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subject:"Volatilität"
type:"article"
~subject:"Share price"
~subject:"Theory"
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Search: subject_exact:"Estimation"
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Volatilität
Share price
Theory
Estimation
56,599
Schätzung
56,384
Theorie
12,546
United States
7,667
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7,662
Welt
5,324
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5,324
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4,984
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4,830
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4,829
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4,792
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4,531
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4,524
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4,350
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4,347
Cointegration
3,871
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3,862
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3,598
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3,584
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3,213
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3,208
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3,063
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3,063
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3,062
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3,060
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2,677
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2,676
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2,666
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2,659
Exchange rate
2,484
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2,471
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2,297
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2,296
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2,208
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2,088
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1,414
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5
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17,291
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Gupta, Rangan
93
Gil-Alaña, Luis A.
55
Bahmani-Oskooee, Mohsen
49
Caporale, Guglielmo Maria
49
Wohar, Mark E.
46
Narayan, Paresh Kumar
40
McMillan, David G.
39
Tiwari, Aviral Kumar
39
Pierdzioch, Christian
37
Zaremba, Adam
35
Ma, Feng
32
Bollerslev, Tim
30
McAleer, Michael
30
Serletis, Apostolos
29
Belke, Ansgar
28
Apergēs, Nikolaos
27
Lee, Chien-chiang
27
Balcilar, Mehmet
26
Bouri, Elie
26
Kumbhakar, Subal
25
Todorov, Viktor
25
Xuan Vinh Vo
25
Brooks, Robert
24
Jawadi, Fredj
21
Kumar, Dilip
21
Chiang, Thomas C.
20
Moosa, Imad A.
20
Herwartz, Helmut
19
MacDonald, Ronald
19
Rashid, Abdul
19
Wang, Yudong
19
Fabozzi, Frank J.
18
Salisu, Afees A.
18
Tauchen, George Eugene
18
Zhang, Yaojie
18
Bohl, Martin T.
17
Hammoudeh, Shawkat
17
Hautsch, Nikolaus
17
Kang, Sang Hoon
17
Westerlund, Joakim
17
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Applied economics
471
Economic modelling
317
Applied economics letters
296
Economics letters
273
International review of economics & finance : IREF
249
Journal of econometrics
241
Journal of banking & finance
224
Finance research letters
220
Energy economics
216
Journal of international money and finance
214
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
202
Applied financial economics
196
International review of financial analysis
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
191
Journal of empirical finance
186
The North American journal of economics and finance : a journal of financial economics studies
176
Journal of applied econometrics
159
Journal of financial economics
145
Journal of economic dynamics & control
141
Journal of international financial markets, institutions & money
135
Journal of macroeconomics
132
Research in international business and finance
119
The European journal of finance
118
International journal of finance & economics : IJFE
114
The review of economics and statistics
114
International journal of forecasting
109
Journal of risk and financial management : JRFM
106
The journal of finance : the journal of the American Finance Association
106
The journal of futures markets
106
Journal of monetary economics
103
Macroeconomic dynamics
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
International journal of economics and finance
100
Journal of international economics
99
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
98
European economic review : EER
96
Journal of forecasting
95
Journal of money, credit and banking : JMCB
90
Journal of urban economics
87
Econometric reviews
82
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ECONIS (ZBW)
18,921
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1
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18,921
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The value of growth : changes in profitability and future stock returns
Lim, Bryan
;
Sotes-Paladino, Juan
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451974
Saved in:
3
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
4
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
5
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
6
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
7
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
Saved in:
8
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
9
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Goldmann, Leonie
;
Crook, Jonathan N.
;
Calabrese, Raffaella
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10014456940
Saved in:
10
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
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