//--> //--> //--> //-->
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:"OECD countries"
isPartOf:"Applied economics letters"
~isPartOf:"International review of applied economics"
~subject:"Volatility"
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
OECD countries
Volatility
Estimation
1,329
Schätzung
1,329
Theorie
200
Theory
200
United States
157
USA
156
Welt
140
World
140
Börsenkurs
113
Share price
113
Cointegration
111
Economic growth
111
Kointegration
111
Wirtschaftswachstum
111
Kaufkraftparität
107
Purchasing power parity
107
Panel
106
Panel study
106
Capital income
88
Kapitaleinkommen
88
Time series analysis
84
Zeitreihenanalyse
84
Volatilität
81
Aktienmarkt
78
Stock market
78
Deutschland
71
Einheitswurzeltest
71
Germany
71
Unit root test
71
Business cycle
67
Konjunktur
67
EU countries
66
EU-Staaten
65
Forecasting model
58
Prognoseverfahren
58
Estimation theory
56
Schätztheorie
56
Einkommensverteilung
55
Income distribution
55
more ...
less ...
Online availability
All
Undetermined
52
Type of publication
All
Article
134
Type of publication (narrower categories)
All
Article in journal
134
Aufsatz in Zeitschrift
134
Language
All
English
134
Author
All
Bahmani-Oskooee, Mohsen
3
Abedin, Md. Thasinul
2
Apergēs, Nikolaos
2
Ashraf, Ayesha
2
Frantzen, Dirk J.
2
Grobys, Klaus
2
Gupta, Rangan
2
Hegerty, Scott W.
2
Ma, Feng
2
Madsen, Jakob Brøchner
2
McMillan, David G.
2
Mitra, Rajarshi
2
Olson, Eric
2
Sosvilla-Rivero, Simón
2
Tiwari, Aviral Kumar
2
Wang, Xunxiao
2
Younas, Javed
2
Acosta-González, Eduardo
1
Afonso, António
1
Afonso, Óscar
1
Al-Rashidi, Atef
1
Albulescu, Claudiu Tiberiu
1
Algieri, Bernardina
1
Almeida, Alexandre
1
Antonelli, Cristiano
1
Apergis, Emmanuel
1
Ardalani, Zohre
1
Arnold, Ivo J. M.
1
Aslan, Özgür
1
Atesoglu, H. Sonmez
1
Baba, Naohiko
1
Badinger, Harald
1
Baharumshah, Ahmad Zubaidi
1
Baklaci, H. F.
1
Barseghyan, Gayane
1
Basher, Syed Abul
1
Baumöhl, E.
1
Bautista, Carlos C.
1
Belazreg, Walid
1
Bentzen, Jan
1
more ...
less ...
Published in...
All
Applied economics letters
International review of applied economics
Applied economics
188
Energy economics
164
CESifo working papers
148
Economic modelling
147
Working paper / National Bureau of Economic Research, Inc.
141
NBER working paper series
134
NBER Working Paper
128
International review of economics & finance : IREF
120
Finance research letters
118
Discussion paper / Centre for Economic Policy Research
116
Working paper
104
International review of financial analysis
103
Journal of econometrics
103
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of international money and finance
91
Journal of banking & finance
86
Discussion paper series / IZA
83
Economics letters
82
Journal of empirical finance
82
Applied financial economics
80
Journal of international financial markets, institutions & money
75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Research in international business and finance
68
Discussion paper / Tinbergen Institute
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
The journal of futures markets
60
Journal of risk and financial management : JRFM
54
International journal of finance & economics : IJFE
47
International journal of forecasting
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The European journal of finance
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
42
Discussion paper
42
International Journal of Energy Economics and Policy : IJEEP
41
CESifo Working Paper Series
39
International journal of economics and finance
37
Journal of financial economics
37
Kiel working paper
36
more ...
less ...
Source
All
ECONIS (ZBW)
134
Showing
1
-
50
of
134
Sort
Relevance
Date (newest first)
Date (oldest first)
1
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
2
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
3
An investigation of exchange rate, exchange rate volatility and FDI nexus in a gravity model approach
Warren, Moraghen
;
Seetanah, Boopen
;
Sookia, n.
