//--> //--> //--> //-->
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
subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~isPartOf:"Research in international business and finance"
~subject:"EU countries"
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
Volatilität
EU countries
Estimation
300
Schätzung
299
Volatility
102
Börsenkurs
96
Share price
96
Capital income
91
Kapitaleinkommen
91
Aktienmarkt
81
Stock market
81
Theorie
51
Theory
51
Welt
49
World
49
ARCH model
45
ARCH-Modell
45
Forecasting model
40
Prognoseverfahren
40
Portfolio selection
38
Portfolio-Management
38
Time series analysis
35
Zeitreihenanalyse
35
Cointegration
34
Kointegration
34
CAPM
26
Anlageverhalten
25
Behavioural finance
25
Emerging economies
24
Exchange rate
24
Schwellenländer
24
Wechselkurs
24
Financial crisis
22
Finanzkrise
22
Risiko
22
Risk
22
Oil price
20
Risikomaß
20
Risk measure
20
Ölpreis
20
Spillover effect
19
more ...
less ...
Online availability
All
Undetermined
91
Free
6
Type of publication
All
Article
110
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
110
Language
All
English
110
Author
All
Aboura, Sofiane
3
Chevallier, Julien
3
Gupta, Rangan
3
Sornette, Didier
3
Wehrli, Alexander
3
Caporale, Guglielmo Maria
2
Papadamou, Stephanos
2
Umar, Zaghum
2
Wheatley, Spencer
2
Agarwal, Vineet
1
Agudelo, Diego A.
1
Ahn, Kwangwon
1
Albulescu, Claudiu Tiberiu
1
Alemany, N.
1
Alexander, Carol
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Aragó Manzana, Vicent
1
Asensio, Ivan Oscar
1
Assaf, Ata
1
Aydoğan, Berna
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Bales, Stephan
1
Barbedo, Claudio Henrique da Silveira
1
Bassil, Charbel
1
Beer, Simone
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
Ben Ammar, Imen
1
Ben Omrane, Walid
1
Ben Rejeb, Aymen
1
BenSaïda, Ahmed
1
Berke, Burcu
1
Bertuccelli, Pietro
1
Bianchi, Michele Leonardo
1
more ...
less ...
Published in...
All
Quantitative finance
Research in international business and finance
Applied economics
197
Economic modelling
191
Energy economics
160
International review of economics & finance : IREF
139
Finance research letters
134
Applied economics letters
128
International review of financial analysis
113
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of econometrics
105
Journal of international money and finance
104
Journal of banking & finance
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
Journal of empirical finance
87
Journal of international financial markets, institutions & money
84
Economics letters
83
Applied financial economics
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
International journal of finance & economics : IJFE
61
Journal of risk and financial management : JRFM
61
The European journal of finance
61
The journal of futures markets
60
Empirica : journal of european economics
52
International journal of forecasting
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
European economic review : EER
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of economic dynamics & control
40
Journal of financial economics
40
International journal of economics and finance
39
Journal of applied econometrics
37
Journal of forecasting
36
Journal of macroeconomics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
International journal of economics and financial issues : IJEFI
32
more ...
less ...
Source
All
ECONIS (ZBW)
110
Showing
1
-
10
of
110
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
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:
4
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
5
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
6
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
7
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
8
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
9
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
10
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
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...
//-->