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subject:"Prognoseverfahren"
~isPartOf:"Applied economics"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Economics and Business Letters : EBL"
~isPartOf:"International review of financial analysis"
~isPartOf:"Macroeconomic dynamics"
~person:"Huber, Florian"
~person:"Kudlyak, Marianna"
~person:"Ma, Feng"
~person:"Wohar, Mark E."
~person:"Yang, Chunpeng"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Business cycle"
~subject:"Geldpolitik"
~subject:"Immobilienmarkt"
~subject:"Monetary policy"
~subject:"Theory"
~type:"article"
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Prognoseverfahren
Aktienmarkt
Business cycle
Geldpolitik
Immobilienmarkt
Monetary policy
Theory
Estimation
22
Schätzung
22
Börsenkurs
16
Share price
16
Forecasting model
12
Capital income
11
Kapitaleinkommen
11
Stock market
10
Volatility
10
Volatilität
10
ARCH model
5
ARCH-Modell
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Risiko
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Risk
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USA
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United States
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Volatility forecasting
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Bayes-Statistik
3
Bayesian inference
3
Regression analysis
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Regressionsanalyse
3
Schock
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Shock
3
Theorie
3
Anlageverhalten
2
Behavioural finance
2
Bruttoinlandsprodukt
2
China
2
Economic constraints
2
Economic policy
2
Estimation theory
2
Gross domestic product
2
Immobilienpreis
2
Oil price
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19
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Huber, Florian
Kudlyak, Marianna
Ma, Feng
Wohar, Mark E.
Yang, Chunpeng
Gupta, Rangan
9
Moosa, Imad A.
9
Serletis, Apostolos
7
Zaremba, Adam
7
Gil-Alaña, Luis A.
6
Bahmani-Oskooee, Mohsen
4
Blazsek, Szabolcs
4
Caporale, Guglielmo Maria
4
Tawadros, George B.
4
Turner, Paul
4
Umar, Zaghum
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Zhang, Yaojie
4
Afonso, Oscar
3
Antonakakis, Nikolaos
3
Cummins, Mark
3
Degiannakis, Stavros
3
Hudson, Robert
3
Johnson, Paul A.
3
Kandil, Magda
3
Kim, Jae H.
3
Li, Bin
3
Liu, Jia
3
Long, Huaigang
3
Löthgren, Mickael
3
Narayan, Paresh Kumar
3
Nguyen, Duc Khuong
3
Nonejad, Nima
3
Silvapulle, Paramsothy
3
Smith, Simon C.
3
Uctum, Remzi
3
Wei, Yu
3
Xu, Libo
3
Yin, Libo
3
Abakah, Emmanuel Joel Aikins
2
Aloui, Chaker
2
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Applied economics
Department of Economics working paper series
Discussion papers / CEPR
Economics and Business Letters : EBL
International review of financial analysis
Macroeconomic dynamics
Energy economics
7
Finance research letters
7
International journal of finance & economics : IJFE
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Focus on European economic integration
3
Journal of macroeconomics
3
Applied economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international financial markets, institutions & money
2
Open economies review
2
Research in international business and finance
2
Southern economic journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Economic modelling
1
European economic review : EER
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of economic research
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of international economics
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Oxford bulletin of economics and statistics
1
Review of quantitative finance and accounting
1
Structural change and economic dynamics : SC+ED
1
The B.E. journal of macroeconomics
1
The Chinese economy
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The European journal of finance
1
The Manchester School
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1
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:
2
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
3
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
4
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
5
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:
6
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
7
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
8
A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Ma, Feng
;
Wang, Ruoxin
;
Lu, Xinjie
;
Wahab, M. I. M.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013252647
Saved in:
9
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
10
Order imbalance beta and stock returns
Yang, Chunpeng
;
Hu, Xiaoyi
- In:
Applied economics
52
(
2020
)
56
,
pp. 6100-6113
Persistent link: https://www.econbiz.de/10012308455
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