//--> //--> //--> //-->
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"
~isPartOf:"Applied financial economics"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
444
Schätzung
444
USA
99
United States
99
Theorie
95
Theory
95
Capital income
87
Kapitaleinkommen
87
Börsenkurs
84
Share price
84
Volatility
75
Aktienmarkt
61
Stock market
61
Großbritannien
51
United Kingdom
51
Exchange rate
37
Wechselkurs
37
Deutschland
33
Germany
33
Aktienindex
30
Stock index
30
Interest rate
29
Zins
29
ARCH model
26
ARCH-Modell
26
Time series analysis
26
Welt
26
World
26
Zeitreihenanalyse
26
Australia
25
Australien
25
Japan
25
Forecasting model
23
Prognoseverfahren
23
CAPM
22
Kaufkraftparität
22
Purchasing power parity
22
Yield curve
22
Zinsstruktur
22
more ...
less ...
Type of publication
All
Article
75
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Systematic review
1
Übersichtsarbeit
1
Language
All
English
75
Author
All
McMillan, David G.
3
Fraser, Patricia
2
Jiang, Christine X.
2
Niizeki, Mikiyo Kii
2
Phylaktis, Kate
2
Sengupta, Jati K.
2
Zheng, Yijuan
2
Abdymomunov, Azamat
1
Adrangi, Bahram
1
Ajmi, Ahdi Noomen
1
Alberg, Dima
1
Alles, Lakshman
1
Ammann, Manuel
1
Andersson, Magnus
1
Angelidis, Timotheos
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Apergēs, Nikolaos
1
Aradhyula, Satheesh V.
1
Aristidou, Antonis
1
Bai, Ye
1
Barkoulas, John T.
1
Bauer, Rob
1
Becchetti, Leonardo
1
Bedrossian, Robert
1
Bissoondoyal-Bheenick, Emawtee
1
Black, Angela J.
1
Blair, Bevan
1
Bologna, Pierluigi
1
Brockman, Paul
1
Brooks, Robert
1
Caggese, Andrea
1
Carroll, Rachael
1
Cavallo, Laura
1
Chan, Howard Wei-hong
1
Chatrath, Arjun
1
Chen, Yen-hsiao
1
Chiang, Thomas C.
1
Choudhry, Taufiq
1
Chowdhury, Mustafa
1
more ...
less ...
Published in...
All
Applied financial economics
Energy economics
142
Applied economics
125
Economic modelling
116
Finance research letters
113
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
NBER working paper series
77
Applied economics letters
75
Working paper
74
NBER Working Paper
71
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Discussion paper / Tinbergen Institute
57
Economics letters
55
CESifo working papers
54
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
46
The European journal of finance
46
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial economics
37
International Journal of Energy Economics and Policy : IJEEP
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
30
Journal of economic dynamics & control
30
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
50
of
75
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
2
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
3
Investor overreaction and unobservable portfolios : evidence from an emerging market
Farag, Hisham
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1313-1322
Persistent link: https://www.econbiz.de/10010460168
Saved in:
4
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
5
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
6
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
7
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
8
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
9
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
10
Financial deeping and business cycle volatility in Korea
Hwang, Jinyoung
;
Lee, Jong-Han
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1693-1700
Persistent link: https://www.econbiz.de/10010260182
Saved in:
11
Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim
;
Hacker, Scott
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
Saved in:
12
A full jump switching level GARCH model for short-term interest rate
Sheu, Her-jiun
;
Lee, Hsiang-tai
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 479-489
Persistent link: https://www.econbiz.de/10009581297
Saved in:
13
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
14
Time variation of CAPM betas across market volatility regimes
Abdymomunov, Azamat
;
Morley, James C.
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1463-1478
Persistent link: https://www.econbiz.de/10009356092
Saved in:
15
Existence and extent of impact of individual stock derivatives on spot market volatility in India
Nair, Abhilash S.
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 563-600
Persistent link: https://www.econbiz.de/10009153249
Saved in:
16
The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
Saved in:
17
Estimating the impact of good news on stock market volatility
Malik, Farooq
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 545-554
Persistent link: https://www.econbiz.de/10009153251
Saved in:
18
Oil prices and the greenback : it takes two to tango
Razgallah, Brahim
;
Smimou, Kamal
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 519-528
Persistent link: https://www.econbiz.de/10009153254
Saved in:
19
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
20
The performance of popular stochastic volatility option pricing models during the subprime crisis
Moyaert, Thibaut
;
Petitjean, Mikael
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
Saved in:
21
Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Hum, …
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
Saved in:
22
What drives stock prices? : fundamentals, bubbles and investor behaviour
Chen, Yen-hsiao
;
Fraser, Patricia
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
Saved in:
23
Intraday characteristics of stock price crashes
Ammann, Manuel
;
Kessler, Stephan
- In:
Applied financial economics
19
(
2009
)
13/15
,
pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042
Saved in:
24
Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos
;
Tessaromatis, Nikolaos P.
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
Saved in:
25
Why does the correlation between stock and bond returns vary over time?
