//--> //--> //--> //-->
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:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~subject:"Yield curve"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
Estimation
706
Schätzung
701
Theorie
232
Theory
232
Estimation theory
223
Schätztheorie
223
Volatilität
146
Time series analysis
139
Zeitreihenanalyse
139
Panel
119
Panel study
119
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
Börsenkurs
96
Share price
96
Capital income
94
Kapitaleinkommen
94
Regression analysis
87
Regressionsanalyse
87
Forecasting model
85
Prognoseverfahren
85
USA
79
United States
79
ARCH model
52
ARCH-Modell
52
Exchange rate
51
Wechselkurs
51
Stochastic process
48
Stochastischer Prozess
48
Aktienmarkt
45
Stock market
45
Cointegration
44
Kointegration
44
Welt
43
World
43
Bayes-Statistik
41
Bayesian inference
41
Factor analysis
39
Faktorenanalyse
39
more ...
less ...
Online availability
All
Undetermined
106
Free
3
Type of publication
All
Article
172
Type of publication (narrower categories)
All
Article in journal
172
Aufsatz in Zeitschrift
172
Language
All
English
172
Author
All
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Gupta, Rangan
5
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Asai, Manabu
3
Fan, Jianqing
3
Francq, Christian
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Barigozzi, Matteo
2
Bibinger, Markus
2
Cheung, Yin-Wong
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
La Vecchia, Davide
2
Li, Yingying
2
Ma, Feng
2
Neely, Christopher J.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Salisu, Afees A.
2
Subramaniam, Sowmya
2
Taylor, Robert
2
Thyrsgaard, Martin
2
more ...
less ...
Published in...
All
International journal of finance & economics : IJFE
Journal of econometrics
Applied economics
148
Energy economics
144
International review of economics & finance : IREF
137
Finance research letters
134
Economic modelling
129
Working paper / National Bureau of Economic Research, Inc.
114
International review of financial analysis
112
Journal of banking & finance
112
NBER working paper series
109
The North American journal of economics and finance : a journal of financial economics studies
107
NBER Working Paper
98
Journal of empirical finance
97
Applied economics letters
96
Applied financial economics
94
Working paper
94
Journal of international money and finance
92
Journal of international financial markets, institutions & money
80
Discussion paper / Centre for Economic Policy Research
73
Research in international business and finance
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
CESifo working papers
67
Economics letters
66
Discussion paper / Tinbergen Institute
63
The journal of futures markets
62
Journal of risk and financial management : JRFM
60
Journal of financial economics
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
The European journal of finance
53
International journal of forecasting
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of economic dynamics & control
45
Finance and economics discussion series
43
Discussion paper
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
International journal of economics and finance
38
CAMA working paper series
36
International Journal of Energy Economics and Policy : IJEEP
36
more ...
less ...
Source
All
ECONIS (ZBW)
172
Showing
1
-
10
of
172
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
4
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
5
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
6
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
8
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
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...
//-->