//--> //--> //--> //-->
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"
~person:"Caporale, Guglielmo Maria"
~person:"Kumar, Dilip"
~subject:"USA"
~type_genre:"Article in journal"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
USA
Estimation
115
Schätzung
115
Time series analysis
42
Zeitreihenanalyse
42
Volatility
36
Theorie
32
Theory
32
Cointegration
29
Kointegration
29
Capital income
26
Kapitaleinkommen
26
United States
25
ARCH model
22
ARCH-Modell
22
Börsenkurs
21
Share price
21
Fractional integration
18
Aktienmarkt
16
Stock market
16
Estimation theory
14
Schätztheorie
14
Großbritannien
13
United Kingdom
13
EU countries
12
EU-Staaten
12
Exchange rate
12
Forecasting model
12
Interest rate
12
Prognoseverfahren
12
Wechselkurs
12
Zins
12
Kaufkraftparität
11
Purchasing power parity
11
Structural break
10
Strukturbruch
10
fractional integration
10
Einheitswurzeltest
9
Persistence
9
more ...
less ...
Online availability
All
Undetermined
20
Free
3
Type of publication
All
Article
57
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
70
Working Paper
70
Graue Literatur
68
Non-commercial literature
68
Aufsatz in Zeitschrift
57
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
57
Author
All
Caporale, Guglielmo Maria
Kumar, Dilip
Gupta, Rangan
91
Bahmani-Oskooee, Mohsen
52
Gil-Alaña, Luis A.
43
Wohar, Mark E.
37
Bollerslev, Tim
28
Balcilar, Mehmet
26
Ma, Feng
26
McAleer, Michael
25
Pierdzioch, Christian
25
Todorov, Viktor
25
Bouri, Elie
24
Apergēs, Nikolaos
23
Xuan Vinh Vo
23
Tiwari, Aviral Kumar
21
Hsing, Yu
18
Brooks, Robert
17
Kang, Sang Hoon
17
McMillan, David G.
16
Mensi, Walid
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Asai, Manabu
15
Belke, Ansgar
15
Hegerty, Scott W.
15
Payne, James E.
15
Rashid, Abdul
15
Yoon, Seong-min
15
Andersen, Torben
14
Hammoudeh, Shawkat
14
Heckman, James J.
14
Jawadi, Fredj
14
Lee, Chien-chiang
14
Li, Jia
14
Sarno, Lucio
14
Wang, Yudong
14
Wei, Yu
14
Caporin, Massimiliano
13
Chiang, Thomas C.
13
more ...
less ...
Published in...
All
Economic modelling
4
Applied economics letters
3
Journal of international money and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Theoretical economics letters
3
American journal of finance and accounting
2
Applied financial economics
2
Decision
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IIMB management review
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Research in international business and finance
2
Review of financial economics : RFE
2
The journal of prediction markets
2
Applied financial economics letters
1
Eastern economic journal
1
Econometric reviews
1
Empirica : journal of european economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Finance research letters
1
International advances in economic research
1
International journal of finance & economics : IJFE
1
Journal of economic integration
1
Journal of economic research
1
Journal of economics and finance : JEF
1
Journal of international financial markets, institutions & money
1
Journal of quantitative economics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
Oxford bulletin of economics and statistics
1
Review of international economics
1
Studies in economics and finance
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
3
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
4
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
5
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
Saved in:
6
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
7
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
8
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
9
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
10
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->