//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatilität"
~person:"Jawadi, Fredj"
~person:"Lillo, Fabrizio"
~subject:"Share price"
~type_genre:"Aufsatz im Buch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Share price
Börsenkurs
5
Estimation
5
Schätzung
5
Theorie
4
Theory
4
Aktienmarkt
2
Capital income
2
Kapitaleinkommen
2
Stock market
2
Time series analysis
2
Volatility
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Beta risk
1
Betafaktor
1
Betriebsgröße
1
Bid-ask spread
1
Bull and bear markets
1
Cointegration
1
Financial crisis
1
Finanzkrise
1
Firm size
1
Geld-Brief-Spanne
1
Handelsvolumen der Börse
1
Instability
1
Kointegration
1
Markov chain
1
Markov-Kette
1
Markov-switching models
1
Panel
1
Panel study
1
Returns clustering
1
Returns distribution
1
Returns to scale
1
Scaling
1
Securities trading
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
5
Book section
5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
more ...
less ...
Language
All
English
5
Author
All
Jawadi, Fredj
Lillo, Fabrizio
Belke, Ansgar
5
Pohlmeier, Winfried
5
Schröder, Michael
4
Altay, Erdinç
3
Feng, Yuanhua
3
Hamori, Shigeyuki
3
Hautsch, Nikolaus
3
Heiler, Siegfried
3
Herwartz, Helmut
3
Härdle, Wolfgang
3
Hüfner, Bernd
3
Mittnik, Stefan
3
Möller, Hans Peter
3
Schiereck, Dirk
3
Schlepper, Kathi
3
Songsak Sriboonchitta
3
Säfvenblad, Patrik
3
Vicedom, Sebastian
3
Bellalah, Mondher
2
Bohl, Martin T.
2
Brière, Marie
2
Burgues, Alexander
2
Cheffou, Abdoulkarim Idi
2
Chuliá, Helena
2
Clewlow, Les
2
Coenenberg, Adolf Gerhard
2
Ehrhardt, Olaf
2
Federspieler, Christian
2
Frick, Bernd
2
Friedmann, Ralph
2
Gerhard, Frank
2
Gerke, Wolfgang
2
Gil-Alaña, Luis A.
2
Grammig, Joachim
2
Gros, Daniel
2
Gurgul, Henryk
2
Held, Matthias
2
Hujer, Reinhard
2
Jandura, Dirk
2
more ...
less ...
Published in...
All
The complex dynamics of economic interaction : essays in economics and econophysics
2
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Decision making and risk/return optimization in financial economics
1
Financial econometrics and empirical market microstructure
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
2
Computing stock price comovements with a three-regime panel smooth transition error correction model
Jawadi, Fredj
;
Chlibi, Souhir
;
Cheffou, Abdoulkarim Idi
-
2019
Persistent link: https://www.econbiz.de/10012000778
Saved in:
3
How tick size affects the high frequency scaling of stock return distributions
Curato, Gianbiagio
;
Lillo, Fabrizio
- In:
Financial econometrics and empirical market microstructure
,
(pp. 55-76)
.
2015
Persistent link: https://www.econbiz.de/10011326716
Saved in:
4
Modeling the dynamics of a financial index after a crash
Lillo, Fabrizio
;
Mantegna, Rosario N.
- In:
The complex dynamics of economic interaction : essays …
,
(pp. 143-151)
.
2004
Persistent link: https://www.econbiz.de/10002415038
Saved in:
5
Price impact function of a single transaction
Lillo, Fabrizio
;
Farmer, J. Doyne
;
Mantegna, Rosario N.
- In:
The complex dynamics of economic interaction : essays …
,
(pp. 153-160)
.
2004
Persistent link: https://www.econbiz.de/10002415112
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->