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~isPartOf:"Journal of mathematical finance"
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Search: subject_exact:"Estimation theory"
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ARCH model
Estimation theory
25
Schätztheorie
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ARCH-Modell
7
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Statistical distribution
7
Statistische Verteilung
7
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Irungu, Irene W.
2
Mwita, Peter N.
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Waititu, Antony G.
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Adewuyi, Adejumo Wahab
1
Cheng, Hao
1
Epaphra, Manamba
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Gumbo, Victor
1
Lim, Kian-Guan
1
Mundia, Simon
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Ngunyi, Anthony
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Omari, Cyprian Ondieki
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Yap, Nelson K. L.
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Journal of mathematical finance
Journal of econometrics
50
Econometric theory
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Economics letters
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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The econometrics journal
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International journal of forecasting
13
Journal of empirical finance
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Finance research letters
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Journal of risk
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International journal of economics and financial issues : IJEFI
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Applied economics
10
Journal of time series econometrics
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Economic modelling
9
Journal of banking & finance
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial econometrics
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Applied economics letters
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Econometrics : open access journal
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Computational economics
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International Journal of Energy Economics and Policy : IJEEP
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Annals of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The journal of risk model validation
5
CBN journal of applied statistics
4
International journal of economics and finance
4
Journal of economic dynamics & control
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The European journal of finance
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Theoretical economics letters
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Central European journal of economic modelling and econometrics
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Financial innovation : FIN
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Insurance / Mathematics & economics
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International journal of financial research
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International journal of monetary economics and finance
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
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:
2
Consistency of the model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 266-282
Persistent link: https://www.econbiz.de/10011874721
Saved in:
3
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
Saved in:
4
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:
5
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
6
Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
Saved in:
7
New approach to density estimation and application to value-at-risk
Lim, Kian-Guan
;
Cheng, Hao
;
Yap, Nelson K. L.
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 423-432
Persistent link: https://www.econbiz.de/10011440077
Saved in:
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