//--> //--> //--> //-->
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"
subject:"United Kingdom"
~person:"Apergēs, Nikolaos"
~person:"Shi, Yanlin"
~subject:"Volatilität"
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
United Kingdom
Volatilität
Estimation
56
Schätzung
56
Volatility
15
Theorie
14
Theory
14
Panel
12
Panel study
12
Welt
11
World
11
ARCH model
10
ARCH-Modell
10
Börsenkurs
10
Capital income
10
Kapitaleinkommen
10
Share price
10
USA
10
United States
10
Economic growth
8
Wirtschaftswachstum
8
Cointegration
7
Kointegration
7
Forecasting model
6
Markov chain
6
Markov-Kette
6
Prognoseverfahren
6
Aktienmarkt
5
Geldpolitik
5
Interest rate
5
Monetary policy
5
Stock market
5
VAR model
5
VAR-Modell
5
Zins
5
Immobilienpreis
4
Impact assessment
4
National income
4
Nationaleinkommen
4
Real estate price
4
Wirkungsanalyse
4
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Apergēs, Nikolaos
Shi, Yanlin
Gupta, Rangan
61
Ma, Feng
24
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
21
Bouri, Elie
21
Pierdzioch, Christian
19
Wohar, Mark E.
18
Gil-Alaña, Luis A.
16
Todorov, Viktor
16
Xuan Vinh Vo
16
Kang, Sang Hoon
14
Mensi, Walid
14
Bollerslev, Tim
13
Li, Jia
13
Tiwari, Aviral Kumar
13
Wei, Yu
13
Wu, Xinyu
12
Zhu, Huiming
12
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Yoon, Seong-min
11
Caporale, Guglielmo Maria
10
Demirer, Rıza
10
Jawadi, Fredj
10
Zhang, Yaojie
10
Brooks, Robert
9
Chevallier, Julien
9
Hammoudeh, Shawkat
9
Kelly, Bryan T.
9
McAleer, Michael
9
Clements, Adam
8
Hamori, Shigeyuki
8
Ji, Qiang
8
Lau, Chi Keung
8
Sehgal, Sanjay
8
Tauchen, George Eugene
8
more ...
less ...
Published in...
All
Energy economics
2
Finance research letters
2
Journal of economic studies
2
Applied economics letters
1
Defence and peace economics
1
Economic modelling
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of financial econometrics
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of the Operational Research Society
1
Pacific-Basin finance journal
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A closed-form solution for the stochastic volatility model with applications on international stock markets
Shi, Yanlin
- In:
Journal of the Operational Research Society
74
(
2023
)
4
,
pp. 1183-1197
Persistent link: https://www.econbiz.de/10014334888
Saved in:
2
Modeling and forecasting volatilities of financial assets with an asymmetric zero-drift GARCH model
Shi, Yanlin
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1308-1345
Persistent link: https://www.econbiz.de/10014391461
Saved in:
3
The impact of economic freedom on the gender pay gap : evidence from a survey of UK households
Apergēs, Nikolaos
;
Lynch, Nicola
- In:
Journal of economic studies
49
(
2022
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012798604
Saved in:
4
Robust information share measures with an application on the international crude oil markets
Li, Hong
;
Shi, Yanlin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
Saved in:
5
How does news sentiment affect the states of Japanese stock return volatility?
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
- In:
International review of financial analysis
84
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472878
Saved in:
6
News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
Saved in:
7
Inflation expectations, volatility and Covid-19 : evidence from the US inflation swap rates
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1327-1331
Persistent link: https://www.econbiz.de/10012609663
Saved in:
8
Examining the asymmetric effects of third-country exchange rate volatility on Pakistan-China commodity trade
Usman, Ahmed
;
Apergēs, Nikolaos
;
Anwar, Sofia
- In:
Journal of international commerce, economics and policy
12
(
2021
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012650950
Saved in:
9
Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing
;
Fu, Tong
;
Shi, Yanlin
;
Wang, Zili
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
Saved in:
10
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan
;
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->