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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~subject:"ARCH model"
~subject:"Commodity derivative"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH model
Commodity derivative
Estimation theory
16
Schätztheorie
16
Stochastic process
5
Stochastischer Prozess
5
Volatilität
5
Option pricing theory
4
Optionspreistheorie
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Article in journal
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Abramov, Vyacheslav M.
1
Biscay, R. J.
1
Jacquier, Antoine
1
Jiménez, Juan Carlos
1
Kato, Takashi
1
Klebaner, Fima C.
1
Kumari, Jyoti
1
Kunitomo, Naoto
1
Kurisu, Daisuke
1
Mahakud, Jitendra
1
Mijatovi´c, Aleksandar
1
Ozaki, Tohru
1
Sekine, Jun
1
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Asia-Pacific financial markets
Journal of econometrics
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Econometric theory
48
Economics letters
38
Econometric reviews
31
Journal of empirical finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The econometrics journal
20
Economic modelling
19
International journal of forecasting
18
Finance research letters
17
Journal of banking & finance
17
Journal of financial econometrics
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Journal of forecasting
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Quantitative finance
15
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometrics : open access journal
12
Applied economics letters
11
Computational economics
11
Journal of mathematical finance
11
Journal of time series econometrics
11
Finance and stochastics
8
The European journal of finance
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International Journal of Energy Economics and Policy : IJEEP
7
Journal of economic dynamics & control
7
Applied financial economics
6
Cogent economics & finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
The journal of risk model validation
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1
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
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2
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
3
Large deviations for the extended Heston model : the large-time case
Jacquier, Antoine
;
Mijatovi´c, Aleksandar
- In:
Asia-Pacific financial markets
21
(
2014
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10010511579
Saved in:
4
A one-factor conditionally linear commodity pricing model under partial information
Kato, Takashi
;
Sekine, Jun
;
Yamamoto, Hiromitsu
- In:
Asia-Pacific financial markets
21
(
2014
)
2
,
pp. 151-174
Persistent link: https://www.econbiz.de/10010358423
Saved in:
5
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
Saved in:
6
Inference methods for discretely observed continuous-time stochastic volatility models : a commented overview
Jiménez, Juan Carlos
;
Biscay, R. J.
;
Ozaki, Tohru
- In:
Asia-Pacific financial markets
12
(
2005
)
2
,
pp. 109-141
Persistent link: https://www.econbiz.de/10003378338
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