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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~subject:"Aktienmarkt"
~type_genre:"Article in journal"
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Schock
Volatilität
Aktienmarkt
Estimation
324
Schätzung
323
Capital income
130
Kapitaleinkommen
130
Volatility
102
Börsenkurs
100
Share price
100
Stock market
88
Forecasting model
63
Prognoseverfahren
63
Theorie
61
Theory
61
ARCH model
44
ARCH-Modell
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Welt
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World
44
Portfolio selection
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Portfolio-Management
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CAPM
40
Risk
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Risiko
37
Risikoprämie
27
Risk premium
27
Spillover effect
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Spillover-Effekt
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USA
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United States
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Anlageverhalten
24
Behavioural finance
24
Efficient market hypothesis
23
Effizienzmarkthypothese
23
Exchange rate
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Financial crisis
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Finanzkrise
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Wechselkurs
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Time series analysis
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Zeitreihenanalyse
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Undetermined
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Article
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Article in journal
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163
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English
163
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Ma, Feng
4
Bouri, Elie
3
Degiannakis, Stavros
3
Sensoy, Ahmet
3
Yarovaya, Larisa
3
Caporale, Guglielmo Maria
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Cummins, Mark
2
Fabozzi, Frank J.
2
Floros, Christos
2
Gabauer, David
2
Gong, Xue
2
Hammoudeh, Shawkat
2
Huang, Yisu
2
In, Francis Haeuck
2
Kim, Jae H.
2
Lee, Hsiang-Tai
2
Liu, Jia
2
Naeem, Muhammad Abubakr
2
Nonejad, Nima
2
Roubaud, David
2
Serdengeçti, Süleyman
2
Sitara Karim
2
Smales, Lee A.
2
Urquhart, Andrew
2
Wu, Eliza
2
Xuan Vinh Vo
2
Abad Díaz, David
1
Abouwafia, Hashem E.
1
Abrar, Afsheen
1
Agarwalla, Sobhesh Kumar
1
Agudelo, Diego A.
1
Aharon, David Y.
1
Al-Gamrh, Bakr
1
Al-Khazali, Osamah
1
Al-Nasseri, Alya
1
Alexakis, Christos A.
1
Alexiou, Constantinos
1
Ali, Faek Menla
1
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International review of financial analysis
Applied economics
227
Economic modelling
222
International review of economics & finance : IREF
189
Finance research letters
179
Energy economics
172
Applied economics letters
157
The North American journal of economics and finance : a journal of financial economics studies
142
Applied financial economics
128
Journal of banking & finance
124
Journal of international money and finance
124
Journal of econometrics
115
Research in international business and finance
112
Journal of international financial markets, institutions & money
110
Journal of empirical finance
108
Economics letters
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Journal of risk and financial management : JRFM
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
The European journal of finance
75
Journal of economic dynamics & control
73
International journal of finance & economics : IJFE
69
International journal of economics and finance
64
Pacific-Basin finance journal
64
Journal of financial economics
63
The journal of futures markets
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
Journal of macroeconomics
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Cogent economics & finance
52
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
International journal of forecasting
52
Macroeconomic dynamics
52
International journal of economics and financial issues : IJEFI
51
Journal of monetary economics
50
Emerging markets, finance and trade : EMFT
47
Journal of international economics
47
Journal of money, credit and banking : JMCB
43
Review of quantitative finance and accounting
43
International Journal of Energy Economics and Policy : IJEEP
41
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ECONIS (ZBW)
163
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1
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
2
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
5
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
Saved in:
6
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
7
Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun
;
Zhang, Rushan
;
Zhang, Feipeng
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
Saved in:
8
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
9
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
10
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
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