//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
~subject:"Zinsstruktur"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Economic modelling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Zinsstruktur
Estimation theory
173
Schätztheorie
173
Estimation
72
Schätzung
71
Time series analysis
44
Zeitreihenanalyse
44
Cointegration
25
Kointegration
25
Regression analysis
25
Regressionsanalyse
25
Volatilität
25
ARCH model
20
ARCH-Modell
20
Börsenkurs
18
Share price
18
Panel
15
Panel study
15
Theorie
15
Theory
15
Exchange rate
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Statistical test
14
Statistischer Test
14
Wechselkurs
14
Bayes-Statistik
13
Bayesian inference
13
Stochastic process
13
Stochastischer Prozess
13
Forecasting model
12
Prognoseverfahren
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Capital income
10
Kapitaleinkommen
10
Autocorrelation
9
Autokorrelation
9
VAR model
9
VAR-Modell
9
more ...
less ...
Online availability
All
Undetermined
10
Free
8
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Kumar, Dilip
4
Maheswaran, S.
3
Belasri, Yassine
1
Boughrara, Adel
1
Bu, Ruijun
1
Castillo B., Paul
1
Cheng, Jie
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Dridi, Ichrak
1
Ellaia, Rachid
1
Feng, Yuanhua
1
Hadri, Kaddour
1
Hamzaoui, Nessrine
1
Han, Jeong sug
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Hu, Shuowen
1
Hur, Joonyoung
1
Kalai, Lamia
1
Li, Chang-shuai
1
Li, Hongyi
1
Lien, Gudbrand
1
Liu, Guifang
1
Liu, Hung-Chun
1
Malliaropulos, Dimitrios
1
McNeil, Alexander J.
1
Nonejad, Nima
1
Papantonis, Ioannis
1
Poskitt, Donald Stephen
1
Pym Manopimoke
1
Regaieg, Boutheina
1
Rodriguez, Gabriel
1
Saddique, Shamila
1
Sahara, Sahara
1
Sinaga, Antonya Rumondang
1
Sofia, Diani Aliya
1
Tianqiong, Wang
1
more ...
less ...
Published in...
All
International journal of economics and financial issues : IJEFI
Economic modelling
Journal of econometrics
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
29
Economics letters
27
Journal of empirical finance
26
Econometric reviews
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of banking & finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
International journal of theoretical and applied finance
17
CREATES research paper
16
Finance research letters
16
Journal of financial econometrics
16
Quantitative finance
16
International journal of forecasting
15
Econometric theory
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of forecasting
11
The econometrics journal
11
Finance and stochastics
10
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Econometrics : open access journal
9
Journal of mathematical finance
9
NBER Working Paper
9
Applied economics
8
Journal of financial economics
8
Applied economics letters
7
Asia-Pacific financial markets
7
Computational economics
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
International journal of financial engineering
7
Working paper
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Working paper / National Bureau of Economic Research, Inc.
7
Working papers
7
Applied financial economics
6
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
26
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
3
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
4
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:
5
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
6
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:
7
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:
8
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
Saved in:
9
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
10
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
Saved in:
11
Exchange rate volatility and central bank actions in Egypt : generalized autoregressive conditional heteroscedasticity analysis
Šarīf, Marwa aš-
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1209-1216
Persistent link: https://www.econbiz.de/10011698097
Saved in:
12
How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
Saved in:
13
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
14
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
15
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
16
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
17
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
18
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
19
Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik
;
Lien, Gudbrand
;
Veka, Steinar
;
Westgaard, Sjur
- In:
Economic modelling
43
(
2014
),
pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
Saved in:
20
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
21
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
22
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
23
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
24
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
25
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
26
A multivariate GARCH model of risk premia in foreign exchange markets
Malliaropulos, Dimitrios
- In:
Economic modelling
14
(
1997
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10001241607
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->