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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"The European journal of finance"
~person:"Berg, Gerard J. van den"
~person:"Gil-Alaña, Luis A."
~person:"Pierdzioch, Christian"
~subject:"Volatility"
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Estimation
Zeitreihenanalyse
Volatility
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Schätzung
3
Share price
3
Forecasting model
2
Prognoseverfahren
2
Volatilität
2
Aktienmarkt
1
Autocorrelation
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Bitcoin
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Deutschland
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Forecast
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Nonparametric statistics
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Prognose
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Terrorismus
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forecasting
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nonparametric causality-in-quantiles test
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realized volatility
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Berg, Gerard J. van den
Gil-Alaña, Luis A.
Pierdzioch, Christian
Murinde, Victor
4
Copeland, Laurence S.
3
Dunis, Christian
3
Gupta, Rangan
3
Koutmos, Gregory
3
Muradoğlu, Gülnur
3
Ap Gwilym, Owain
2
Binner, Jane M.
2
Charemza, Wojciech
2
Choudhry, Taufiq
2
Coutts, J. Andrew
2
Fassas, Athanasios P.
2
Green, Christopher J.
2
Knif, Johan
2
Laws, Jason
2
McMillan, David G.
2
Mills, Terence C.
2
Mishra, Tapas
2
Panopulu, Aikaterinē
2
Papadamou, Stephanos
2
Parhi, Mamata
2
Patsika, Victoria
2
Shields, Kalvinder K.
2
Solibakke, Per Bjarte
2
Thomas, Dylan C.
2
Tippett, Mark
2
Vivian, Andrew
2
Zalewska-Mitura, Anna
2
Aabo, Tom
1
Abhyankar, Abhay
1
Achleitner, Ann-Kristin
1
Acker, Daniella
1
Ahmed, Sheraz
1
Akkaya, Nese
1
Aktan, Ceyda
1
Algaba, Andres
1
Alireza Zarei
1
Alonso-Conde, Ana Belén
1
Altunbaş, Yener
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The European journal of finance
CESifo working papers
45
Economics and finance working paper series
33
Discussion paper series / IZA
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
Kiel working paper
19
Kieler Arbeitspapiere
18
Applied economics letters
16
Applied economics
12
Working papers / Institute for Evaluation of Labour Market and Education Policy
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion paper / Tinbergen Institute
10
Discussion papers of interdisciplinary research project 373
9
Finance research letters
8
Department of Economics working paper series
7
Discussion paper / Centre for Economic Policy Research
7
Research in international business and finance
7
Working paper / IFAU - Institute for Labour Market Policy Evaluation
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The North American journal of economics and finance : a journal of financial economics studies
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
EUI working paper / ECO
5
International review of economics & finance : IREF
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
International review of financial analysis
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Review of development finance
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Economic modelling
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economic review
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Journal of economics and finance : JEF
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Journal of forecasting
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The South African journal of economics
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Working paper series
3
Applied financial economics
2
Applied financial economics letters
2
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
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Department of Economics working papers
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Discussion paper / Deutsche Bundesbank
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ECONIS (ZBW)
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1
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
2
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
3
Sources of predictability of European stock markets for high-technology firms
Pierdzioch, Christian
;
Schertler, Andrea
- In:
The European journal of finance
13
(
2007
)
1/2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10003437912
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