Andersson, Magnus
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 139-151
Persistent link: https://www.econbiz.de/10003739018
Saved in:
26
The mean volatility asymmetry in Asian stock markets
Liau, Yung-Shi
;
Yang, Jack J. W.
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 411-419
Persistent link: https://www.econbiz.de/10003739136
Saved in:
27
Volatility amongst firms in the Dow Jones Eurostoxx50 Index
Xuan Vinh Vo
;
Daly, Kevin James
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 569-582
Persistent link: https://www.econbiz.de/10003739231
Saved in:
28
Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
Saved in:
29
Estimating stock market volatility using asymmetric GARCH models
Alberg, Dima
;
Shalit, Haim
;
Yosef, Rami
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1201-1208
Persistent link: https://www.econbiz.de/10003760244
Saved in:
30
Security transaction taxes and financial volatility : Athens stock exchange
Phylaktis, Kate
;
Aristidou, Antonis
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1455-1467
Persistent link: https://www.econbiz.de/10003605856
Saved in:
31
Trading collar, intraday periodicity and stock market volatility
Aradhyula, Satheesh V.
;
Ergün, A. Tolga
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 909-913
Persistent link: https://www.econbiz.de/10002195469
Saved in:
32
Components of volatility and their empirical measures : a note
Coondoo, Dipankor
;
Mukherjee, Paramita
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1313-1318
Persistent link: https://www.econbiz.de/10002438217
Saved in:
33
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
Saved in:
34
The volatility impact of the European monetary system on member and non-member currencies
Hu, Michael Y.
;
Jiang, Christine X.
;
Tsoukalas, Christos
- In:
Applied financial economics
14
(
2004
)
5
,
pp. 313-325
Persistent link: https://www.econbiz.de/10001939388
Saved in:
35
Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.
;
McMillan, David G.
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 895-907
Persistent link: https://www.econbiz.de/10002150770
Saved in:
36
How is the market reaction to stock splits?
Reboredo, Juan Carlos
- In:
Applied financial economics
13
(
2003
)
5
,
pp. 361-368
Persistent link: https://www.econbiz.de/10001760615
Saved in:
37
Futures trading activity and stock price volatility : some extensions
Chatrath, Arjun
;
Song, Frank M.
;
Adrangi, Bahram
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 655-664
Persistent link: https://www.econbiz.de/10001776851
Saved in:
38
Inflation and output as predictors of stock returns and volatility : international evidence
Davis, Nicole
;
Kutan, Ali Mustafa
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 693-700
Persistent link: https://www.econbiz.de/10001776863
Saved in:
39
A contemporary analysis of Mexican stock market volatility
González, Jorge G.
;
Spencer, Roger W.
;
Walz, Daniel T.
- In:
Applied financial economics
13
(
2003
)
10
,
pp. 741-745
Persistent link: https://www.econbiz.de/10001777215
Saved in:
40
Increasing exchange rate volatility during the recent float
Frömmel, Michael
;
Menkhoff, Lukas
- In:
Applied financial economics
13
(
2003
)
12
,
pp. 857-863
Persistent link: https://www.econbiz.de/10001817132
Saved in:
41
Does the introduction of stock index futures effectively reduce stock market volatility? : Is the 'futures effect' immediate? ; Evidence from the Italian stock exchange using GARCH
Bologna, Pierluigi
;
Cavallo, Laura
- In:
Applied financial economics
12
(
2002
)
3
,
pp. 183-192
Persistent link: https://www.econbiz.de/10001640358
Saved in:
42
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 319-329
Persistent link: https://www.econbiz.de/10001688802
Saved in:
43
The impact of federal reserve intervention on exchange rate volatility : evidence from the futures markets
Ramchander, Sanjay
;
Sant, R. Raymond
- In:
Applied financial economics
12
(
2002
)
4
,
pp. 231-240
Persistent link: https://www.econbiz.de/10001671105
Saved in:
44
An empirical investigation of the premium for volatility risk in currency options for the British pound
Sarwar, Ghulam
- In:
Applied financial economics
12
(
2002
)
12
,
pp. 913-921
Persistent link: https://www.econbiz.de/10001724754
Saved in:
45
An examination of return and volatility patterns on the Irish equity market
Alles, Lakshman
;
Murray, Louis
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 137-146
Persistent link: https://www.econbiz.de/10001563241
Saved in:
46
Meltdown of 1987 and meteor showers among Pacific-Basin stock markets
Choudhry, Taufiq
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10001525808
Saved in:
47
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.
;
Chiang, Thomas C.
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
Saved in:
48
Testing volatility on the Trinidad and Tobago Stock Exchange
Leon, Hyginus
;
Nicholls, Shelton
;
Sergeant, Kelvin
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 207-220
Persistent link: https://www.econbiz.de/10001526269
Saved in:
49
Effects of index option introduction on shock index volatility : a procedure for empirical testing based on SSC-GARCH models
Becchetti, Leonardo
;
Caggese, Andrea
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 323-341
Persistent link: https://www.econbiz.de/10001526299
Saved in:
50
The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->