//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"United States"
type_genre:"Article in journal"
~person:"Brooks, Robert"
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~subject:"Capital income"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
United States
Capital income
Volatilität
Estimation
66
Schätzung
66
Theorie
27
Theory
27
USA
21
Volatility
20
Time series analysis
19
Zeitreihenanalyse
19
Kapitaleinkommen
16
Börsenkurs
14
Share price
14
ARCH model
13
ARCH-Modell
13
Aktienmarkt
12
Australia
12
Australien
12
Stock market
12
Estimation theory
7
Forecasting model
7
Prognoseverfahren
7
Schätztheorie
7
Spillover effect
7
Spillover-Effekt
7
State space model
7
Zustandsraummodell
7
Factor analysis
6
Faktorenanalyse
6
CAPM
5
Financial crisis
5
Finanzkrise
5
Markov chain
5
Markov-Kette
5
Risiko
5
Risk
5
Arbeitslosigkeit
4
Correlation
4
Exchange rate
4
more ...
less ...
Online availability
All
Undetermined
13
Free
1
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
40
Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Aufsatz im Buch
3
Book section
3
more ...
less ...
Language
All
English
40
Author
All
Brooks, Robert
Koopman, Siem Jan
Nelson, Charles R.
Gupta, Rangan
112
Zaremba, Adam
60
Bahmani-Oskooee, Mohsen
52
Wohar, Mark E.
51
Gil-Alaña, Luis A.
47
Caporale, Guglielmo Maria
41
McMillan, David G.
37
Pierdzioch, Christian
35
Ma, Feng
33
Tiwari, Aviral Kumar
33
Balcilar, Mehmet
29
Narayan, Paresh Kumar
29
Xuan Vinh Vo
29
Bollerslev, Tim
28
Todorov, Viktor
27
Apergēs, Nikolaos
26
McAleer, Michael
26
Bouri, Elie
25
Wang, Yudong
24
Zhang, Yaojie
22
Bali, Turan G.
21
Kumar, Dilip
21
Cakici, Nusret
20
Chiang, Thomas C.
19
Hammoudeh, Shawkat
19
Kang, Sang Hoon
19
Yoon, Seong-min
19
Belke, Ansgar
18
Hsing, Yu
18
Jawadi, Fredj
18
Lee, Chien-chiang
18
Sehgal, Sanjay
18
Demirer, Rıza
17
Mensi, Walid
17
Payne, James E.
17
Rashid, Abdul
17
Salisu, Afees A.
17
Serletis, Apostolos
17
Andersen, Torben
16
more ...
less ...
Published in...
All
Journal of empirical finance
4
International review of economics & finance : IREF
3
International review of financial analysis
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
Journal of money, credit and banking : JMCB
2
Oxford bulletin of economics and statistics
2
The review of economics and statistics
2
Advances in futures and options research : a research annual
1
Applied financial economics
1
Applied financial economics letters
1
Australian journal of management
1
Econometric reviews
1
Economics letters
1
Global finance journal
1
Journal of business finance & accounting : JBFA
1
Journal of econometrics
1
Journal of emerging market finance
1
Journal of financial econometrics
1
Journal of financial management, markets and institutions
1
Journal of monetary economics
1
Pacific-Basin finance journal
1
Studies in economics and finance
1
The journal of financial research
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
2
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
3
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
4
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
5
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
6
Thai financial markets and political change
Sutsarun Lumjiak
;
Sirimon Treepongkaruna
;
Wee, Marvin
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10011949641
Saved in:
7
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
8
An option valuation framework based on arithmetic Brownian motion : justification and implementation issues
Brooks, Robert
;
Brooks, Joshua A.
- In:
The journal of financial research
40
(
2017
)
3
,
pp. 401-427
Persistent link: https://www.econbiz.de/10011723125
Saved in:
9
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
10
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->