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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Applied economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Theoretical economics letters"
~person:"Altay-Salih, Aslihan"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Hau, Liya"
~person:"Ma, Feng"
~person:"Mensi, Walid"
~person:"Pierdzioch, Christian"
~person:"Sehgal, Sanjay"
~person:"Sosvilla-Rivero, Simón"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~subject:"Commodity derivative"
~subject:"EU countries"
~subject:"Risiko"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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EU-Staaten
Commodity derivative
EU countries
Risiko
Volatility
Estimation
63
Schätzung
63
Volatilität
27
Aktienmarkt
15
Börsenkurs
15
Capital income
15
Kapitaleinkommen
15
Share price
15
Stock market
15
Welt
13
World
13
Exchange rate
11
Forecasting model
11
Prognoseverfahren
11
Wechselkurs
11
ARCH model
10
ARCH-Modell
10
China
8
Time series analysis
8
Zeitreihenanalyse
8
Cointegration
7
Kointegration
7
Spillover effect
7
Spillover-Effekt
7
Geldnachfrage
6
Kaufkraftparität
6
Money demand
6
Purchasing power parity
6
Theorie
6
Theory
6
Erdöl
5
Oil price
5
Petroleum
5
Regression analysis
5
Regressionsanalyse
5
Risikomaß
5
Risk
5
Risk measure
5
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32
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Übersichtsarbeit
Aufsatz in Zeitschrift
Konferenzbeitrag
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32
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English
32
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All
Altay-Salih, Aslihan
Bahmani-Oskooee, Mohsen
Hau, Liya
Ma, Feng
Mensi, Walid
Pierdzioch, Christian
Sehgal, Sanjay
Sosvilla-Rivero, Simón
Tiwari, Aviral Kumar
Zhang, Yaojie
Zhu, Huiming
12
Gupta, Rangan
9
Kang, Sang Hoon
6
Xuan Vinh Vo
5
Balcilar, Mehmet
4
Kim, Jong-Min
4
Ren, Ying-hua
4
Wohar, Mark E.
4
Yoon, Seong-min
4
Al-Yahyaee, Khamis Hamed
3
Chang, Chia-Lin
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Jung, Hojin
3
Kumar, Dilip
3
Lien, Da-hsiang Donald
3
McAleer, Michael
3
Pino, Gabriel
3
Umar, Zaghum
3
Wen, Fenghua
3
Wu, Hao
3
Zhang, Zhaoyong
3
Afonso, António
2
Albulescu, Claudiu Tiberiu
2
Arisoy, Yakup Eser
2
Balli, Faruk
2
Balli, Hatice Ozer
2
Bekiros, Stelios
2
Belke, Ansgar
2
Chen, Yiwen
2
Crespo Cuaresma, Jesús
2
Dai, Zhifeng
2
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Applied economics
The North American journal of economics and finance : a journal of financial economics studies
Theoretical economics letters
Energy economics
11
Finance research letters
10
Applied economics letters
7
Empirica : journal of european economics
7
International review of economics & finance : IREF
6
Applied economics quarterly
5
International journal of finance & economics : IJFE
4
Journal of international financial markets, institutions & money
4
The European journal of finance
4
Economic modelling
3
Economic systems
3
International economics and economic policy : IEEP
3
International review of financial analysis
3
Journal of economics and finance
3
Research in international business and finance
3
Borsa Istanbul Review
2
Bulletin of economic research
2
Decision
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial innovation : FIN
2
Global business & economics review
2
Global finance journal
2
IIMB management review
2
International journal of emerging markets
2
Journal of banking & finance
2
Journal of forecasting
2
Pacific-Basin finance journal
2
The International trade journal
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Annals of financial economics
1
Australian economic papers
1
Baltic journal of economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economic analysis and policy : EAP ; journal of the Economic Society of Australia
1
Economic change & restructuring
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic issues
1
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ECONIS (ZBW)
32
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1
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
2
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
3
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
4
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
5
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
6
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
7
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:
8
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
9
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
10
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
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