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subject:"United Kingdom"
~isPartOf:"International journal of forecasting"
~isPartOf:"Research in international business and finance"
~subject:"Volatilität"
~subject:"Wechselkurs"
~type:"article"
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United Kingdom
Volatilität
Wechselkurs
Estimation
404
Schätzung
404
Forecasting model
171
Prognoseverfahren
171
Volatility
114
Theorie
107
Theory
107
Capital income
99
Kapitaleinkommen
99
Time series analysis
91
Zeitreihenanalyse
91
Börsenkurs
82
Share price
82
Aktienmarkt
78
Stock market
78
ARCH model
58
ARCH-Modell
58
Welt
58
World
58
Exchange rate
38
Cointegration
36
Kointegration
36
Portfolio selection
34
Portfolio-Management
34
Regression analysis
31
Regressionsanalyse
31
Economic forecast
28
USA
28
United States
28
Wirtschaftsprognose
28
Emerging economies
25
Forecast
25
Risikomaß
25
Risk measure
25
Schwellenländer
25
VAR model
25
VAR-Modell
25
Estimation theory
24
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Undetermined
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Article in journal
136
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136
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English
136
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Gupta, Rangan
4
Aboura, Sofiane
3
Chevallier, Julien
3
Caporale, Guglielmo Maria
2
Degiannakis, Stavros
2
Gerlach, Richard
2
Huber, Florian
2
Ji, Qiang
2
Kitamura, Yoshihiro
2
Klein, Tony
2
Morley, Bruce
2
Mumtaz, Haroon
2
Papadamou, Stephanos
2
Umar, Zaghum
2
Agarwal, Vineet
1
Agudelo, Diego A.
1
Ahmed, Shamim
1
Akbar, Saeed
1
Aleem, Abdul
1
Ali Shah, Syed Zulfiqar
1
Almahadin, Hamed Ahmad
1
Alsarhan, Abdulwahab A.
1
Altıntaş, Halil
1
Andrikopoulos, Panagiotis
1
Antonakakis, Nikolaos
1
Arroyo, Javier
1
Asai, Manabu
1
Assaf, Ata
1
Audrino, Francesco
1
Aydoğan, Berna
1
Bajo Rubio, Oscar
1
Baklaci, Hasan Fehmi
1
Balcilar, Mehmet
1
Bales, Stephan
1
Ballinari, Daniele
1
Barbedo, Claudio Henrique da Silveira
1
Barnett, Alina
1
Bassil, Charbel
1
Baumeister, Christiane
1
Bauwens, Luc
1
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International journal of forecasting
Research in international business and finance
Applied economics
280
Journal of international money and finance
171
Economic modelling
170
Energy economics
158
International review of economics & finance : IREF
155
Applied financial economics
139
Applied economics letters
130
Finance research letters
130
International review of financial analysis
125
The North American journal of economics and finance : a journal of financial economics studies
120
Journal of econometrics
114
Journal of banking & finance
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
94
Journal of empirical finance
94
Economics letters
91
Journal of international financial markets, institutions & money
90
International journal of finance & economics : IJFE
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
The journal of futures markets
78
The European journal of finance
71
Journal of risk and financial management : JRFM
62
International journal of economics and financial issues : IJEFI
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Journal of applied econometrics
51
International journal of economics and finance
50
The empirical economics letters : a monthly international journal of economics
49
Journal of financial economics
47
International Journal of Energy Economics and Policy : IJEEP
46
Journal of economic dynamics & control
43
Oxford bulletin of economics and statistics
42
The economic journal : the journal of the Royal Economic Society
42
Cogent economics & finance
40
Journal of macroeconomics
40
Open economies review
40
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
Journal of international economics
39
Journal of forecasting
38
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ECONIS (ZBW)
136
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1
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
2
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
Volatility spillovers between sovereign CDS and futures markets in various volatility states : evidence from an emerging economy around the pandemic
Gök, Remzi
;
Bouri, Elie
;
Gemici, Eray
- In:
Research in international business and finance
66
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014460654
Saved in:
5
Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model
Grossmann, Axel
;
Simpson, Marc W.
- In:
Research in international business and finance
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014462207
Saved in:
6
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
7
Impact of fiscal stimulus on volatility : a cross-country analysis
Gu, Tiantian
;
Venkateswaran, Anand
;
Erath, Marc
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014434064
Saved in:
8
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
9
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
10
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
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