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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Schätzung"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Lahrèche-Révil, Amina"
~person:"Pierdzioch, Christian"
~person:"Uddin, Mohammed Gazi Salah"
~person:"Yoon, Seong-min"
~subject:"Immobilienpreis"
~subject:"Investment Fund"
~subject:"Taiwan"
~subject:"Volatilität"
~subject:"Welt"
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Schätzung
Immobilienpreis
Investment Fund
Taiwan
Volatilität
Welt
Estimation
22
Volatility
11
Capital income
9
Kapitaleinkommen
9
ARCH model
6
ARCH-Modell
6
Aktienmarkt
6
Portfolio selection
6
Portfolio-Management
6
Regression analysis
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Regressionsanalyse
6
Stock market
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4
Forecasting model
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Hedging
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Prognoseverfahren
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Risikomaß
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Risk measure
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Spillover effect
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Spillover-Effekt
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Statistical distribution
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Statistische Verteilung
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Theorie
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Theory
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Exchange rate
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Multivariate Verteilung
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Multivariate distribution
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Oil price
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USA
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United States
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Wechselkurs
3
Ölpreis
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Canada
2
Causality analysis
2
Commodity derivative
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22
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Chang, Chia-Lin
Lahrèche-Révil, Amina
Pierdzioch, Christian
Uddin, Mohammed Gazi Salah
Yoon, Seong-min
Gupta, Rangan
15
Wang, Yudong
11
Zhu, Huiming
11
Kang, Sang Hoon
10
Lee, Chien-chiang
10
Salisu, Afees A.
9
Shahbaz, Muhammad
9
Apergēs, Nikolaos
8
Hammoudeh, Shawkat
8
Ma, Feng
8
Smyth, Russell
8
Tiwari, Aviral Kumar
8
Liddle, Brantley
7
Liu, Li
7
Mensi, Walid
7
Nonejad, Nima
7
Chen, Shyh-Wei
6
Hau, Liya
6
Ji, Qiang
6
Balcilar, Mehmet
5
Bouri, Elie
5
Chang, Chun Ping
5
Dai, Zhifeng
5
Ghoddusi, Hamed
5
Jiang, Cuixia
5
Ren, Xiaohang
5
Wei, Yu
5
Wohar, Mark E.
5
Xu, Qifa
5
Zaremba, Adam
5
Zhang, Xibin
5
Zhang, Yaojie
5
Arčabić, Vladimir
4
Chen, Mei-Ping
4
Gozgor, Giray
4
Narayan, Seema
4
Panagiōtidēs, Theodōros
4
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Jahrbücher für Nationalökonomie und Statistik
Economic modelling
Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Working paper
Applied economics
7
Finance research letters
7
Asian economic papers
3
International review of economics & finance : IREF
3
Applied economics letters
2
Department of Economics working paper series
2
International review of financial analysis
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
Annals of financial economics
1
Australian economic papers
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International economics and economic policy : IEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of financial markets
1
Journal of financial stability
1
Journal of multinational financial management
1
Journal of the Operational Research Society
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Review of economics
1
Review of international economics
1
Structural change and economic dynamics : SC+ED
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
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ECONIS (ZBW)
22
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1
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
2
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
4
The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns
Makkonen, Adam
;
Vallström, Daniel
;
Uddin, Mohammed …
- In:
Energy economics
100
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012990253
Saved in:
5
How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186604
Saved in:
6
Asymmetric dependence structures for regional stock markets : an unconditional quantile regression approach
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656873
Saved in:
7
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012659565
Saved in:
8
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Saved in:
9
What global economic factors drive emerging Asian stock market returns? : evidence from a dynamic model averaging approach
Dong, Xiyong
;
Yoon, Seong-min
- In:
Economic modelling
77
(
2019
),
pp. 204-215
Persistent link: https://www.econbiz.de/10012198474
Saved in:
10
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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