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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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EU-Staaten
Volatility
Estimation
899
Schätzung
894
Theorie
323
Theory
323
Estimation theory
246
Schätztheorie
246
Forecasting model
244
Prognoseverfahren
244
Time series analysis
215
Zeitreihenanalyse
215
Volatilität
196
Capital income
128
Kapitaleinkommen
128
Panel
126
Panel study
126
Nichtparametrisches Verfahren
116
Nonparametric statistics
116
Börsenkurs
113
Share price
113
Regression analysis
108
Regressionsanalyse
108
USA
96
United States
96
ARCH model
78
ARCH-Modell
78
Exchange rate
70
Wechselkurs
70
Bayes-Statistik
63
Bayesian inference
63
Factor analysis
62
Faktorenanalyse
62
Stochastic process
60
Stochastischer Prozess
60
Welt
59
World
59
Aktienmarkt
52
Markov chain
52
Markov-Kette
52
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52
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5
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Article
223
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Übersichtsarbeit
Aufsatz in Zeitschrift
Article in journal
223
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English
223
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Asai, Manabu
4
Aït-Sahalia, Yacine
4
McAleer, Michael
4
Francq, Christian
3
Gallo, Giampiero M.
3
Gupta, Rangan
3
Ma, Feng
3
Park, Joon Y.
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Afonso, António
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Bredin, Donal
2
Caporale, Guglielmo Maria
2
Chan, Joshua
2
Chen, Cathy W. S.
2
Cheung, Yin-Wong
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gerlach, Richard
2
Ghysels, Eric
2
Gil-Alaña, Luis A.
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Jareño, Francisco
2
Klein, Tony
2
Kong, Xin-Bing
2
Kontonikas, Alexandros
2
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International journal of finance & economics : IJFE
International journal of forecasting
Journal of econometrics
Applied economics
197
Economic modelling
192
Energy economics
163
International review of economics & finance : IREF
146
Finance research letters
143
Applied economics letters
130
International review of financial analysis
117
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of international money and finance
106
Journal of banking & finance
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
Journal of empirical finance
87
Journal of international financial markets, institutions & money
85
Economics letters
83
Applied financial economics
82
Research in international business and finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
The European journal of finance
62
Journal of risk and financial management : JRFM
61
The journal of futures markets
61
Empirica : journal of european economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
European economic review : EER
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of economic dynamics & control
41
Journal of financial economics
40
International journal of economics and finance
39
Journal of applied econometrics
38
Journal of forecasting
36
Journal of macroeconomics
36
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
Review of world economics
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
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ECONIS (ZBW)
223
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223
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
3
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
4
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
5
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
6
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
7
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
8
Inventory information arrival and the crude oil futures market
Chebbi, Tarek
;
Hmedat, Waleed
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1513-1533
Persistent link: https://www.econbiz.de/10014533269
Saved in:
9
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
10
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
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