//--> //--> //--> //-->
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:"Aktienindex"
subject:"Volatility"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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
Aktienindex
Volatility
Estimation
200
Schätzung
200
Theorie
80
Theory
80
Time series analysis
60
Zeitreihenanalyse
60
Volatilität
42
Estimation theory
33
Schätztheorie
33
USA
33
United States
33
Capital income
31
Kapitaleinkommen
31
Cointegration
30
Kointegration
30
Nichtlineare Regression
29
Nonlinear regression
29
ARCH model
25
ARCH-Modell
25
Geldpolitik
25
Monetary policy
25
VAR model
24
VAR-Modell
24
Markov chain
23
Markov-Kette
23
Regression analysis
19
Regressionsanalyse
19
Business cycle
18
Konjunktur
18
Bayes-Statistik
17
Bayesian inference
17
Börsenkurs
17
Share price
17
Forecasting model
16
Inflation
16
Prognoseverfahren
16
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Yield curve
14
more ...
less ...
Online availability
All
Undetermined
42
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
Chevallier, Julien
2
Fabozzi, Frank J.
2
Kaufmann, Sylvia
2
Račev, Svetlozar T.
2
Audrino, Francesco
1
Avdulaj, Krenar
1
Barnett, William A.
1
Barunik, Jozef
1
Baur, Dirk G.
1
Beck, Alexander
1
Becker, Ralf
1
Bekierman, Jeremias
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Bäurle, Gregor
1
Cassou, Steven Peter
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Choi, Seungmoon
1
Chuffart, Thomas
1
Chung, Y. Peter
1
Clements, Adam
1
Dhaoui, Abderrazak
1
Dimpfl, Thomas
1
Feindt, Michael
1
Flachaire, Emmanuel
1
Ftiti, Zied
1
Funke, Michael
1
Goutte, Stéphane
1
Gribisch, Bastian
1
Grossmass, Lidan
1
Haas, Markus
1
Haddad, Michel Ferreira Cardia
1
Hadri, Kaddour
1
Hou, Weijie
1
Huang, Chen
1
Huang, Ho-chuan
1
Hurn, Stan
1
Jackson, Laura
1
Jawadi, Fredj
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
153
Finance research letters
136
Applied economics
132
International review of economics & finance : IREF
120
Economic modelling
119
International review of financial analysis
115
Journal of econometrics
104
The North American journal of economics and finance : a journal of financial economics studies
101
Applied financial economics
96
Journal of banking & finance
85
Journal of empirical finance
84
Working paper / National Bureau of Economic Research, Inc.
84
Applied economics letters
83
NBER working paper series
81
Working paper
81
Research in international business and finance
79
Journal of international financial markets, institutions & money
73
NBER Working Paper
73
Journal of international money and finance
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
The journal of futures markets
67
CESifo working papers
61
Discussion paper / Tinbergen Institute
60
Economics letters
59
Journal of risk and financial management : JRFM
56
The European journal of finance
55
International journal of finance & economics : IJFE
52
Discussion paper / Centre for Economic Policy Research
50
International journal of forecasting
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
International Journal of Energy Economics and Policy : IJEEP
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Journal of financial economics
39
International journal of economics and finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Pacific-Basin finance journal
35
Quantitative finance
35
International journal of economics and financial issues : IJEFI
34
Journal of financial econometrics
33
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
2
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
3
Openness-inflation Nexus in alternative monetary regimes
Lin, Pei-chien
;
Huang, Ho-chuan
;
Liu, Xiaojian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10013334615
Saved in:
4
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
5
Statistical characteristics of price impact in high-frequency trading
Jia, Can
;
Zhou, Tianmin
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 19-34
Persistent link: https://www.econbiz.de/10012594148
Saved in:
6
The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10012594159
Saved in:
7
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
8
Causal relationships between inflation and inflation uncertainty
Barnett, William A.
;
Jawadi, Fredj
;
Ftiti, Zied
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
Saved in:
9
The nonlinear effects of uncertainty shocks
Jackson, Laura
;
Kliesen, Kevin L.
;
Owyang, Michael T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012299603
Saved in:
10
Constrained interest rates and changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012198531
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->