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subject:"United States"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of economics & finance : IREF"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~person:"Liu, Li"
~person:"Maghyereh, Aktham I."
~person:"Yoon, Seong-min"
~subject:"Asset allocation"
~subject:"Business cycle"
~subject:"Erdöl"
~subject:"Germany"
~subject:"Prognoseverfahren"
~subject:"Shock"
~subject:"VAR-Modell"
~subject:"Volatility"
~type:"article"
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United States
Asset allocation
Business cycle
Erdöl
Germany
Prognoseverfahren
Shock
VAR-Modell
Volatility
Estimation
32
Schätzung
32
Volatilität
18
Capital income
14
Kapitaleinkommen
14
Oil price
14
Ölpreis
14
Börsenkurs
12
Share price
12
Aktienmarkt
11
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11
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11
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8
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8
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7
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7
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Time series analysis
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USA
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Schock
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28
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Bouri, Elie
Gupta, Rangan
Liu, Li
Maghyereh, Aktham I.
Yoon, Seong-min
Wang, Yudong
11
Ma, Feng
10
Balcilar, Mehmet
8
Wohar, Mark E.
8
Salisu, Afees A.
7
Hammoudeh, Shawkat
6
Lee, Chien-chiang
6
Wei, Yu
6
Tiwari, Aviral Kumar
5
Xuan Vinh Vo
5
Yin, Libo
5
Gil-Alaña, Luis A.
4
Gozgor, Giray
4
Lau, Chi Keung
4
McMillan, David G.
4
Park, Sung Y.
4
Wang, Shouyang
4
Wen, Fenghua
4
Xiao, Jihong
4
Beckmann, Joscha
3
Brooks, Robert
3
Cai, Yifei
3
Caporin, Massimiliano
3
Cheung, Yin-Wong
3
Chevallier, Julien
3
Das, Debojyoti
3
Feng, Jiabao
3
He, Zhifang
3
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3
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3
Kang, Sang Hoon
3
Lu, Xinjie
3
Malik, Farooq
3
McAleer, Michael
3
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3
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3
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Department of Economics working paper series
Energy economics
International journal of finance & economics : IJFE
International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Economic modelling
8
Applied economics
6
Applied economics letters
6
Economics letters
5
International review of financial analysis
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Research in international business and finance
4
Economics and Business Letters : EBL
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
Journal of macroeconomics
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
Economics, management and financial markets
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial innovation : FIN
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of financial economics
1
Applied financial economics
1
Australian economic papers
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Dae oe gyeong je yeon gu
1
Defence and peace economics
1
Economic research
1
Economic systems
1
Ekonomia : the journal of the Cyprus Economic Society
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
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
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
4
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
5
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
6
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
7
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
8
The asymmetric relationship between returns and implied higher moments : evidence from the crude oil market
Zhang, Xinxin
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Gongqiu
- In:
Energy economics
109
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013283886
Saved in:
9
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
10
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
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