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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economics letters"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Subject
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Volatility
Estimation theory
1,100
Schätztheorie
1,100
Theorie
383
Theory
383
Time series analysis
192
Zeitreihenanalyse
192
Estimation
160
Schätzung
158
Regression analysis
111
Regressionsanalyse
111
Panel
100
Panel study
100
Nichtparametrisches Verfahren
92
Nonparametric statistics
92
Statistical test
56
Statistischer Test
56
Volatilität
49
ARCH model
48
ARCH-Modell
48
Autocorrelation
44
Autokorrelation
44
Cointegration
41
Kointegration
41
Method of moments
38
Momentenmethode
38
Forecasting model
36
Prognoseverfahren
36
Bias
32
Systematischer Fehler
32
Maximum likelihood estimation
31
Statistical distribution
31
Statistische Verteilung
31
Maximum-Likelihood-Schätzung
30
Correlation
29
Korrelation
29
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
Panel data
29
Sampling
28
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Free
8
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Article
49
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Article in journal
Government document
Aufsatz in Zeitschrift
49
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English
49
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Hwang, Eunju
3
Shin, Dong-wan
3
Anatolyev, Stanislav
2
Abbara, Omar
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Baruník, Jozef
1
Belasri, Yassine
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Cecen, A. A.
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Claes, Anouk G. P.
1
Corré, Nienke
1
Daei-Karimzadeh, Saeed
1
Daníelsson, Jón
1
Daryanto, Arief
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
Ellaia, Rachid
1
Enders, Walter
1
Erkal, Cahit
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Fornari, Fabio
1
Gefang, Deborah
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Hafner, Christian M.
1
Hamzaoui, Nessrine
1
Hoogerheide, Lennart F.
1
Hosseinzadeh, Maryam
1
Hou, Weijie
1
Hsu, Yuan-Teng
1
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Economics letters
International journal of economics and financial issues : IJEFI
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
Journal of mathematical finance
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of quantitative economics
5
Journal of risk
5
The European journal of finance
5
The journal of risk model validation
5
Applied economics letters
4
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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ECONIS (ZBW)
49
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1
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
5
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
6
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
7
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
8
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
9
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
10
Effect of economic announcements on FX fluctuations : testing a unified approach for prediction
Tianqiong, Wang
;
Yang, Shu
;
Saddique, Shamila
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 631-640
Persistent link: https://www.econbiz.de/10011789394
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