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subject:"Estimation theory"
type_genre:"Amtsdruckschrift"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatilität"
~subject:"World"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Estimation theory
Volatilität
World
Estimation
307
Schätzung
307
Volatility
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
61
Theorie
60
Theory
60
Forecasting model
48
Prognoseverfahren
48
USA
45
United States
45
ARCH model
44
ARCH-Modell
44
Welt
42
Exchange rate
37
Wechselkurs
37
Portfolio selection
34
Portfolio-Management
34
Time series analysis
34
Zeitreihenanalyse
34
Cointegration
33
Kointegration
33
Spillover effect
33
Spillover-Effekt
33
VAR model
29
VAR-Modell
29
Geldpolitik
28
Monetary policy
28
Anlageverhalten
26
Behavioural finance
26
CAPM
25
China
23
Risiko
21
Risk
21
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Undetermined
111
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Article
131
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Amtsdruckschrift
Article in journal
Aufsatz in Zeitschrift
131
Language
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English
131
Author
All
Gupta, Rangan
8
Kang, Sang Hoon
6
Zhu, Huiming
6
Hau, Liya
5
Mensi, Walid
5
Pierdzioch, Christian
5
Chen, Mei-Ping
3
Lee, Chien-chiang
3
Salisu, Afees A.
3
Wohar, Mark E.
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Belke, Ansgar
2
Chang, Chia-Lin
2
Chen, Qitong
2
Dai, Zhifeng
2
Dash, Saumya Ranjan
2
Guerello, Chiara
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
Maitra, Debasish
2
McAleer, Michael
2
Nonejad, Nima
2
Risse, Marian
2
Xuan Vinh Vo
2
Yu, Dongwei
2
Zhang, Zhaoyong
2
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
Allen, David E.
1
Altay-Salih, Aslihan
1
An, Jiyoun
1
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Published in...
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
295
Journal of econometrics
277
Energy economics
246
Economic modelling
245
Applied economics letters
242
Economics letters
222
Finance research letters
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Journal of international money and finance
174
International review of economics & finance : IREF
161
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
148
Journal of banking & finance
146
International review of financial analysis
139
Journal of empirical finance
112
Journal of international financial markets, institutions & money
110
Research in international business and finance
104
Applied financial economics
102
Journal of applied econometrics
89
Econometric reviews
83
International journal of finance & economics : IJFE
83
Journal of risk and financial management : JRFM
83
International Journal of Energy Economics and Policy : IJEEP
82
The journal of futures markets
79
International journal of forecasting
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
Journal of international economics
64
International journal of economics and financial issues : IJEFI
63
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
The European journal of finance
61
Journal of financial economics
60
The empirical economics letters : a monthly international journal of economics
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Cogent economics & finance
56
Journal of economic dynamics & control
56
International journal of economics and finance
53
Open economies review
51
The review of economics and statistics
51
The world economy : the leading journal on international economic relations
51
Journal of forecasting
50
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ECONIS (ZBW)
131
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131
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
3
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
4
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
5
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
6
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
7
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
8
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
9
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:
10
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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