//--> //--> //--> //-->
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:"SFB 649 discussion paper"
subject:"Prognoseverfahren"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of futures markets"
~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
Prognoseverfahren
Volatility
Estimation
579
Schätzung
579
Theorie
168
Theory
168
USA
146
United States
146
Volatilität
130
Börsenkurs
108
Share price
108
Welt
71
World
71
Capital income
68
Kapitaleinkommen
68
Forecasting model
63
Aktienmarkt
55
Stock market
55
Exchange rate
53
Wechselkurs
53
Deutschland
52
Germany
52
Time series analysis
50
Zeitreihenanalyse
50
ARCH model
49
ARCH-Modell
49
Cointegration
42
Großbritannien
42
Kointegration
42
Option pricing theory
42
Optionspreistheorie
42
United Kingdom
42
Commodity derivative
37
Rohstoffderivat
37
Yield curve
36
Zinsstruktur
36
Index futures
34
Index-Futures
34
Panel
33
Panel study
33
more ...
less ...
Online availability
All
Undetermined
52
Free
48
Type of publication
All
Article
129
Book / Working Paper
42
Type of publication (narrower categories)
All
Article in journal
129
Aufsatz in Zeitschrift
129
Arbeitspapier
42
Graue Literatur
42
Non-commercial literature
42
Working Paper
42
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
171
Author
All
Härdle, Wolfgang
22
Hautsch, Nikolaus
10
McMillan, David G.
4
Mihoci, Andrija
4
Bibinger, Markus
3
Gupta, Rangan
3
Ma, Feng
3
Agarwalla, Sobhesh Kumar
2
Bocart, Fabian Y. R. P.
2
Chen, Ying
2
Dhaene, Geert
2
Ederington, Louis H.
2
Fonseca, José da
2
Groß-Klußmann, Axel
2
Hafner, Christian M.
2
Herwartz, Helmut
2
Hoffmann, Linda
2
Kanas, Angelos
2
Kang, Jangkoo
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Malec, Peter
2
McKenzie, Michael D.
2
Moro, Rouslan
2
Mungo, Julius
2
Onochie, Joseph I.
2
Orlov, Alexei G.
2
Pigorsch, Uta
2
Reiß, Markus
2
Salisu, Afees A.
2
Sercu, Piet
2
Trück, Stefan
2
Wang, George H. K.
2
Weber, Enzo
2
Wei, Yu
2
Zaatour, Riadh
2
Zhang, Yaojie
2
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Ahmed, Rizwan
1
more ...
less ...
Published in...
All
SFB 649 discussion paper
International journal of finance & economics : IJFE
The journal of futures markets
Applied economics
184
Finance research letters
178
Energy economics
169
Economic modelling
160
International journal of forecasting
155
International review of financial analysis
142
Journal of econometrics
142
International review of economics & finance : IREF
140
Journal of banking & finance
137
Journal of empirical finance
128
Working paper / National Bureau of Economic Research, Inc.
124
The North American journal of economics and finance : a journal of financial economics studies
122
Applied economics letters
118
NBER working paper series
114
Journal of forecasting
113
Working paper
111
NBER Working Paper
108
Discussion paper / Centre for Economic Policy Research
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Journal of international money and finance
97
Economics letters
93
Applied financial economics
91
Journal of international financial markets, institutions & money
88
CESifo working papers
84
Research in international business and finance
84
Journal of financial economics
81
Discussion paper / Tinbergen Institute
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
Journal of risk and financial management : JRFM
68
The European journal of finance
66
Pacific-Basin finance journal
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Journal of applied econometrics
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Quantitative finance
45
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Econometric reviews
43
more ...
less ...
Source
All
ECONIS (ZBW)
171
Showing
1
-
10
of
171
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
4
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
5
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
6
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
7
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
8
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
9
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
10
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
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...
//-->