- In:
International review of applied economics
37
(
2023
)
4
,
pp. 482-502
Persistent link: https://www.econbiz.de/10014382968
Saved in:
4
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
5
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
6
Sukuk returns dynamics under bullish and bearish market conditions : do COVID-19 related news and government measures matter?
Naifar, Nader
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 875-883
Persistent link: https://www.econbiz.de/10014303590
Saved in:
7
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
8
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
9
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
10
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
11
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
12
Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets
Huang, Wei-Qiang
;
Liu, Peipei
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 780-784
Persistent link: https://www.econbiz.de/10013411772
Saved in:
13
Does a shrinking labor force reduce FDI inflows in OECD countries?
Mitra, Rajarshi
;
Abedin, Md. Thasinul
- In:
Applied economics letters
29
(
2022
)
17
,
pp. 1654-1658
Persistent link: https://www.econbiz.de/10013412250
Saved in:
14
Does FDI increase labour market volatility at home?
Ashraf, Ayesha
;
Chaudhry, Muhammad Umar
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1944-1948
Persistent link: https://www.econbiz.de/10013412339
Saved in:
15
Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network
Fang, Tong
;
Su, Zhi
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1877-1883
Persistent link: https://www.econbiz.de/10012697702
Saved in:
16
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
17
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
Saved in:
18
Inflation expectations, volatility and Covid-19 : evidence from the US inflation swap rates
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1327-1331
Persistent link: https://www.econbiz.de/10012609663
Saved in:
19
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
Saved in:
20
Cross-border M&A outflows and government size
Ashraf, Ayesha
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 964-967
Persistent link: https://www.econbiz.de/10012589712
Saved in:
21
Population ageing and FDI inflows in OECD countries : a dynamic panel cointegration analysis
Mitra, Rajarshi
;
Abedin, Md. Thasinul
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1071-1075
Persistent link: https://www.econbiz.de/10012589959
Saved in:
22
Does the Feldstein-Horioka relationship vary with economic policy uncertainty?
Lin, Yi-Chen
;
Deng, Wen-Shuenn
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1187-1194
Persistent link: https://www.econbiz.de/10012589987
Saved in:
23
Time-varying ARFIMA-GARCH model with symmetric thresholds : applications to inflation
Tan, Zhengxun
;
Liu, Juan
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 373-377
Persistent link: https://www.econbiz.de/10012485002
Saved in:
24
Modelling the causal linkages between trade openness, innovation, financial development and economic growth in OECD Countries
Belazreg, Walid
;
Mtar, Kais
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 5-8
Persistent link: https://www.econbiz.de/10012205359
Saved in:
25
Does investor sentiment affect stock price crash risk?
Cui, Huijie
;
Zhang, Yanan
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 564-568
Persistent link: https://www.econbiz.de/10012205732
Saved in:
26
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
27
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
Saved in:
28
The source of real oil price fluctuations: a fresh view from the frequency domain
Yanfeng, Wei
;
Zhang, Liguo
;
Li, Qirui
- In:
Applied economics letters
27
(
2020
)
17
,
pp. 1395-1399
Persistent link: https://www.econbiz.de/10012313055
Saved in:
29
Corporate labour share of income and the shadow economy : a cross-country analysis
Fedotenkov, Igor
- In:
Applied economics letters
26
(
2019
)
4
,
pp. 302-305
Persistent link: https://www.econbiz.de/10012204194
Saved in:
30
The effect of output growth volatility on output growth : empirical evidence from Turkey
Ülke, Volkan
;
Varlik, Serdar
;
Berument, Hakan
- In:
Applied economics letters
26
(
2019
)
6
,
pp. 522-531
Persistent link: https://www.econbiz.de/10012204262
Saved in:
31
A change in the time-varying correlation between oil prices and the stock market
Jones, Paul
