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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of economics"
~isPartOf:"The journal of futures markets"
~subject:"ARCH model"
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Search: subject_exact:"Estimation"
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United States
ARCH model
Estimation
1,065
Schätzung
1,064
Volatility
274
Volatilität
274
Theorie
236
Theory
236
Börsenkurs
233
Share price
233
Capital income
231
Kapitaleinkommen
231
USA
217
Stock market
162
Aktienmarkt
161
Welt
146
World
146
Forecasting model
134
Prognoseverfahren
134
ARCH-Modell
115
Exchange rate
97
Wechselkurs
95
Cointegration
89
Kointegration
89
Portfolio selection
82
Portfolio-Management
82
Time series analysis
81
Zeitreihenanalyse
81
Risiko
71
Risk
71
Spillover effect
65
Spillover-Effekt
65
Anlageverhalten
64
Behavioural finance
64
CAPM
62
Risikoprämie
61
Risk premium
61
China
60
Geldpolitik
59
Monetary policy
59
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Undetermined
130
Free
1
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Article
314
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Article in journal
Aufsatz in Zeitschrift
314
Language
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English
314
Author
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Gupta, Rangan
10
Hammoudeh, Shawkat
4
Kang, Sang Hoon
4
McAleer, Michael
4
Wang, George H. K.
4
Xuan Vinh Vo
4
Balcilar, Mehmet
3
Chang, Chia-Lin
3
Cortes, Bienvenido Santos
3
Ji, Qiang
3
Malik, Farooq
3
Mensi, Walid
3
Pierdzioch, Christian
3
Salisu, Afees A.
3
Sarno, Lucio
3
Shi, Yanlin
3
Wohar, Mark E.
3
Wu, Chunchi
3
Brooks, Robert
2
Chang, Kuang-Liang
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Clark, William
2
Denault, Michel
2
Dhaene, Geert
2
Ederington, Louis H.
2
Edgmand, Michael R.
2
Fizel, John L.
2
Goodwin, Barry K.
2
Hamori, Shigeyuki
2
Hansen, Peter Reinhard
2
Ho, Kin-Yip
2
Holt, Matthew T.
2
Huang, Dengshi
2
Huang, Zhuo
2
Kumar, Dilip
2
Lai, Yu-Sheng
2
Lee, Cheng F.
2
Lien, Da-hsiang Donald
2
Lim, Kian-Guan
2
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
The journal of economics
The journal of futures markets
Applied economics
304
Applied economics letters
171
The review of economics and statistics
169
The American economic review
151
The journal of finance : the journal of the American Finance Association
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Applied financial economics
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Economic modelling
113
Energy economics
100
Journal of applied econometrics
100
Economics letters
92
The review of financial studies
92
Journal of international money and finance
85
Finance research letters
84
Journal of econometrics
83
Journal of money, credit and banking : JMCB
79
Journal of banking & finance
76
Journal of financial and quantitative analysis : JFQA
76
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
International review of financial analysis
70
Journal of monetary economics
68
Southern economic journal
64
Journal of empirical finance
62
Journal of labor economics
61
Review of quantitative finance and accounting
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Journal of macroeconomics
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
The quarterly journal of economics
56
Journal of international financial markets, institutions & money
54
Economic inquiry : journal of the Western Economic Association International
53
American journal of agricultural economics
49
Journal of financial economics
49
Journal of human resources : JHR
49
Journal of public economics
49
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ECONIS (ZBW)
314
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1
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314
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1
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
2
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
3
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
4
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
5
Stock-oil comovements through fear, uncertainty, and expectations : evidence from conditional comoments
Noori, Mohammad
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 529-551
Persistent link: https://www.econbiz.de/10014535373
Saved in:
6
Time-variant safe haven currencies
Sato, Ayano
;
Nakata, Hayato
;
Percy, Jay
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 316-328
Persistent link: https://www.econbiz.de/10014535558
Saved in:
7
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
8
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
9
Asymmetric effect of trading volume on realized volatility
Maki, Daiki
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582773
Saved in:
10
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
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