//--> //--> //--> //-->
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:"Volatility"
subject:"Yield curve"
~person:"Brooks, Robert"
~person:"Koopman, Siem Jan"
~subject:"Konjunktur"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
Konjunktur
Estimation
56
Schätzung
56
Theorie
22
Theory
22
Time series analysis
18
Volatilität
18
Zeitreihenanalyse
18
ARCH model
13
ARCH-Modell
13
Capital income
13
Kapitaleinkommen
13
USA
13
United States
13
Australia
12
Australien
12
Börsenkurs
12
Share price
12
Aktienmarkt
10
Stock market
10
Forecasting model
7
Prognoseverfahren
7
Spillover effect
7
Spillover-Effekt
7
State space model
7
Zustandsraummodell
7
Factor analysis
6
Faktorenanalyse
6
Estimation theory
5
Financial crisis
5
Finanzkrise
5
Schätztheorie
5
CAPM
4
Correlation
4
Exchange rate
4
Korrelation
4
Risiko
4
Risk
4
Wechselkurs
4
Arbeitslosigkeit
3
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
28
Working Paper
28
Graue Literatur
27
Non-commercial literature
27
Aufsatz in Zeitschrift
20
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
20
Author
All
Brooks, Robert
Koopman, Siem Jan
Gupta, Rangan
70
Bahmani-Oskooee, Mohsen
35
Gil-Alaña, Luis A.
30
Caporale, Guglielmo Maria
28
Wohar, Mark E.
27
Ma, Feng
25
Pierdzioch, Christian
24
Todorov, Viktor
24
Balcilar, Mehmet
23
McAleer, Michael
23
Bollerslev, Tim
22
Bouri, Elie
22
Xuan Vinh Vo
22
Kumar, Dilip
20
Apergēs, Nikolaos
16
Chiang, Thomas C.
16
Jalles, João Tovar
16
Kang, Sang Hoon
16
Mensi, Walid
16
Tiwari, Aviral Kumar
16
Asai, Manabu
15
Döpke, Jörg
15
McMillan, David G.
15
Rashid, Abdul
15
Tauchen, George Eugene
15
Afonso, António
14
Li, Jia
14
Wang, Yudong
14
Wei, Yu
14
Andersen, Torben
13
Hegerty, Scott W.
13
Lee, Chien-chiang
13
Yoon, Seong-min
13
Zhu, Huiming
13
Demirer, Rıza
12
Hammoudeh, Shawkat
12
Ma, Jun
12
Malik, Farooq
12
Narayan, Paresh Kumar
12
more ...
less ...
Published in...
All
International review of economics & finance : IREF
3
Journal of empirical finance
2
Applied financial economics
1
Australian journal of management
1
Econometric reviews
1
Economics letters
1
Global finance journal
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of business finance & accounting : JBFA
1
Journal of emerging market finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial management, markets and institutions
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Studies in economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
2
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
3
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
4
Thai financial markets and political change
Sutsarun Lumjiak
;
Sirimon Treepongkaruna
;
Wee, Marvin
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10011949641
Saved in:
5
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
6
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
7
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
8
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
9
Classifying Chinese bull and bear markets : indices and individual stocks
Chi, Wei
;
Brooks, Robert
;
Bissoondoyal-Bheenick, Emawtee
; …
- In:
Studies in economics and finance
33
(
2016
)
4
,
pp. 509-531
Persistent link: https://www.econbiz.de/10011722547
Saved in:
10
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
- In:
Global finance journal
28
(
2015
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->