//--> //--> //--> //-->
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:"Theorie"
isPartOf:"Applied financial 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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Volatility
Estimation
444
Schätzung
444
USA
99
United States
99
Theory
95
Capital income
87
Kapitaleinkommen
87
Börsenkurs
84
Share price
84
Volatilität
75
Aktienmarkt
61
Stock market
61
Großbritannien
51
United Kingdom
51
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
Welt
26
World
26
Zeitreihenanalyse
26
Australia
25
Australien
25
Japan
25
Forecasting model
23
Prognoseverfahren
23
CAPM
22
Kaufkraftparität
22
Purchasing power parity
22
Yield curve
22
Zinsstruktur
22
more ...
less ...
Type of publication
All
Article
152
Type of publication (narrower categories)
All
Article in journal
152
Aufsatz in Zeitschrift
152
Systematic review
1
Übersichtsarbeit
1
Language
All
English
152
Author
All
McMillan, David G.
3
Adrangi, Bahram
2
Alles, Lakshman
2
Barkoulas, John T.
2
Brooks, Robert
2
Chatrath, Arjun
2
Clare, Andrew D.
2
Craigwell, Roland C.
2
Fraser, Patricia
2
Jiang, Christine X.
2
Kanas, Angelos
2
Lee, Kiseok
2
Mills, Terence C.
2
Niizeki, Mikiyo Kii
2
Phylaktis, Kate
2
Ramchander, Sanjay
2
Sengupta, Jati K.
2
Silvapulle, Paramsothy
2
Wohar, Mark E.
2
Zheng, Yijuan
2
Abdymomunov, Azamat
1
Ajmi, Ahdi Noomen
1
Akhigbe, Aigbe O.
1
Alberg, Dima
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
Bai, Ye
1
Ballestra, Luca Vincenzo
1
Bauer, Rob
1
Baum, Christopher F.
1
Becchetti, Leonardo
1
Beckmann, Joscha
1
Bedrossian, Robert
1
more ...
less ...
Published in...
All
Applied financial economics
Working paper / National Bureau of Economic Research, Inc.
610
NBER working paper series
508
NBER Working Paper
477
Applied economics
421
Discussion paper / Centre for Economic Policy Research
389
Discussion paper series / IZA
297
Economic modelling
279
CESifo working papers
275
Economics letters
256
Journal of econometrics
234
Working paper
229
Applied economics letters
225
International review of economics & finance : IREF
203
Energy economics
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
196
Journal of international money and finance
196
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
178
Journal of banking & finance
171
Discussion paper / Tinbergen Institute
158
Finance research letters
156
Journal of applied econometrics
156
IZA Discussion Paper
154
Journal of empirical finance
151
Discussion paper
146
International review of financial analysis
146
The North American journal of economics and finance : a journal of financial economics studies
136
Journal of economic dynamics & control
135
Europäische Hochschulschriften / 5
133
Discussion papers / CEPR
130
Journal of macroeconomics
127
The review of economics and statistics
112
Journal of financial economics
109
International journal of forecasting
105
Journal of monetary economics
100
Macroeconomic dynamics
100
SpringerLink / Bücher
99
Journal of international financial markets, institutions & money
98
The European journal of finance
98
International journal of finance & economics : IJFE
97
more ...
less ...
Source
All
ECONIS (ZBW)
152
Showing
1
-
50
of
152
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
8
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:
9
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
10
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:
11
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:
12
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:
13
Evidence for state and time nonseparable preferences : the case of Finland
Virk, Nader Shahzad
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1821-1838
Persistent link: https://www.econbiz.de/10010337260
Saved in:
14
Idiosyncratic risk and expected returns : a panel data model with random effects
Wang, Mu-Shun
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 869-880
Persistent link: https://www.econbiz.de/10009771164
Saved in:
15
Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim
;
Hacker, Scott
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
Saved in:
16
Taylor rule equilibrium exchange rates and nonlinear mean reversion
Beckmann, Joscha
;
Wilde, Wolfram
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1097-1107
Persistent link: https://www.econbiz.de/10010204803
Saved in:
17
Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den
;
Jansen, Pieter W.
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 749-765
Persistent link: https://www.econbiz.de/10009750989
Saved in:
18
Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg
Jackman, Mahalia
;
Craigwell, Roland C.
;
Doyle-Lowe, Michelle
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 287-296
Persistent link: https://www.econbiz.de/10009718935
Saved in:
19
Testing for contagion in US industry portfolios : a four-factor pricing approach
Milunovich, George
;
Tan, Antony
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 15-26
Persistent link: https://www.econbiz.de/10009719046
Saved in:
20
A full jump switching level GARCH model for short-term interest rate
Sheu, Her-jiun
;
Lee, Hsiang-tai
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 479-489
Persistent link: https://www.econbiz.de/10009581297
Saved in:
21
Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions
Simpson, Marc W.
