//--> //--> //--> //-->
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:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Herwartz, Helmut"
~person:"Kumar, Dilip"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Volatility
Estimation
78
Schätzung
78
Volatilität
27
ARCH model
24
ARCH-Modell
24
Forecasting model
22
Prognoseverfahren
22
Capital income
19
Kapitaleinkommen
19
Theorie
17
Theory
17
Estimation theory
14
Schätztheorie
14
Welt
14
World
14
Time series analysis
12
Zeitreihenanalyse
12
Börsenkurs
11
Share price
11
Deutschland
10
Germany
10
Panel
9
Panel study
9
Aktienmarkt
8
EU countries
8
Stock market
8
Ausreißer
6
Cointegration
6
Kointegration
6
OECD countries
6
OECD-Staaten
6
Outliers
6
Risiko
6
Risk
6
Einheitswurzeltest
5
Exchange rate
5
Financial sector
5
Finanzsektor
5
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
34
Book / Working Paper
1
Type of publication (narrower categories)
All
Übersichtsarbeit
Aufsatz in Zeitschrift
Thesis
Article in journal
34
Graue Literatur
18
Non-commercial literature
18
Arbeitspapier
17
Working Paper
17
Aufsatz im Buch
3
Book section
3
Collection of articles written by one author
1
Hochschulschrift
1
Konferenzschrift
1
Sammlung
1
more ...
less ...
Language
All
English
34
German
1
Author
All
Herwartz, Helmut
Kumar, Dilip
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
35
Ma, Feng
26
Belke, Ansgar
25
Caporale, Guglielmo Maria
25
Todorov, Viktor
24
Bouri, Elie
23
McAleer, Michael
23
Pierdzioch, Christian
23
Xuan Vinh Vo
23
Bollerslev, Tim
22
Gil-Alaña, Luis A.
22
Wohar, Mark E.
21
Balcilar, Mehmet
19
Tiwari, Aviral Kumar
19
Kang, Sang Hoon
18
Mensi, Walid
18
Sosvilla-Rivero, Simón
17
Apergēs, Nikolaos
15
Asai, Manabu
15
Rashid, Abdul
15
Brooks, Robert
14
Chiang, Thomas C.
14
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Hegerty, Scott W.
13
Lee, Chien-chiang
13
Sehgal, Sanjay
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhu, Huiming
13
Badinger, Harald
12
Chevallier, Julien
12
Malik, Farooq
12
McMillan, David G.
12
more ...
less ...
Published in...
All
Theoretical economics letters
3
American journal of finance and accounting
2
Decision
2
Economic modelling
2
IIMB management review
2
International review of economics & finance : IREF
2
Macroeconomic dynamics
2
The journal of prediction markets
2
Applied economics
1
European review of agricultural economics
1
International journal of forecasting
1
International regional science review
1
International review of financial analysis
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of economic research
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of quantitative economics
1
Regional studies
1
Review of world economics
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
Studies in economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
Saved in:
2
Inflation targeting under inflation uncertainty : multi-economy evidence from a stochastic volatility model
Hartmann, Matthias
;
Herwartz, Helmut
;
Ulm, Maren
- In:
Macroeconomic dynamics
26
(
2022
)
5
,
pp. 1302-1337
Persistent link: https://www.econbiz.de/10013270236
Saved in:
3
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
4
Measuring price discovery in the European wheat market using the partial cointegration approach
Vollmer, Teresa
;
Herwartz, Helmut
;
Cramon-Taubadel, …
- In:
European review of agricultural economics
47
(
2020
)
3
,
pp. 1173-1200
Persistent link: https://www.econbiz.de/10012257957
Saved in:
5
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
6
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
7
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
8
What impacts the structural breaks in volatility transmission from crude oil to agricultural commodities?
Kumar, Dilip
- In:
Journal of economic research
24
(
2019
)
1
,
pp. 91-127
Persistent link: https://www.econbiz.de/10012027966
Saved in:
9
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
10
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->