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subject:"Zeitreihenanalyse"
isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Geldpolitik"
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Zeitreihenanalyse
Geldpolitik
Schätzung
447
Estimation
446
Theorie
142
Theory
142
Börsenkurs
110
Share price
110
Deutschland
108
Germany
108
Volatility
102
Volatilität
102
Capital income
90
Kapitaleinkommen
90
Aktienmarkt
70
Stock market
69
USA
58
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58
Forecasting model
56
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56
Welt
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51
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45
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45
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43
Portfolio-Management
43
Exchange rate
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33
Kointegration
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33
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31
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61
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Gupta, Rangan
4
Nonejad, Nima
3
Ji, Qiang
2
Kamada, Koichiro
2
Liu, Qiang
2
Al-Shboul, Mohammad
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Anwar, Sajid
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1
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1
Belke, Ansgar
1
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1
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1
Bordon, Ingo G.
1
Borgards, Oliver
1
Camilleri, Silvio John
1
Carcel, Hector
1
Castillo B., Paul
1
Cepni, Oguzhan
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
Chang, Meng-Shiuh
1
Chen, An-sing
1
Chen, Pei-Ying
1
Chen, Shyh-Wei
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Cuñado Eizaguirre, Juncal
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1
Eitrheim, Øyvind
1
Ferrer, Román
1
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1
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Gabler Edition Wissenschaft
The North American journal of economics and finance : a journal of financial economics studies
Economic modelling
184
Applied economics
167
CESifo working papers
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Applied economics letters
116
Journal of econometrics
116
Economics letters
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Working paper
95
Journal of international money and finance
85
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
Journal of macroeconomics
78
NBER Working Paper
78
Discussion paper / Tinbergen Institute
77
Discussion papers / CEPR
77
International journal of forecasting
77
NBER working paper series
77
Discussion paper / Centre for Economic Policy Research
75
Working paper series / European Central Bank
74
International review of economics & finance : IREF
67
Journal of economic dynamics & control
66
Working paper / National Bureau of Economic Research, Inc.
64
Energy economics
61
Discussion paper
60
Macroeconomic dynamics
56
Journal of forecasting
52
Journal of monetary economics
50
CAMA working paper series
49
Finance and economics discussion series
49
Discussion papers / Deutsches Institut für Wirtschaftsforschung
48
Journal of applied econometrics
45
Journal of money, credit and banking : JMCB
44
Finance research letters
42
Journal of banking & finance
42
Econometric reviews
41
IMF working papers
40
Journal of empirical finance
39
International journal of finance & economics : IJFE
37
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
2
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
Saved in:
3
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
4
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
5
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
6
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
Saved in:
7
Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro
;
Kurosaki, Tetsuo
;
Miura, Ko
;
Yamada, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013413462
Saved in:
8
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
9
Determining hedges and safe havens for stocks using interval analysis
Chang, Meng-Shiuh
;
Ju, Peijie
;
Liu, Yilei
;
Hsueh, Shao-Chieh
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013449302
Saved in:
10
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
11
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
12
Estimating the Bank of Mexico's reaction function in the last three decades : a bayesian DSGE approach with rolling-windows
Zamarripa, Rene
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821372
Saved in:
13
Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun
;
Xiao, Binuo
;
Huang, Yilong
;
Zhou, Li
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
Saved in:
14
Dynamic time series momentum of cryptocurrencies
Borgards, Oliver
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822211
Saved in:
15
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
16
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
17
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
18
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
19
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
20
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
21
Does transparency of central banks communication affect credit market? : empirical evidence for advanced and emerging markets
Tiberto, Bruno Pires
;
Moraes, Claudio Oliveira de
;
Pio …
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012642420
Saved in:
22
Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, Jimmy J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012654833
Saved in:
23
The time-frequency co-movement of Asian effective exchange rates : a wavelet approach with daily data
Meng, Xiangcai
;
Huang, Chia-Hsing
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 131-148
Persistent link: https://www.econbiz.de/10012120219
Saved in:
24
Do stock markets lead or lag macroeconomic variables? : evidence from select European countries
Camilleri, Silvio John
;
Scicluna, Nicolanne
;
Bai, Ye
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 170-186
Persistent link: https://www.econbiz.de/10012120227
Saved in:
25
Can skewness predict currency excess returns?