;
Collins, Luke
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
Saved in:
32
Biased and neutral technological change : empirical evidence from a sample of OECD countries
Feder, Christophe
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 943-947
Persistent link: https://www.econbiz.de/10012204446
Saved in:
33
Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis
Zargar, Faisal Nazir
;
Tiwari, Aviral Kumar
;
Olayeni, …
- In:
Applied economics letters
26
(
2019
)
12
,
pp. 999-1006
Persistent link: https://www.econbiz.de/10012204471
Saved in:
34
Unemployment persistence in EU countries : new evidence using bounded unit root tests
Albulescu, Claudiu Tiberiu
;
Tiwari, Aviral Kumar
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 807-810
Persistent link: https://www.econbiz.de/10012129867
Saved in:
35
Asymmetric effect of margin-trading activities on price crashes : evidence from Chinese stock market
Lv, Dayong
;
Ruan, Qingsong
- In:
Applied economics letters
25
(
2018
)
13
,
pp. 900-904
Persistent link: https://www.econbiz.de/10012131120
Saved in:
36
A new stock-price bubble with stochastically deflating trajectories
Rotermann, Benedikt
;
Wilfling, Bernd
- In:
Applied economics letters
25
(
2018
)
15
,
pp. 1091-1096
Persistent link: https://www.econbiz.de/10012132351
Saved in:
37
The effects of exchange rate volatility on exports : evidence from Armenia
Barseghyan, Gayane
;
Hambardzumyan, Hayk
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1266-1268
Persistent link: https://www.econbiz.de/10012135379
Saved in:
38
Why you should use high frequency data to test the impact of exchange rate on trade
Shaar, Karam
;
Khaled, Mohammed S.
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1292-1295
Persistent link: https://www.econbiz.de/10012135386
Saved in:
39
Exchange rate pass-through in the Asian countries : does inflation volatility matter?
Soon, Siew-Voon
;
Baharumshah, Ahmad Zubaidi
;
Wohar, Mark E.
- In:
Applied economics letters
25
(
2018
)
5
,
pp. 309-312
Persistent link: https://www.econbiz.de/10011854492
Saved in:
40
Do fiscal decentralization and income inequality affect the size of the shadow economy? : a panel data analysis for OECD countries
Berger, Wolfram
;
Salotti, Simone
;
Sardà Pons, Jordi
- In:
Applied economics letters
25
(
2018
)
8
,
pp. 571-575
Persistent link: https://www.econbiz.de/10011855043
Saved in:
41
Health expenditure and socio-economic determinants of life expectancy in the OECD Asia/Pacific area countries
Blazquez-Fernández, Carla
;
Cantarero-Prieto, David
; …
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 167-169
Persistent link: https://www.econbiz.de/10011704005
Saved in:
42
The "real" explanation of the PPP puzzle
Ford, Nicholas
;
Horioka, Charles
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 325-328
Persistent link: https://www.econbiz.de/10011704598
Saved in:
43
Implied correlation indices and volatility forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
Saved in:
44
Stock market uncertainty and interest rate behaviour : a panel GARCH approach
Valera, Harold Glenn A.
;
Holmes, Mark J.
;
Hassan, Gazi M.
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 732-735
Persistent link: https://www.econbiz.de/10011714175
Saved in:
45
Real exchange rates : are they dominated by fundamental factors?
Skorepa, Michal
;
Komárek, Luboš
- In:
Applied economics letters
24
(
2017
)
19
,
pp. 1389-1392
Persistent link: https://www.econbiz.de/10011852635
Saved in:
46
Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market
Grobys, Klaus
;
Haga, Jesper
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1499-1503
Persistent link: https://www.econbiz.de/10011853099
Saved in:
47
Conditional price volatility, speculation, and excessive speculation in commodity markets : sheep or shepherd behaviour?
Algieri, Bernardina
- In:
International review of applied economics
30
(
2016
)
2
,
pp. 210-237
Persistent link: https://www.econbiz.de/10011472467
Saved in:
48
Is the asset growth anomaly driven by macroeconomic states?
Grobys, Klaus
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 576-579
Persistent link: https://www.econbiz.de/10011627986
Saved in:
49
On the predictability of daytime and night-time yen/dollar exchange rates
Fukuda, Shin'ichi
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 618-622
Persistent link: https://www.econbiz.de/10011628029
Saved in:
50
Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->