//--> //--> //--> //-->
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
accessRights:"restricted"
person:"Constant, Amelie"
~person:"Jawadi, Fredj"
~subject:"Time series analysis"
~subject:"Volatility"
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"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatility
Estimation
30
Schätzung
30
Börsenkurs
12
Share price
12
Theorie
10
Theory
10
Volatilität
10
Capital income
9
Kapitaleinkommen
9
Forecasting model
7
Prognoseverfahren
7
ARCH model
6
ARCH-Modell
6
Aktienmarkt
6
Deutschland
6
Germany
6
Nichtlineare Regression
6
Nonlinear regression
6
Stock market
6
Zeitreihenanalyse
6
Immigration
4
Panel
4
Panel study
4
Regression analysis
4
Regressionsanalyse
4
Anlageverhalten
3
Arbeitsmigranten
3
Behavioural finance
3
Cointegration
3
Einwanderung
3
Kointegration
3
Migrant workers
3
Migranten
3
Migrants
3
Nonlinearity
3
Return migration
3
Risiko
3
Risk
3
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Aufsatz im Buch
1
Book section
1
Language
All
English
12
Author
All
Constant, Amelie
Jawadi, Fredj
Gupta, Rangan
71
Gil-Alaña, Luis A.
42
Bahmani-Oskooee, Mohsen
28
Ma, Feng
24
Balcilar, Mehmet
22
Bouri, Elie
22
Tiwari, Aviral Kumar
21
Pierdzioch, Christian
20
Wohar, Mark E.
19
Xuan Vinh Vo
17
Todorov, Viktor
16
Chang, Tsangyao
15
Marcellino, Massimiliano
15
Caporale, Guglielmo Maria
14
Kang, Sang Hoon
14
Lee, Chien-chiang
14
Mensi, Walid
14
Nonejad, Nima
14
Bollerslev, Tim
13
Li, Jia
13
Wang, Yudong
13
Wei, Yu
13
Wu, Xinyu
12
Zhu, Huiming
12
Kumar, Dilip
11
Narayan, Paresh Kumar
11
Salisu, Afees A.
11
Yoon, Seong-min
11
Chan, Joshua
10
Hammoudeh, Shawkat
10
Ranjbar, Omid
10
Shi, Yanlin
10
Zhang, Yaojie
10
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Ghysels, Eric
9
Kelly, Bryan T.
9
McAleer, Michael
9
more ...
less ...
Published in...
All
Econometric reviews
2
Computational economics
1
Decision making and risk/return optimization in financial economics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Macroeconomic dynamics
1
Open economies review
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Does higher unemployment lead to greater criminality? : revisiting the debate over the business cycle
Jawadi, Fredj
;
Mallick, Sushanta Kumar
;
Cheffou, …
- In:
Journal of economic behavior & organization : JEBO
182
(
2021
),
pp. 448-471
Persistent link: https://www.econbiz.de/10012598402
Saved in:
2
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
3
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
4
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
5
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied
;
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
Saved in:
6
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
7
Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
8
Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Louhichi, Wael
; …
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1875-1903
Persistent link: https://www.econbiz.de/10011918211
Saved in:
9
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
Saved in:
10
Analyzing heterogeneous stock price comovements through hybrid approaches
Chlibi, Souhir
;
Jawadi, Fredj
;
Sellami, Mohamed
- In:
Open economies review
27
(
2016
)
3
,
pp. 541-559
Persistent link: https://www.econbiz.de/10011716947
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->