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subject:"Wirkungsanalyse"
type_genre:"Bibliography included"
~isPartOf:"Applied financial economics"
~subject:"Estimation theory"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Wirkungsanalyse
Estimation theory
Volatilität
Estimation
442
Schätzung
442
USA
98
United States
98
Theorie
95
Theory
95
Capital income
87
Kapitaleinkommen
87
Börsenkurs
84
Share price
84
Volatility
75
Aktienmarkt
61
Stock market
61
Großbritannien
50
United Kingdom
50
Exchange rate
37
Wechselkurs
37
Deutschland
33
Germany
33
Aktienindex
30
Stock index
30
Interest rate
29
Zins
29
ARCH model
26
ARCH-Modell
26
Time series analysis
26
Zeitreihenanalyse
26
Australia
25
Australien
25
Japan
25
Welt
24
World
24
Forecasting model
23
Prognoseverfahren
23
CAPM
22
Bank
21
Kaufkraftparität
21
Purchasing power parity
21
Risikoprämie
21
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Type of publication
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Article
87
Type of publication (narrower categories)
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Bibliography included
Aufsatz in Zeitschrift
Article in journal
87
Systematic review
1
Übersichtsarbeit
1
Language
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English
87
Author
All
McMillan, David G.
3
Fraser, Patricia
2
Jiang, Christine X.
2
Niizeki, Mikiyo Kii
2
Phylaktis, Kate
2
Sengupta, Jati K.
2
Zheng, Yijuan
2
Abdymomunov, Azamat
1
Adrangi, Bahram
1
Ajmi, Ahdi Noomen
1
Alberg, Dima
1
Alles, Lakshman
1
Ammann, Manuel
1
Andersson, Magnus
1
Angelidis, Timotheos
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Apergēs, Nikolaos
1
Aradhyula, Satheesh V.
1
Aristidou, Antonis
1
Armah, Nii Ayi
1
Armitage, Seth
1
Bai, Ye
1
Barkoulas, John T.
1
Bauer, Rob
1
Becchetti, Leonardo
1
Bedrossian, Robert
1
Bissoondoyal-Bheenick, Emawtee
1
Black, Angela J.
1
Blair, Bevan
1
Bologna, Pierluigi
1
Brockman, Paul
1
Brooks, Robert
1
Brzeszczynski, Janusz
1
Caggese, Andrea
1
Carroll, Rachael
1
Cavallo, Laura
1
Chan, Howard Wei-hong
1
Chatrath, Arjun
1
Chen, Yen-hsiao
1
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Published in...
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Applied financial economics
Journal of econometrics
279
Applied economics
218
Economic modelling
191
Economics letters
183
Energy economics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
174
Applied economics letters
166
Finance research letters
146
International review of economics & finance : IREF
131
Journal of banking & finance
118
The North American journal of economics and finance : a journal of financial economics studies
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
International review of financial analysis
110
Journal of international money and finance
97
Journal of empirical finance
95
Research in international business and finance
79
Journal of international financial markets, institutions & money
77
Econometric reviews
75
Journal of applied econometrics
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
Journal of risk and financial management : JRFM
72
International journal of forecasting
66
The journal of futures markets
63
International journal of finance & economics : IJFE
56
Journal of economic dynamics & control
53
The European journal of finance
53
International Journal of Energy Economics and Policy : IJEEP
52
Empirical economics : a quarterly journal of the Institute for Advanced Studies
50
International journal of economics and financial issues : IJEFI
49
Journal of financial economics
49
Quantitative economics : QE ; journal of the Econometric Society
49
International journal of economics and finance
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of forecasting
45
Cogent economics & finance
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
The American economic review
42
Econometrics : open access journal
41
Labour economics : official journal of the European Association of Labour Economists
41
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ECONIS (ZBW)
87
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1
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10
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87
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1
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
2
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
3
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
4
Investor overreaction and unobservable portfolios : evidence from an emerging market
Farag, Hisham
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1313-1322
Persistent link: https://www.econbiz.de/10010460168
Saved in:
5
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
6
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
7
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
8
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
9
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
10
Financial deeping and business cycle volatility in Korea
Hwang, Jinyoung
;
Lee, Jong-Han
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1693-1700
Persistent link: https://www.econbiz.de/10010260182
Saved in:
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