//--> //--> //--> //-->
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:"Schätztheorie"
isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~isPartOf:"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:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Volatility
Theorie
1,737
Theory
1,737
Estimation
334
Schätzung
334
USA
165
United States
164
Estimation theory
132
Time series analysis
128
Zeitreihenanalyse
128
Großbritannien
78
United Kingdom
78
Forecasting model
75
Prognoseverfahren
75
Welt
66
World
66
Portfolio selection
64
Portfolio-Management
64
Volatilität
63
Geldpolitik
59
Monetary policy
59
Economic growth
58
Wirtschaftswachstum
58
Inflation
57
Börsenkurs
54
Capital income
54
Kapitaleinkommen
54
Share price
54
Cointegration
49
Kointegration
49
Risiko
49
Risk
48
Exchange rate
47
Wechselkurs
47
Produktivität
45
Productivity
44
Zins
40
Interest rate
39
ARCH model
38
more ...
less ...
Online availability
All
Undetermined
39
Free
2
Type of publication
All
Article
106
Book / Working Paper
88
Type of publication (narrower categories)
All
Article in journal
105
Aufsatz in Zeitschrift
105
Arbeitspapier
88
Working Paper
88
Amtsdruckschrift
87
Government document
87
Graue Literatur
87
Non-commercial literature
87
more ...
less ...
Language
All
English
189
French
5
Author
All
Gouriéroux, Christian
13
Robert, Christian P.
12
Guégan, Dominique
7
Zakoïan, Jean-Michel
6
Comte, Fabienne
5
Francq, Christian
5
Ghysels, Eric
5
Jasiak, Joann
5
Monfort, Alain
5
Philippe, Anne
5
Berred, Alexandre M.
4
Renault, Eric
4
Robin, Jean-Marc
4
Billio, Monica
3
Darolles, Serge
3
Guerre, Emmanuel
3
Hardouin, C.
3
Léorat, Guillaume
3
Touzi, Nizar
3
Abowd, John M.
2
Blundell, Richard W.
2
Bollen, Bernard
2
Bonham, Carl Stanley
2
Bosq, Denis
2
Butucea, Cristina
2
Casella, George
2
Clements, Kenneth W.
2
Crépon, Bruno
2
Delecroix, Michel
2
Fermanian, Jean-David
2
Goutte, Stéphane
2
Kim, Jong-Min
2
Lan, Yihui
2
McAleer, Michael
2
Rousseau, Judith
2
Scaillet, Olivier
2
Smith, Jeremy
2
Smith, Richard J.
2
Xu, Dinghai
2
Abakah, Emmanuel Joel Aikins
1
more ...
less ...
Published in...
All
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Applied economics
Journal of econometrics
482
Economics letters
461
Econometric theory
297
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
254
Working paper / National Bureau of Economic Research, Inc.
241
Econometric reviews
178
NBER working paper series
174
Journal of applied econometrics
166
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
NBER Working Paper
155
Discussion paper / Tinbergen Institute
150
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
131
Journal of banking & finance
121
Oxford bulletin of economics and statistics
111
Discussion paper / Centre for Economic Policy Research
105
Journal of economic dynamics & control
104
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
103
Working paper
100
Journal of empirical finance
97
Journal of forecasting
97
Discussion paper / Center for Economic Research, Tilburg University
95
International journal of forecasting
93
Economic modelling
90
CORE discussion paper : DP
87
Journal of international money and finance
86
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
Statistical papers
81
Journal of financial economics
80
International journal of theoretical and applied finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Finance research letters
76
The review of financial studies
75
International economic review
73
The review of economic studies
68
The journal of finance : the journal of the American Finance Association
65
SFB 649 discussion paper
64
more ...
less ...
Source
All
ECONIS (ZBW)
194
Showing
1
-
50
of
194
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
3
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
4
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
5
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
6
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
7
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
8
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
9
Uncertainty diffusion across commodity markets
Cadoret, Isabelle
;
Minlend, Jacques
;
Razafindrabe, Tovonony
- In:
Applied economics
55
(
2023
)
38
,
pp. 4377-4401
Persistent link: https://www.econbiz.de/10014301245
Saved in:
10
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
11
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
12
Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef
;
Christie-David, Rohan
;
Koslowsky, David
- In:
Applied economics
54
(
2022
)
13
,
pp. 1487-1506
Persistent link: https://www.econbiz.de/10012875387
Saved in:
13
"Burning money" and institutional decline during Zimbabwe's hyperinflation
Miller, Stephen Matteo
;
Ndhlela, Thandinkosi
- In:
Applied economics
54
(
2022
)
48
,
pp. 5605-5621
Persistent link: https://www.econbiz.de/10013411236
Saved in:
14
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
15
Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang
;
Dong, Qingma
- In:
Applied economics
53
(
2021
)
10
,
pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453
Saved in:
16
An agent-based model and detect price manipulation based on intraday transaction data with simulation
Zare, Mohammad
;
Naghshineh A., Omid
;
Salavati, Erfan
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 4931-4949
Persistent link: https://www.econbiz.de/10012609914
Saved in:
17
Out-of-sample realized volatility forecasting : does the support vector regression compete combination methods
Zhang, Gaoxun
;
Qiao, Gaoxiu
- In:
Applied economics
53
(
2021
)
19
,
pp. 2192-2205
Persistent link: https://www.econbiz.de/10012501131
Saved in:
18
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
19
Long memory and efficiency of Bitcoin under heavy tails
Wu, Liang
;
Chen, Shujuan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5298-5309
Persistent link: https://www.econbiz.de/10012307228
Saved in:
20
Consumption and the interest rate : a changing dynamic?
