//--> //--> //--> //-->
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"
~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:"Shock"
~subject:"VAR-Modell"
~subject:"Volatility"
~type:"article"
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
| 18 applied filters
Year of publication
From:
To:
Subject
All
United States
Asset allocation
Business cycle
Erdöl
Germany
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
Forecasting model
11
Prognoseverfahren
11
Stock market
11
Welt
8
World
8
ARCH model
7
ARCH-Modell
7
Spillover effect
7
Spillover-Effekt
7
Time series analysis
6
USA
6
VAR model
6
Zeitreihenanalyse
6
Oil market
5
Schock
5
Cointegration
4
Hedging
4
Immobilienpreis
4
Kointegration
4
Real estate price
4
Ölmarkt
4
Commodity derivative
3
Risiko
3
Risikomaß
3
Risk
3
more ...
less ...
Online availability
All
Undetermined
25
Free
1
Type of publication
All
Article
Book / Working Paper
30
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Bouri, Elie
Gupta, Rangan
Liu, Li
Maghyereh, Aktham I.
Yoon, Seong-min
Ma, Feng
11
Wang, Yudong
10
Hammoudeh, Shawkat
7
Balcilar, Mehmet
6
Lee, Chien-chiang
6
Salisu, Afees A.
6
Tiwari, Aviral Kumar
6
Wei, Yu
6
Wohar, Mark E.
6
Xuan Vinh Vo
5
Yin, Libo
5
Gil-Alaña, Luis A.
4
Gozgor, Giray
4
Huang, Dengshi
4
Kang, Sang Hoon
4
Lau, Chi Keung
4
Park, Sung Y.
4
Wen, Fenghua
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
Gubareva, Mariya
3
Ji, Qiang
3
Lu, Xinjie
3
Malik, Farooq
3
McAleer, Michael
3
Mensi, Walid
3
Ren, Xiaohang
3
Shahzad, Syed Jawad Hussain
3
Thai-Ha Le
3
Todorova, Neda
3
more ...
less ...
Published in...
All
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
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics
6
Applied economics letters
6
Finance research letters
6
Economic modelling
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of financial analysis
4
Research in international business and finance
4
Economics and Business Letters : EBL
3
Journal of international financial markets, institutions & money
3
Structural change and economic dynamics : SC+ED
3
Australian economic papers
2
Economics, management and financial markets
2
Emerging markets review
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 forecasting
2
Journal of macroeconomics
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 European journal of finance
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
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
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
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:
8
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:
9
Extreme return connectedness and its determinants between clean/green and dirty energy investments
Saeed, Tareq
;
Bouri, Elie
;
Alsulami, Hamed
- In:
Energy economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012817914
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->