Jiang, Xue
;
Han, Liyan
;
Yin, Libo
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 628-641
Persistent link: https://www.econbiz.de/10012120316
Saved in:
26
Time-varying effects of macroeconomic news on euro-dollar returns
Ben Omrane, Walid
;
Savaser, Tanseli
;
Welch, Robert L.
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012201385
Saved in:
27
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
Saved in:
28
Asymmetric adjustment, non-linearity and housing price bubbles : New international evidence
Xie, Zixiong
;
Chen, Shyh-Wei
;
Wu, An-Chi
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012203800
Saved in:
29
ECB's unconventional monetary policy and cross-financial-market correlation dynamics
Kenourgios, Dimitris
;
Drakonaki, Emmanouela
;
Dimitriou, …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012204439
Saved in:
30
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
31
Time-varying variance scaling : application of the fractionally integrated ARMA model
Chen, An-sing
;
Chang, Hung-Chou
;
Cheng, Lee-Young
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012117796
Saved in:
32
Positive trend inflation and the Phillips curve : a tale of two slopes and various impulse responses
Heinrichs, Katrin
;
Wagner, Helmut
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 283-307
Persistent link: https://www.econbiz.de/10012117863
Saved in:
33
The role of leverage in quantitative easing decisions : evidence from the UK
Philippas, Dionisis
;
Papadamou, Stephanos
;
Tomuleasa, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 308-324
Persistent link: https://www.econbiz.de/10012117866
Saved in:
34
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
35
On credit and output : is the supply of credit relevant?
Wojnilower, Joshua
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 38-56
Persistent link: https://www.econbiz.de/10012117751
Saved in:
36
Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift
Li, Shaoyu
;
Zheng, Tingguo
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 200-221
Persistent link: https://www.econbiz.de/10011878816
Saved in:
37
Does the accumulation of international reserves spur inflation? : a reappraisal
Steiner, Andreas
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 112-132
Persistent link: https://www.econbiz.de/10011878943
Saved in:
38
Fractional integration in daily stock market indices at Jordan's Amman stock exchange
Al-Shboul, Mohammad
;
Anwar, Sajid
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 16-37
Persistent link: https://www.econbiz.de/10011672875
Saved in:
39
Non-linear exchange rate relationships : an automated model selection approach with indicator saturation
Stillwagon, Josh R.
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 84-109
Persistent link: https://www.econbiz.de/10011672899
Saved in:
40
The effect of investors' confidence on monetary policy transmission mechanism : a Multivariate GARCH approach
Guerello, Chiara
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 248-266
Persistent link: https://www.econbiz.de/10011672962
Saved in:
41
The expectations hypothesis and decoupling of short- and long-term US interest rates : a pairwise approach
Holmes, Mark J.
;
Otero, Jesús G.
;
Panagiōtidēs, …
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 301-313
Persistent link: https://www.econbiz.de/10011540004
Saved in:
42
VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang
;
Guo, Shuxin
;
Qiao, Gaoxiu
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
Saved in:
43
Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania
;
Tiwari, Aviral Kumar
;
Ferrer, Román
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
Saved in:
44
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
Saved in:
45
Real-time estimation of the equilibrium real interest rate : evidence from Japan
Umino, Shingo
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 17-32
Persistent link: https://www.econbiz.de/10010461190
Saved in:
46
Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar
;
Bordon, Ingo G.
;
Hendricks, Torben
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010461194
Saved in:
47
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
48
Optimal monetary policy rules in a two-country economy with a zero bound on nominal interest rates
Ida, Daisuke
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 223-242
Persistent link: https://www.econbiz.de/10009739655
Saved in:
49
Evaluating inflation targeting based on the distribution of inflation and inflation volatility
Ginindza, Mzwandile
;
Maasoumi, Esfandiar
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 497-518
Persistent link: https://www.econbiz.de/10010367566
Saved in:
50
Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data
Mandler, Martin
- In:
The North American journal of economics and finance : a …
23
(
2012
)
2
,
pp. 228-245
Persistent link: https://www.econbiz.de/10009673822
Saved in:
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