//--> //--> //-->
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
person:"Chang, Chia-Lin"
subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Koopman, Siem Jan"
~person:"Wohar, Mark E."
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
5
Schätzung
5
Volatilität
5
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Nichtparametrisches Verfahren
2
Nonparametric causality-in-quantiles test
2
Nonparametric statistics
2
Share price
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Aktienmarkt
1
Commodity derivative
1
Conditional correlations
1
Conditional term spreads
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Exchange rate
1
Financial derivatives
1
Forward and futures prices
1
Futures
1
Großbritannien
1
Hedging
1
Korrelation
1
Modellierung
1
Multivariate GARCH
1
Oil price
1
Option pricing theory
1
Options
1
Optionspreistheorie
1
Partisan conflict
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Chang, Chia-Lin
Koopman, Siem Jan
Wohar, Mark E.
Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Dai, Zhifeng
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
McAleer, Michael
2
Nonejad, Nima
2
Risse, Marian
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
Altay-Salih, Aslihan
1
An, Jiyoun
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Ao, Zhiming
1
Arisoy, Yakup Eser
1
Asai, Manabu
1
Becker, Ralf
1
Bekiros, Stelios
1
Belke, Ansgar
1
Bellos, Sotirios K.
1
Ben Omrane, Walid
1
Bianconi, Marcelo
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Tinbergen Institute
14
Econometric Institute research papers
8
International review of economics & finance : IREF
3
Working paper
3
Applied economics
2
Energy economics
2
Journal of international financial markets, institutions & money
2
Applied economics letters
1
Applied financial economics
1
Department of Economics working paper series
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
Economics and Business Letters : EBL
1
Handbook of financial time series
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Open economies review
1
Risks : open access journal
1
The Chinese economy
1
The European journal of finance
1
The Korean economic review
1
The world economy : the leading journal on international economic relations
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 15-037/III/DSF90
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2021-057/III
1
Working papers / University of Connecticut, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
2
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
3
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
5
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->