Nordström, Martin
- In:
Applied economics
52
(
2020
)
51
,
pp. 5564-5578
Persistent link: https://www.econbiz.de/10012307780
Saved in:
21
Modelling asset returns under price limits with mixture of truncated Gaussian distribution
Xu, Dinghai
- In:
Applied economics
52
(
2020
)
52
,
pp. 5706-5725
Persistent link: https://www.econbiz.de/10012307930
Saved in:
22
Spillover effects in the global copper futures markets: asymmetric multivariate GARCH approaches
Lee, Hyun-Bock
;
Park, Cheol-Ho
- In:
Applied economics
52
(
2020
)
54
,
pp. 5909-5920
Persistent link: https://www.econbiz.de/10012308379
Saved in:
23
Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
24
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
25
Panel data analysis of multi-factor capital asset pricing models
Makwasha, Tariro
;
Wright, Jill
;
Silvapulle, Paramsothy
- In:
Applied economics
51
(
2019
)
60
,
pp. 6459-6475
Persistent link: https://www.econbiz.de/10012197351
Saved in:
26
Do illiquid stocks jump more frequently?
Kunsteller, Sebastian
;
Müller, Janis
;
Posch, Peter N.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2764-2769
Persistent link: https://www.econbiz.de/10012196740
Saved in:
27
Asymmetry and leverage in GARCH models : a News Impact Curve perspective
Caporin, Massimiliano
;
Costola, Michele
- In:
Applied economics
51
(
2019
)
31
,
pp. 3345-3364
Persistent link: https://www.econbiz.de/10012196836
Saved in:
28
Detecting policy effects with wage rigidity and instability : evidence on the Taiwan labour market
Chen, W. D.
- In:
Applied economics
50
(
2018
)
25
,
pp. 2762-2776
Persistent link: https://www.econbiz.de/10012037468
Saved in:
29
Excess comovements between the euro/US dollar and pound sterling/US dollar exchange rates
Kühl, Michael
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3664-3685
Persistent link: https://www.econbiz.de/10012059398
Saved in:
30
Uncertainty in currency mispricing
Clements, Kenneth W.
;
Lan, Yihui
;
Si, Jiawei
- In:
Applied economics
50
(
2018
)
20
,
pp. 2297-2312
Persistent link: https://www.econbiz.de/10011850129
Saved in:
31
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Saved in:
32
Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
33
Exchange rate economics is always and everywhere controversial
Manzur, Meher
- In:
Applied economics
50
(
2018
)
3
,
pp. 216-232
Persistent link: https://www.econbiz.de/10011846791
Saved in:
34
Do central bank foreign exchange interventions affect market expectations?
Marins, Jaqueline Terra Moura
;
Araújo, Gustavo Silva
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3017-3031
Persistent link: https://www.econbiz.de/10011773166
Saved in:
35
A new generalized volatility proxy via the stochastic volatility model
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
49
(
2017
)
23
,
pp. 2259-2268
Persistent link: https://www.econbiz.de/10011817347
Saved in:
36
Modelling exchange rate volatility with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
Saved in:
37
Commodity currencies and commodity prices : modelling static and time-varying dependence
Ignatieva, Ekaterina
;
Ponomareva, Natalia
- In:
Applied economics
49
(
2017
)
15
,
pp. 1491-1512
Persistent link: https://www.econbiz.de/10011813615
Saved in:
38
Forecasting volatility in the Indian equity market using return and range-based models
Raju, Karthik
;
Rangaswamy, Saravanan
- In:
Applied economics
49
(
2017
)
49
,
pp. 5027-5039
Persistent link: https://www.econbiz.de/10011844848
Saved in:
39
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Saved in:
40
How is β related to asset returns?
Bollen, Bernard
;
Gharghori, Philip
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1925-1935
Persistent link: https://www.econbiz.de/10011590029
Saved in:
41
Analysis of contagion from the dynamic conditional correlation model with Markov Regime switching
Rotta, Pedro Nielsen
;
Pereira, Pedro L. Valls
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2367-2382
Persistent link: https://www.econbiz.de/10011590996
Saved in:
42
What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
Saved in:
43
Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution
Belhachemi, Rachid
;
Rostan, Pierre
;
Racicot, François-Éric
- In:
Applied economics
47
(
2015
)
49/51
,
pp. 5461-5475
Persistent link: https://www.econbiz.de/10011341770
Saved in:
44
An information theoretic analysis of stock returns, volatility and trading volumes
Ong, Marcus Alexander
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3891-3906
Persistent link: https://www.econbiz.de/10011294307
Saved in:
45
US inflation dynamics on long-range data
Plakandaras, Vasilios
;
Gkonkas, Periklēs
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3874-3890
Persistent link: https://www.econbiz.de/10011294308
Saved in:
46
Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery
;
Lee, Hye-Jin
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
Saved in:
47
Value at risk estimation by threshold stochastic volatility model
Huang, Alex
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
Saved in:
48
Tobin tax and trading volume tightening : a reassessment
Damette, Olivier
;
Goutte, Stéphane
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3124-3141
Persistent link: https://www.econbiz.de/10011289358
Saved in:
49
Common dynamics of nonenergy commodity prices and their relation to uncertainty
Poncela, Pilar
;
Senra, Eva
;
Sierra, Lya Paola
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3724-3735
Persistent link: https://www.econbiz.de/10010419943
Saved in:
50
Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->