//--> //--> //--> //-->
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
isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Research in international business and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type:"article"
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
Volatility
Estimation
779
Schätzung
779
Theorie
240
Theory
240
USA
140
United States
140
Volatilität
134
Time series analysis
113
Zeitreihenanalyse
113
Capital income
103
Kapitaleinkommen
103
Börsenkurs
93
Share price
93
Welt
91
World
91
Aktienmarkt
85
Stock market
85
Cointegration
80
Kointegration
80
Estimation theory
75
Schätztheorie
75
Forecasting model
65
Prognoseverfahren
65
ARCH model
63
ARCH-Modell
63
VAR model
57
VAR-Modell
57
Panel
55
Panel study
55
Regression analysis
52
Regressionsanalyse
52
Geldpolitik
49
Monetary policy
49
Markov chain
43
Markov-Kette
43
Exchange rate
42
Wechselkurs
42
Bayes-Statistik
39
Bayesian inference
39
more ...
less ...
Online availability
All
Undetermined
107
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
134
Aufsatz in Zeitschrift
134
Language
All
English
134
Author
All
Chevallier, Julien
5
Aboura, Sofiane
3
Gupta, Rangan
3
Caporale, Guglielmo Maria
2
Fabozzi, Frank J.
2
Ftiti, Zied
2
Papadamou, Stephanos
2
Račev, Svetlozar T.
2
Strachan, Rodney W.
2
Umar, Zaghum
2
Agarwal, Vineet
1
Agudelo, Diego A.
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Andersen, Torben
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Assaf, Ata
1
Audrino, Francesco
1
Avdulaj, Krenar
1
Aydoğan, Berna
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Bales, Stephan
1
Barbedo, Claudio Henrique da Silveira
1
Barnett, William A.
1
Barunik, Jozef
1
Bassil, Charbel
1
Baum, Christopher F.
1
Baur, Dirk G.
1
Beck, Alexander
1
Beck, Günter W.
1
Becker, Ralf
1
Bekierman, Jeremias
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
Ben Ammar, Imen
1
Ben Omrane, Walid
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Research in international business and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Applied economics letters
75
Applied financial economics
75
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Economics letters
57
Journal of risk and financial management : JRFM
54
International journal of forecasting
46
The European journal of finance
45
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Quantitative finance
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
Journal of economic dynamics & control
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Journal of forecasting
28
Econometric reviews
27
Journal of financial markets
26
Emerging markets, finance and trade : EMFT
24
more ...
less ...
Source
All
ECONIS (ZBW)
134
Showing
1
-
10
of
134
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
2
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
5
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
6
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
7
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
8
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
9
Impact of fiscal stimulus on volatility : a cross-country analysis
Gu, Tiantian
;
Venkateswaran, Anand
;
Erath, Marc
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434064
Saved in:
10
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->