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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Börsenkurs"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatility
Börsenkurs
Time series analysis
USA
Estimation theory
26
Schätztheorie
26
Estimation
12
Schätzung
12
Volatilität
11
ARCH model
9
ARCH-Modell
9
Zeitreihenanalyse
9
Share price
6
Forecasting model
5
Prognoseverfahren
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Risikomaß
5
Risk measure
5
Capital income
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Kapitaleinkommen
4
Regression analysis
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Regressionsanalyse
4
GARCH
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
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Portfolio selection
3
Portfolio-Management
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Statistical distribution
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Statistische Verteilung
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Yield curve
3
Zinsstruktur
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Aktienindex
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Correlation
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Inflation
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Korrelation
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Market microstructure
2
Marktmikrostruktur
2
Method of moments
2
Momentenmethode
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Regime-switching estimation
2
Risikomanagement
2
Risk management
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Article in journal
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18
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English
18
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Alañón Pardo, Ángel
1
Allen, David E.
1
Arize, Augustine Chuck
1
Auer, Benjamin R.
1
Chen, Cathy W. S.
1
Degenhardt, Thomas
1
Diao, Xundi
1
Díaz-Mendoza, Ana-Carmen
1
Guillén, Montserrat
1
Horváth, Roman
1
Iitsuka, Yoshitaka
1
Kok Haur Ng
1
Kumar, Satish
1
Kunitomo, Naoto
1
Li, Boyan
1
Li, Leon
1
Li, Mingge
1
Lin, Tsai-Yu
1
Ling, Shiqing
1
Liu, Qiang
1
Liu, Yiqi
1
Liu, Zhi
1
Moneva, J. M.
1
Motegi, Kaiji
1
Ortas, E.
1
O’Neill, Robert
1
Peiris, Shelton
1
Perote, Javier
1
Salvador, Manuel
1
Sato, Seisho
1
Semeyutin, Artur
1
Syu, Fong-Yi
1
Vidal-Llana, Xenxo
1
Wang, Li
1
Wu, Yuehua
1
Ye, Wuyi
1
Yee, Chong Ching
1
Zhu, Ke
1
Ñíguez, Trino-Manuel
1
Šopov, Boril
1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
397
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Econometric theory
174
Economics letters
168
Econometric reviews
100
International journal of forecasting
74
Journal of forecasting
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Applied economics letters
57
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Journal of applied econometrics
55
The review of economics and statistics
55
Econometrics : open access journal
53
The econometrics journal
48
Applied economics
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Economic modelling
46
Journal of empirical finance
44
Journal of the American Statistical Association : JASA
41
Journal of time series econometrics
40
Computational economics
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Journal of banking & finance
29
Oxford bulletin of economics and statistics
29
Finance research letters
27
American journal of agricultural economics
24
Journal of risk and financial management : JRFM
23
The review of economic studies
23
Journal of economic dynamics & control
21
Journal of financial econometrics
21
Quantitative finance
21
Journal of macroeconomics
20
The journal of finance : the journal of the American Finance Association
20
The journal of futures markets
20
International journal of economics and financial issues : IJEFI
17
International economic review
16
International journal of theoretical and applied finance
16
Journal of financial and quantitative analysis : JFQA
16
Quantitative economics : QE ; journal of the Econometric Society
16
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ECONIS (ZBW)
18
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Structural break in different stock index markets in China
Li, Boyan
;
Diao, Xundi
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309933
Saved in:
3
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
4
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
5
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
6
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
7
A brief survey on the choice of parameters for : “Kernel density estimation for time series data”
Semeyutin, Artur
;
O’Neill, Robert
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012204307
Saved in:
8
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
9
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
10
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
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