//--> //--> //-->
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:"Volatilität"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Caporin, Massimiliano"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Zeitreihenanalyse
Estimation
14
Schätzung
14
Volatility
6
Time series analysis
5
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
Spillover effect
3
Spillover-Effekt
3
Theorie
3
Theory
3
Ansteckungseffekt
2
Contagion effect
2
Credit derivative
2
Erdöl
2
Forecasting model
2
GARCH
2
Immobilienmarkt
2
Immobilienpreis
2
Kreditderivat
2
Network connectedness
2
Oil price
2
Petroleum
2
Prognoseverfahren
2
Real estate market
2
Real estate price
2
Risikomaß
2
Risk measure
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Ölpreis
2
2008-2011
1
Aktienmarkt
1
more ...
less ...
Online availability
All
Undetermined
Free
16
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Caporin, Massimiliano
Gupta, Rangan
71
Gil-Alaña, Luis A.
42
Bahmani-Oskooee, Mohsen
28
Ma, Feng
24
Balcilar, Mehmet
22
Bouri, Elie
22
Tiwari, Aviral Kumar
21
Pierdzioch, Christian
20
Wohar, Mark E.
19
Xuan Vinh Vo
17
Todorov, Viktor
16
Chang, Tsangyao
15
Marcellino, Massimiliano
15
Caporale, Guglielmo Maria
14
Kang, Sang Hoon
14
Lee, Chien-chiang
14
Mensi, Walid
14
Nonejad, Nima
14
Bollerslev, Tim
13
Li, Jia
13
Wang, Yudong
13
Wei, Yu
13
Jawadi, Fredj
12
Wu, Xinyu
12
Zhu, Huiming
12
Kumar, Dilip
11
Narayan, Paresh Kumar
11
Salisu, Afees A.
11
Yoon, Seong-min
11
Chan, Joshua
10
Hammoudeh, Shawkat
10
Ranjbar, Omid
10
Shi, Yanlin
10
Zhang, Yaojie
10
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Ghysels, Eric
9
Kelly, Bryan T.
9
McAleer, Michael
9
more ...
less ...
Published in...
All
International review of economics & finance : IREF
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Journal of econometrics
1
Journal of empirical finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
News and intraday jumps : evidence from regularization and class imbalance
Caporin, Massimiliano
;
Poli, Francesco
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534219
Saved in:
2
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
Saved in:
3
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
4
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
5
Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock
Caporin, Massimiliano
;
Fontini, Fulvio
;
Talebbeydokhti, …
- In:
Energy economics
79
(
2019
),
pp. 21-31
Persistent link: https://www.econbiz.de/10012172252
Saved in:
6
Time-varying persistence in US inflation
Caporin, Massimiliano
;
Gupta, Rangan
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
2
,
pp. 423-439
Persistent link: https://www.econbiz.de/10011988314
Saved in:
7
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->