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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Journal of mathematical finance"
~subject:"Unit root test"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatility
Unit root test
United States
Estimation theory
194
Schätztheorie
194
Estimation
49
Schätzung
49
Theorie
48
Theory
48
Time series analysis
39
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Kim, Jong-Min
2
Abutaleb, Ahmed S.
1
Aoki, Takaaki
1
Bampinas, Georgios
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1
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1
Bishwal, Jaya Prakasah Narayan
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1
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1
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1
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1
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Applied economics
Journal of mathematical finance
Journal of econometrics
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
Economics letters
57
The review of economics and statistics
44
Econometric theory
39
Econometric reviews
35
Applied economics letters
29
Journal of applied econometrics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of empirical finance
25
International journal of forecasting
24
The econometrics journal
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American journal of agricultural economics
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Quantitative finance
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The review of financial studies
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International journal of theoretical and applied finance
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Journal of financial econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Computational economics
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Journal of macroeconomics
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Journal of risk and financial management : JRFM
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Journal of time series econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of money, credit and banking : JMCB
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The review of economic studies
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Applied financial economics
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International economic review
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ECONIS (ZBW)
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1
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
2
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
3
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
4
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
Saved in:
5
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
6
Re-examination of convergence hypothesis among Indian states in panel stationarity testing framework with structural breaks
Mishra, Ankita
;
Mishra, Vinod
- In:
Applied economics
50
(
2018
)
3
,
pp. 268-286
Persistent link: https://www.econbiz.de/10011846815
Saved in:
7
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
8
A contribution on the nature and treatment of missing data in large market surveys
Madden, Gary
;
Vicente, María Rosalia
;
Rappoport, Paul N.
; …
- In:
Applied economics
49
(
2017
)
22
,
pp. 2179-2187
Persistent link: https://www.econbiz.de/10011817259
Saved in:
9
Production smoothing in developed countries
Ginama, Isamu
;
Odaki, Mitsuhiro
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 333-350
Persistent link: https://www.econbiz.de/10011673922
Saved in:
10
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
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