//--> //--> //--> //-->
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:"Mittnik, Stefan"
subject:"Capital income"
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~subject:"ARCH-Modell"
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
Capital income
ARCH-Modell
Estimation
239
Schätzung
239
Börsenkurs
80
Share price
80
Volatility
80
Volatilität
80
Theorie
69
Theory
69
Deutschland
65
Germany
65
Kapitaleinkommen
65
Forecasting model
57
Prognoseverfahren
57
Aktienmarkt
49
Stock market
47
USA
38
United States
38
Exchange rate
37
Wechselkurs
37
Time series analysis
35
Zeitreihenanalyse
35
State space model
31
Zustandsraummodell
31
Welt
29
World
29
Business cycle
25
Konjunktur
25
ARCH model
24
Cointegration
20
Inflation
19
Japan
19
Kointegration
19
VAR model
19
VAR-Modell
19
Schock
17
Shock
17
Economic growth
15
India
15
more ...
less ...
Online availability
All
Undetermined
33
Free
22
Type of publication
All
Article
45
Book / Working Paper
28
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Aufsatz im Buch
2
Book section
2
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
73
German
1
Author
All
Mittnik, Stefan
Pierdzioch, Christian
Tiwari, Aviral Kumar
Gupta, Rangan
85
Zaremba, Adam
69
McAleer, Michael
64
McMillan, David G.
49
Bollerslev, Tim
43
Timmermann, Allan
31
Bali, Turan G.
30
Caporale, Guglielmo Maria
30
Wohar, Mark E.
30
Bohl, Martin T.
29
Ma, Feng
29
Bouri, Elie
27
Chang, Chia-Lin
26
Gil-Alaña, Luis A.
26
Narayan, Paresh Kumar
26
Engle, Robert F.
25
Todorov, Viktor
25
Zhou, Guofu
24
Campbell, John Y.
23
Herwartz, Helmut
23
Nitschka, Thomas
23
Kumar, Dilip
22
Pesaran, M. Hashem
22
Stambaugh, Robert F.
22
Balcilar, Mehmet
21
Cakici, Nusret
21
Diebold, Francis X.
21
Wang, Yudong
21
Paolella, Marc S.
20
Caporin, Massimiliano
19
Andersen, Torben
18
Asai, Manabu
18
Jawadi, Fredj
18
Sehgal, Sanjay
18
Umutlu, Mehmet
18
Zhang, Yaojie
18
Ammann, Manuel
17
Chiang, Thomas C.
17
more ...
less ...
Published in...
All
CFS working paper series
7
Finance research letters
7
Department of Economics working paper series
5
Kiel working paper
5
Kieler Arbeitspapiere
3
Research in international business and finance
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Energy economics
2
International review of financial analysis
2
Journal of forecasting
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
Asia-Pacific financial markets
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 1 Discussion Paper
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Discussion paper / Deutsche Bundesbank
1
Econometric reviews
1
Economic modelling
1
Economic systems
1
Economics and Business Letters : EBL
1
European journal of political economy
1
Finmap working paper
1
Handbook of heavy tailed distributions in finance
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Studies in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Theoretical economics letters
1
Working papers / University of Connecticut, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
73
Showing
1
-
10
of
73
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
3
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
4
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
5
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
6
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
7
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
Saved in:
8
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
9
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
10
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->