//--> //--> //--> //-->
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:"Applied economics letters"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
1,155
Schätzung
1,155
Theorie
165
Theory
165
United States
140
USA
139
Welt
121
World
121
Börsenkurs
111
Share price
111
Kaufkraftparität
103
Purchasing power parity
103
Cointegration
94
Kointegration
94
Panel
91
Panel study
91
Economic growth
88
Wirtschaftswachstum
88
Capital income
84
Kapitaleinkommen
84
Aktienmarkt
77
Stock market
77
Time series analysis
75
Volatilität
75
Zeitreihenanalyse
75
Einheitswurzeltest
69
Unit root test
69
Deutschland
61
Germany
61
Business cycle
58
Konjunktur
58
EU countries
56
EU-Staaten
55
Estimation theory
55
Forecasting model
55
Prognoseverfahren
55
Schätztheorie
55
China
46
Arbeitslosigkeit
43
more ...
less ...
Online availability
All
Undetermined
39
Type of publication
All
Article
75
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Language
All
English
75
Author
All
Grobys, Klaus
2
Gupta, Rangan
2
Ma, Feng
2
Olson, Eric
2
Wang, Xunxiao
2
Al-Rashidi, Atef
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Arnold, Ivo J. M.
1
Ashraf, Ayesha
1
Baba, Naohiko
1
Baharumshah, Ahmad Zubaidi
1
Baklaci, H. F.
1
Barseghyan, Gayane
1
Baumöhl, E.
1
Bautista, Carlos C.
1
Berument, Hakan
1
Bharadwaj, Lakshya
1
Blazsek, Szabolcs
1
Boroumand, Raphaël Homayoun
1
Botsaris, Charalampos
1
Browning, Chris
1
Burren, Daniel
1
Can, E.
1
Caporale, Guglielmo Maria
1
Catalão-Lopes, Margarida
1
Cavallari, Lilia
1
Chan, Hing-lin
1
Chaudhry, Muhammad Umar
1
Chen, Jian
1
Chen, Shieh-liang
1
Chen, Yixiang
1
Cholodilin, Konstantin Arkadʹevič
1
Chun, Hyunbae
1
Collins, Luke
1
Cui, Huijie
1
D'Addona, Stefano
1
DeJuan, Joseph P.
1
Demirer, Rıza
1
Diao, Xundi
1
more ...
less ...
Published in...
All
Applied economics letters
Energy economics
142
Applied economics
125
Economic modelling
116
Finance research letters
115
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
NBER working paper series
77
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Discussion paper / Tinbergen Institute
57
Economics letters
57
Journal of risk and financial management : JRFM
54
CESifo working papers
53
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
46
The European journal of finance
46
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial economics
37
International Journal of Energy Economics and Policy : IJEEP
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
30
Journal of economic dynamics & control
30
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
50
of
75
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
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:
12
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:
13
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:
14
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:
15
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:
16
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:
17
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:
18
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:
19
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:
20
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:
21
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:
22
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:
23
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:
24
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:
25
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:
26
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:
27
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:
28
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:
29
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:
30
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:
31
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:
32
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:
33
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:
34
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:
35
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:
36
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:
37
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:
38
What are returns outside trading hours capturing for volatility of individual stocks?
Wang, Xunxiao
;
Diao, Xundi
;
Chen, Yixiang
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1121-1124
Persistent link: https://www.econbiz.de/10011701633
Saved in:
39
Public reaction to stock market volatility : evidence from the ATUS
Payne, Patrick
;
Browning, Chris
;
Kalenkoski, Charlene
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1197-1200
Persistent link: https://www.econbiz.de/10011701845
Saved in:
40
Temporary ban on short positions and financial market volatility : evidence from the Madrid Stock Market
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 854-859
Persistent link: https://www.econbiz.de/10011286053
Saved in:
41
"Leverage Effect" in country betas and volatilities?
Synyavska, Alina
;
Ülkü, Numan
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 848-853
Persistent link: https://www.econbiz.de/10011286056
Saved in:
42
Portuguese stock market returns and oil price variations
Marques, Sebastião Messias
;
Catalão-Lopes, Margarida
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 515-520
Persistent link: https://www.econbiz.de/10010528817
Saved in:
43
Event-study volatility and bootstrapping : an international study
Essaddam, Naceur
;
Mnasri, Ayman
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 209-213
Persistent link: https://www.econbiz.de/10010481975
Saved in:
44
Correlation evidence in the dynamics of agricultural commodity prices
Boroumand, Raphaël Homayoun
;
Goutte, Stephane
; …
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1238-1242
Persistent link: https://www.econbiz.de/10010465638
Saved in:
45
Business cycle determinants of US foreign direct investments
Cavallari, Lilia
;
D'Addona, Stefano
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 966-970
Persistent link: https://www.econbiz.de/10010196207
Saved in:
46
The effect of exchange rate volatility on trade : correcting for selection bias and asymmetric trade flows
Al-Rashidi, Atef
;
Lahiri, Bidisha
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1121-1126
Persistent link: https://www.econbiz.de/10010197016
Saved in:
47
Fear sentiments and gold price : testing causality in-mean and in-variance
Qadan, Mahmod
;
Yagil, Joseph
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 363-366
Persistent link: https://www.econbiz.de/10009630137
Saved in:
48
The effects of exchange rate volatility on trade : evidence from Turkish agricultural trade
Erdal, Gülistan
;
Erdal, Hilmi
;
Esengün, Kemal
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 297-303
Persistent link: https://www.econbiz.de/10009412603
Saved in:
49
Day-of-the-week effect on the return and conditional variance of the H-shares index in Hong Kong
Chan, Hing-lin
;
Woo, Kai-yin
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 243-249
Persistent link: https://www.econbiz.de/10009412610
Saved in:
50
Relationships between the US and European stock markets during the recent financial turmoil : evidence from the VARFIMA model
Mandacı, Pınar Evrım
;
Çağli, Efe Çaǧlar
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1697-1701
Persistent link: https://www.econbiz.de/10009683965
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->