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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Research in international business and finance"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Kapitaleinkommen
Time series analysis
Estimation theory
7
Schätztheorie
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Zeitreihenanalyse
5
Exchange rate
4
Wechselkurs
4
ARCH model
2
ARCH-Modell
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Capital income
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Cointegration
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Estimation
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Forecasting model
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Article in journal
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Altıntaş, Halil
1
Chevallier, Julien
1
Degiannakis, Stavros
1
Gozgor, Giray
1
Ibhagui, Oyakhilome
1
Ielpo, Florian
1
Kassouri, Yacouba
1
Klein, Tony
1
Lau, Chi Keung
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Liu, Wei
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Piontek, Krzysztof
1
Semeyutin, Artur
1
Thu, Hien Pham
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Walther, Thomas
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Research in international business and finance
Journal of econometrics
205
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Econometric reviews
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Economics letters
53
International journal of forecasting
43
Econometric theory
42
Journal of time series econometrics
38
Computational economics
31
Finance research letters
28
Economic modelling
24
Journal of empirical finance
21
Applied economics letters
18
The econometrics journal
18
Journal of financial econometrics
17
Journal of forecasting
16
Quantitative finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of quantitative economics
12
Applied economics
11
Energy economics
10
Journal of banking & finance
9
Journal of risk
9
European journal of operational research : EJOR
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of mathematical finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of economic dynamics & control
7
Theoretical economics letters
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Insurance / Mathematics & economics
6
International journal of economics and finance
6
Journal of international financial markets, institutions & money
6
Finance and stochastics
5
International journal of financial engineering
5
Journal of financial economics
5
The European journal of finance
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Annals of finance
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1
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
Saved in:
2
Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira
Kassouri, Yacouba
;
Altıntaş, Halil
- In:
Research in international business and finance
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012548194
Saved in:
3
Does the long-run monetary model hold for Sub-Saharan Africa? : a time series and panel-cointegration study
Ibhagui, Oyakhilome
- In:
Research in international business and finance
47
(
2019
),
pp. 279-303
Persistent link: https://www.econbiz.de/10012135734
Saved in:
4
The one-trading-day-ahead forecast errors of intra-day realized volatility
Degiannakis, Stavros
- In:
Research in international business and finance
42
(
2017
),
pp. 1298-1314
Persistent link: https://www.econbiz.de/10011761003
Saved in:
5
Investigating the leverage effect in commodity markets with a recursive estimation approach
Chevallier, Julien
;
Ielpo, Florian
- In:
Research in international business and finance
39
(
2017
),
pp. 763-778
Persistent link: https://www.econbiz.de/10011912346
Saved in:
6
True or spurious long memory in European non-EMU currencies
Walther, Thomas
;
Klein, Tony
;
Thu, Hien Pham
;
Piontek, …
- In:
Research in international business and finance
40
(
2017
),
pp. 217-230
Persistent link: https://www.econbiz.de/10011912762
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