
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460
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201
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1,685
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18
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1,690
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740
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740
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720
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720
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97
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Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Phillips, Peter C. B.
10
Linton, Oliver
9
Francq, Christian
8
Nadarajah, Saralees
8
Teräsvirta, Timo
8
Andersen, Torben
7
Fan, Jianqing
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Park, Joon Y.
7
Wu, Ximing
7
Zakoïan, Jean-Michel
7
Ghysels, Eric
6
Guillou, Armelle
6
Hoga, Yannick
6
Jing, Bingyi
6
Koopman, Siem Jan
6
McAleer, Michael
6
Paolella, Marc S.
6
Parmeter, Christopher F.
6
Tsionas, Efthymios G.
6
Wang, Yazhen
6
Aït-Sahalia, Yacine
5
Bandi, Federico M.
5
Bollerslev, Tim
5
Chen, Yi-ting
5
Cui, Zhenyu
5
Hafner, Christian M.
5
Harvey, Andrew C.
5
Hurn, Stan
5
Härdle, Wolfgang
5
Li, Dong
5
Ling, Shiqing
5
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Ekonomiska forskningsinstitutet <Stockholm>
2
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Journal of econometrics
186
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
55
Insurance / Mathematics & economics
51
Econometric reviews
47
Econometric theory
47
Economic modelling
29
The econometrics journal
29
Journal of empirical finance
27
International journal of forecasting
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Econometrics : open access journal
23
Journal of the American Statistical Association : JASA
23
Finance research letters
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of banking & finance
20
Journal of financial econometrics
20
Journal of risk and financial management : JRFM
20
Journal of forecasting
19
Quantitative finance
18
International journal of theoretical and applied finance
17
Journal of mathematical finance
16
Risks : open access journal
16
Computational economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
Applied economics letters
13
Journal of risk
13
Statistical papers
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Operations research
12
Finance and stochastics
11
Mathematics of operations research
11
Operations research letters
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of productivity analysis
9
Quantitative economics : QE ; journal of the Econometric Society
9
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ECONIS (ZBW)
1,703
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1701
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
1702
Causality between the money supply and share prices : a VAR investigation
Dhakal, Dharmendra Purush
- In:
Quarterly journal of business and economics : QJBE
32
(
1993
)
3
,
pp. 52-74
Persistent link: https://www.econbiz.de/10001191456
Saved in:
1703
Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert
- In:
The journal of derivatives : the official publication …
1
(
1993
)
2
,
pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
Saved in:
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