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subject:"Volatilität"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Volatilität
Estimation
1,113
Schätzung
1,113
Theorie
241
Theory
241
Volatility
173
USA
156
United States
156
Börsenkurs
142
Share price
142
Capital income
141
Kapitaleinkommen
141
Time series analysis
129
Zeitreihenanalyse
129
Cointegration
116
Kointegration
116
Welt
112
World
112
Forecasting model
109
Prognoseverfahren
109
Panel
105
Panel study
105
ARCH model
90
ARCH-Modell
90
VAR model
84
VAR-Modell
84
Aktienmarkt
81
Stock market
81
Deutschland
80
Germany
80
Estimation theory
75
Geldpolitik
75
Monetary policy
75
Schätztheorie
75
Economic growth
68
Exchange rate
68
Wechselkurs
68
Wirtschaftswachstum
68
EU countries
66
EU-Staaten
66
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Undetermined
112
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Article
172
Book / Working Paper
1
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Article in journal
173
Aufsatz in Zeitschrift
173
Collection of articles of several authors
1
Sammelwerk
1
Language
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English
173
Author
All
Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
McAleer, Michael
3
Nonejad, Nima
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Asai, Manabu
2
Balcilar, Mehmet
2
Ben Omrane, Walid
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Clements, Adam
2
Dai, Zhifeng
2
Edwards, Jeffrey A.
2
Garcia, René
2
Ghysels, Eric
2
Haas, Markus
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kanas, Angelos
2
Kim, Dong H.
2
Kim, Jong-Min
2
Klaassen, Franc
2
Lien, Da-hsiang Donald
2
Liesenfeld, Roman
2
Liu, Qiang
2
Okou, Cédric
2
Paolella, Marc S.
2
Risse, Marian
2
Rodrigues, Paulo M. M.
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Abubaker, Riyad
1
Adeniyi, Oluwatosin A.
1
Afonso, António
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
NBER working paper series
77
Applied economics letters
75
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Discussion paper / Tinbergen Institute
57
Economics letters
57
CESifo working papers
54
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
46
The European journal of finance
46
International journal of finance & economics : IJFE
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial economics
37
International Journal of Energy Economics and Policy : IJEEP
36
Quantitative finance
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
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ECONIS (ZBW)
173
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
5
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
6
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
7
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
8
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
9
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
10
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
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