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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Bin Haron, Razali"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Zhu, Huiming"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Crude oil prices"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Börsenkurs
Crude oil prices
Fiscal policy
Geldnachfrage
Volatilität
Estimation
11
Schätzung
11
Volatility
9
Oil price
5
Ölpreis
5
ARCH-Modell
4
Capital income
4
China
4
Crude oil
4
Erdöl
4
Kapitaleinkommen
4
Petroleum
4
Share price
4
Economic policy uncertainty
3
Quantile-on-quantile regression
3
Welt
3
World
3
Anlageverhalten
2
Behavioural finance
2
Causality analysis
2
Commodity derivative
2
Commodity market
2
Exchange rate
2
Forecasting model
2
Kausalanalyse
2
Prognoseverfahren
2
Regression analysis
2
Regressionsanalyse
2
Rohstoffderivat
2
Rohstoffmarkt
2
Rolling windows
2
Time series analysis
2
Time-frequency effect
2
Wavelet analysis
2
Zeitreihenanalyse
2
12-Month variance futures
1
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English
9
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Bin Haron, Razali
Hsing, Yu
McAleer, Michael
Zhu, Huiming
Gupta, Rangan
10
Pierdzioch, Christian
5
Dai, Zhifeng
4
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Balcilar, Mehmet
3
Lien, Da-hsiang Donald
3
Salisu, Afees A.
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhou, Liyun
3
Al-Yahyaee, Khamis Hamed
2
Beckmann, Joscha
2
Belke, Ansgar
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Cho, Hoon
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lee, Geul
2
Li, Jinfang
2
Li, Yang
2
Liu, Fang
2
Liu, Qiang
2
Nonejad, Nima
2
Pérez Rodríguez, Jorge V.
2
Risse, Marian
2
Ryu, Doojin
2
Seok, Sang Ik
2
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International journal of monetary economics and finance
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
24
Working paper
15
Discussion paper / Tinbergen Institute
13
Applied economics
7
Econometric reviews
4
Energy economics
3
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Applied economics letters
2
Economies : open access journal
2
Global economy journal : GEJ
2
International review of economics & finance : IREF
2
Prague economic papers : a bimonthly journal of economic theory and policy
2
Risks : open access journal
2
The econometrics journal
2
The empirical economics letters : a monthly international journal of economics
2
Business and Economic Research : BER
1
Cogent economics & finance
1
Econometrics : open access journal
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Finance research letters
1
Global economic review
1
Handbook of applied econometrics and statistical inference
1
Indian journal of economics & business : IJEB
1
International journal of applied economics and econometrics : IJAEE
1
International journal of economic sciences and applied research : IJESAR
1
International journal of economics and business research
1
International journal of forecasting
1
International journal of trade and global markets
1
Journal of Asian finance, economics and business : JAFEB
1
Journal of economic development
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of social and economic policy
1
Managerial finance
1
Modern economy
1
South-east European journal of economics and business
1
The Japanese economic review : the journal of the Japanese Economic Association
1
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ECONIS (ZBW)
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1
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
2
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
3
Time-frequency transmission mechanism of EPU, investor sentiment and financial assets : a multiscale TVP-VAR connectedness analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Zhang, Zhongqingyang
;
Mao, …
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225822
Saved in:
4
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
5
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
6
Cryptocurrencies, Fiat money or gold standard : an empirical evidence from volatility structure analysis using news impact curve
Anwar Hasan Abdullah Othman
;
Syed Musa Alhabshi
;
Bin …
- In:
International journal of monetary economics and finance
12
(
2019
)
2
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012115820
Saved in:
7
Determinants of the CNY/USD exchange rate : a simultaneous-equation model
Hsing, Yu
- In:
International journal of monetary economics and finance
8
(
2015
)
3
,
pp. 274-281
Persistent link: https://www.econbiz.de/10011502648
Saved in:
8
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
9
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
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