;
Ramchander, Sanjay
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 285-298
Persistent link: https://www.econbiz.de/10009581407
Saved in:
22
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
23
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
24
Modelling and trading the Greek stock market with mixed neural network models
Dunis, Christian
;
Laws, Jason
;
Karathanassopoulos, Andreas
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1793-1808
Persistent link: https://www.econbiz.de/10009384778
Saved in:
25
An empirical test of 'put call parity'
Ben-David, Nissim
;
Tchahi, Tavor
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1661-1664
Persistent link: https://www.econbiz.de/10009385060
Saved in:
26
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
27
The performance of popular stochastic volatility option pricing models during the subprime crisis
Moyaert, Thibaut
;
Petitjean, Mikael
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
Saved in:
28
Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Hum, …
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
Saved in:
29
The constant elasticity of variance model : calibration, test and evidence from the Italian equity market
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1479-1487
Persistent link: https://www.econbiz.de/10009356089
Saved in:
30
Time variation of CAPM betas across market volatility regimes
Abdymomunov, Azamat
;
Morley, James C.
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1463-1478
Persistent link: https://www.econbiz.de/10009356092
Saved in:
31
Existence and extent of impact of individual stock derivatives on spot market volatility in India
Nair, Abhilash S.
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 563-600
Persistent link: https://www.econbiz.de/10009153249
Saved in:
32
The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
Saved in:
33
Estimating the impact of good news on stock market volatility
Malik, Farooq
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 545-554
Persistent link: https://www.econbiz.de/10009153251
Saved in:
34
Oil prices and the greenback : it takes two to tango
Razgallah, Brahim
;
Smimou, Kamal
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 519-528
Persistent link: https://www.econbiz.de/10009153254
Saved in:
35
What drives stock prices? : fundamentals, bubbles and investor behaviour
Chen, Yen-hsiao
;
Fraser, Patricia
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
Saved in:
36
Intraday characteristics of stock price crashes
Ammann, Manuel
;
Kessler, Stephan
- In:
Applied financial economics
19
(
2009
)
13/15
,
pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042
Saved in:
37
Firms' investment under financial constraints : a euro area investigation
Pál, Rozália
;
Kozhan, Roman
- In:
Applied financial economics
19
(
2009
)
19/21
,
pp. 1611-1624
Persistent link: https://www.econbiz.de/10003904308
Saved in:
38
Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos
;
Tessaromatis, Nikolaos P.
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
Saved in:
39
Why does the correlation between stock and bond returns vary over time?
Andersson, Magnus
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 139-151
Persistent link: https://www.econbiz.de/10003739018
Saved in:
40
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry
;
Silvapulle, Paramsothy
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 267-273
Persistent link: https://www.econbiz.de/10003739092
Saved in:
41
The mean volatility asymmetry in Asian stock markets
Liau, Yung-Shi
;
Yang, Jack J. W.
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003739136
Saved in:
42
Volatility amongst firms in the Dow Jones Eurostoxx50 Index
Xuan Vinh Vo
;
Daly, Kevin James
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 569-582
Persistent link: https://www.econbiz.de/10003739231
Saved in:
43
Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
Saved in:
44
Estimating stock market volatility using asymmetric GARCH models
Alberg, Dima
;
Shalit, Haim
;
Yosef, Rami
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1201-1208
Persistent link: https://www.econbiz.de/10003760244
Saved in:
45
Security transaction taxes and financial volatility : Athens stock exchange
Phylaktis, Kate
;
Aristidou, Antonis
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1455-1467
Persistent link: https://www.econbiz.de/10003605856
Saved in:
46
PPP : a disaggregated view
Fischer, Christoph
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 93-108
Persistent link: https://www.econbiz.de/10003291813
Saved in:
47
The real exchange rate and the purchasing power parity puzzle : further evidence
Sekioua, Sofiane H.
;
Karanasos, Menelaos
- In:
Applied financial economics
16
(
2006
)
1/2
,
pp. 199-211
Persistent link: https://www.econbiz.de/10003291858
Saved in:
48
A simple test of the FAMA and French model using daily data : Australian evidence
Faff, Robert W.
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 83-92
Persistent link: https://www.econbiz.de/10001909668
Saved in:
49
Exchange-rate uncertainty and workers' remittances
Higgins, Matthew Lawrence
;
Hysenbegasi, Alketa
;
Pozo, Susan
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 403-411
Persistent link: https://www.econbiz.de/10001971150
Saved in:
50
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->