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subject:"Wirkungsanalyse"
type_genre:"Bibliography included"
~isPartOf:"The European journal of finance"
~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
193
Schätzung
193
Theorie
68
Theory
68
Capital income
66
Kapitaleinkommen
66
Börsenkurs
47
Share price
47
Volatility
45
Aktienmarkt
35
Stock market
35
Forecasting model
29
Prognoseverfahren
29
Großbritannien
25
United Kingdom
25
Exchange rate
21
Wechselkurs
21
Deutschland
20
EU countries
20
EU-Staaten
20
Germany
20
CAPM
19
Portfolio selection
19
Portfolio-Management
19
Anlageverhalten
16
Behavioural finance
16
USA
16
United States
16
ARCH model
15
ARCH-Modell
15
Risiko
15
Risk
15
Efficient market hypothesis
12
Effizienzmarkthypothese
12
Panel
12
Panel study
12
Risikoprämie
12
Risk premium
12
Welt
11
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Undetermined
28
Free
1
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Article
53
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Bibliography included
Aufsatz in Zeitschrift
Article in journal
53
Conference paper
2
Konferenzbeitrag
2
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English
53
Author
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Copeland, Laurence S.
3
Ap Gwilym, Owain
2
Gupta, Rangan
2
Koutmos, Gregory
2
Pierdzioch, Christian
2
Abhyankar, Abhay
1
Algaba, Andres
1
Alireza Zarei
1
Balcilar, Mehmet
1
Bhatti, Muhammad Ishaq
1
Bhaumik, Sumon Kumar
1
Bonaccolto, G.
1
Booth, G. Geoffrey
1
Boudt, Kris
1
Breuer, Wolfgang
1
Broll, Udo
1
Buckle, Michael J.
1
Cao, Jia
1
Caporin, Massimiliano
1
Chalamandaris, Georgios
1
Chen, Ming-Chi
1
Chen, Ren-Raw
1
Chen, XiaoHua
1
Choi, Ji-Eun
1
Choudhry, Taufiq
1
Chuang, Ming-Che
1
Corbet, Shaen
1
Coroneo, Laura
1
Corrado, Charles Joseph
1
Cummins, Mark
1
Dias, José G.
1
Dinenis, Elias
1
Dupoyet, Brice
1
Ebner, Markus
1
Fassas, Athanasios P.
1
Ferreira, Eva
1
Fifield, S. G. M.
1
Figueiredo, Antonio
1
Fong, Wai-mun
1
Fuchs, Daniel
1
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The European journal of finance
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
Applied financial economics
87
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
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)
53
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
3
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
4
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
5
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
6
Stock market bubbles and monetary policy effectiveness
Fullana, Olga
;
Ruiz, Javier
;
Toscano, David
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 963-975
Persistent link: https://www.econbiz.de/10012609244
Saved in:
7
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
Saved in:
8
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
Saved in:
9
Spot exchange rate volatility, uncertain policies and export investment decision of firms : a mean-variance decision approach
Mukherjee, Subhadip
;
Mukherjee, Soumyatanu
;
Mishra, Tapas
; …
- In:
The European journal of finance
27
(
2021
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10012516131
Saved in:
10
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
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