//--> //--> //--> //-->
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:"Volatilität"
type:"article"
~accessRights:"restricted"
~person:"Bollerslev, Tim"
~person:"Kumar, Dilip"
~person:"Tiwari, Aviral Kumar"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
73
Schätzung
73
Volatility
38
Capital income
35
Kapitaleinkommen
35
ARCH model
22
ARCH-Modell
22
Börsenkurs
22
Share price
22
Time series analysis
19
Zeitreihenanalyse
19
Forecasting model
14
Prognoseverfahren
14
Aktienmarkt
13
State space model
13
Stock market
13
Zustandsraummodell
13
Estimation theory
11
Schätztheorie
11
Welt
11
World
11
Correlation
8
Korrelation
8
Oil price
8
Theorie
8
Theory
8
Ölpreis
8
Causality analysis
7
Economic growth
7
High-frequency data
7
Kausalanalyse
7
Wirtschaftswachstum
7
Exchange rate
6
Inflation
6
Panel
6
Panel study
6
Regression analysis
6
Regressionsanalyse
6
Risiko
6
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Language
All
English
38
Author
All
Bollerslev, Tim
Kumar, Dilip
Tiwari, Aviral Kumar
Gupta, Rangan
51
Ma, Feng
25
Bahmani-Oskooee, Mohsen
21
Bouri, Elie
21
Balcilar, Mehmet
18
Pierdzioch, Christian
17
Todorov, Viktor
16
Wohar, Mark E.
16
Xuan Vinh Vo
16
Kang, Sang Hoon
15
Mensi, Walid
14
Li, Jia
13
Wei, Yu
13
Wu, Xinyu
12
Yoon, Seong-min
12
Zhu, Huiming
12
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Zhang, Yaojie
11
Jawadi, Fredj
10
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Hammoudeh, Shawkat
9
McAleer, Michael
9
Clements, Adam
8
Gil-Alaña, Luis A.
8
Ji, Qiang
8
Sehgal, Sanjay
8
Shi, Yanlin
8
Tauchen, George Eugene
8
Yin, Libo
8
Apergēs, Nikolaos
7
Chiang, Thomas C.
7
Corbet, Shaen
7
Degiannakis, Stavros
7
more ...
less ...
Published in...
All
Journal of econometrics
5
Energy economics
4
Journal of financial economics
4
Finance research letters
3
International review of economics & finance : IREF
3
Theoretical economics letters
3
The journal of prediction markets
2
Applied economics
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Handbook of economic forecasting ; 1
1
International journal of law and management
1
Journal of behavioral and experimental finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Research in international business and finance
1
Studies in economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets
Nasreen, Samia
;
Tiwari, Aviral Kumar
;
Goodell, John W.
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1556-1592
Persistent link: https://www.econbiz.de/10014535491
Saved in:
2
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis
Aloui, Mouna
;
Hamdi, Besma
;
Tiwari, Aviral Kumar
; …
- In:
International journal of law and management
65
(
2023
)
6
,
pp. 485-510
Persistent link: https://www.econbiz.de/10014432902
Saved in:
4
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
5
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
6
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
7
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
8
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
9
Volatility connectedness of major cryptocurrencies : the role of investor happiness
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
;
Tiwari, …
- In:
Journal of behavioral and experimental finance
30
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012814541
Saved in:
10
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->