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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Quantitative finance"
~subject:"Spillover-Effekt"
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Börsenkurs
Financial analysis
Spillover-Effekt
Estimation
320
Schätzung
319
Capital income
102
Kapitaleinkommen
102
Volatility
102
Volatilität
102
Share price
101
Aktienmarkt
70
Stock market
70
Theorie
69
Theory
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Welt
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World
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Forecasting model
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Prognoseverfahren
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ARCH model
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Exchange rate
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Wechselkurs
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CAPM
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Risikoprämie
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Risk premium
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Portfolio selection
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Portfolio-Management
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Time series analysis
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Zeitreihenanalyse
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Financial crisis
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Finanzkrise
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USA
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United States
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Risk
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Risiko
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Cointegration
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Financial market
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Finanzmarkt
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Spillover effect
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English
123
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Narayan, Paresh Kumar
5
Sornette, Didier
4
Lillo, Fabrizio
3
Wehrli, Alexander
3
Zaremba, Adam
3
Antonakakis, Nikolaos
2
Bormetti, Giacomo
2
Cakici, Nusret
2
Dinh Hoang Bach Phan
2
Dungey, Mardi H.
2
Filis, George
2
Floros, Christos
2
Ge̜bka, Bartosz
2
Grobys, Klaus
2
Hammoudeh, Shawkat
2
Hou, Ai Jun
2
Kanas, Angelos
2
Livieri, Giulia
2
Mensi, Walid
2
Morelli, David
2
Sharma, Susan Sunila
2
Wheatley, Spencer
2
Wohar, Mark E.
2
Abdou, Hussein A.
1
Achab, Massil
1
Ahn, Kwangwon
1
Al-Khazali, Osamah
1
Alaoui, Abdelkader O. el
1
Alemany, N.
1
An, Yahui
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Anagnostidis, Panagiotis
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Apostolakis, George N.
1
Aragó Manzana, Vicent
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Ariff, Mohamed
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Asgharian, Hossein
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Assefa, Tibebe Abebe
1
Atenga, Eric Martial Etoundi
1
Babalos, Vassilios
1
Bacry, E.
1
Balcilar, Mehmet
1
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Journal of international financial markets, institutions & money
Quantitative finance
NBER working paper series
147
Finance research letters
143
Working paper / National Bureau of Economic Research, Inc.
142
Applied economics letters
130
International review of economics & finance : IREF
130
International review of financial analysis
128
NBER Working Paper
124
Applied economics
123
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of banking & finance
111
Economic modelling
109
Applied financial economics
90
Journal of empirical finance
90
CESifo working papers
81
Energy economics
81
Research in international business and finance
81
Discussion paper / Centre for Economic Policy Research
77
Journal of risk and financial management : JRFM
63
Journal of financial economics
62
Journal of econometrics
58
Pacific-Basin finance journal
57
The European journal of finance
55
Review of quantitative finance and accounting
53
Economics letters
52
Journal of international money and finance
49
Cogent economics & finance
48
International journal of finance & economics : IJFE
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Working paper
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
45
Discussion paper
44
International journal of economics and finance
44
The journal of futures markets
43
Discussion paper / Tinbergen Institute
42
Management science : journal of the Institute for Operations Research and the Management Sciences
41
International journal of economics and financial issues : IJEFI
40
Journal of financial markets
40
The journal of finance : the journal of the American Finance Association
39
ZEW discussion papers
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ECONIS (ZBW)
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1
Price impact on term structure
Brigo, Damiano
;
Graceffa, Federico
;
Neuman, Eyal
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 171-195
Persistent link: https://www.econbiz.de/10012872530
Saved in:
2
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
3
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
4
A tale of two sentiment scales : disentangling short-run and long-run components in multivariate sentiment dynamics
Vassallo, Danilo
;
Bormetti, Giacomo
;
Lillo, Fabrizio
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2237-2255
Persistent link: https://www.econbiz.de/10013490941
Saved in:
5
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
6
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
7
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
8
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
9
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
10
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
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