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subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~subject:"Aktienmarkt"
~subject:"Deutschland"
~subject:"EU-Staaten"
~subject:"Kaufkraftparität"
~subject:"USA"
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Volatilität
Aktienmarkt
Deutschland
EU-Staaten
Kaufkraftparität
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Estimation
236
Schätzung
235
Capital income
97
Kapitaleinkommen
97
Volatility
77
Börsenkurs
76
Share price
76
Stock market
66
Forecasting model
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Prognoseverfahren
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Theorie
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Welt
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Risiko
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Risk premium
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Anlageverhalten
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Behavioural finance
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Markov chain
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Markov-Kette
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131
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Ma, Feng
4
Bouri, Elie
3
Sensoy, Ahmet
3
Cummins, Mark
2
Degiannakis, Stavros
2
Gabauer, David
2
Gong, Xue
2
Hammoudeh, Shawkat
2
Huang, Yisu
2
Kim, Jae H.
2
Lee, Hsiang-Tai
2
Liu, Jia
2
Nonejad, Nima
2
Roubaud, David
2
Serdengeçti, Süleyman
2
Urquhart, Andrew
2
Xuan Vinh Vo
2
Abad Díaz, David
1
Agarwalla, Sobhesh Kumar
1
Agudelo, Diego A.
1
Aharon, David Y.
1
Al-Gamrh, Bakr
1
Al-Khazali, Osamah
1
Al-Nasseri, Alya
1
Alexakis, Christos A.
1
Alexiou, Constantinos
1
Alhenawi, Yasser
1
Ali, Faek Menla
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Ali, Md Hakim
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Anagnostidis, Panagiotis
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Andreu, Laura
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Antonakakis, Nikolaos
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Apergēs, Nikolaos
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Arvin, B. Mak
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Asadi, Mehrad
1
Aslanidis, Nektarios
1
Audrino, Francesco
1
Bahcivan, Hulusi
1
Baig, Ahmed S.
1
Ballester, Laura
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Applied financial economics
CESifo Working Paper Series
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International review of financial analysis
Review of financial economics : RFE
Discussion paper / Centre for Economic Policy Research
525
Working paper / National Bureau of Economic Research, Inc.
491
Applied economics
209
Economic modelling
209
Finance research letters
191
Energy economics
174
International review of economics & finance : IREF
174
SpringerLink / Bücher
145
Applied economics letters
143
The North American journal of economics and finance : a journal of financial economics studies
136
Economics letters
113
Research in international business and finance
105
Journal of international money and finance
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Discussion papers / CEPR
84
Journal of econometrics
81
Journal of international financial markets, institutions & money
81
Journal of banking & finance
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Jahrbücher für Nationalökonomie und Statistik
73
Journal of empirical finance
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
American economic journal : a journal of the American Economic Association
58
Pacific-Basin finance journal
55
International journal of forecasting
51
International journal of finance & economics : IJFE
48
The European journal of finance
48
Emerging markets, finance and trade : EMFT
46
Journal of financial economics
45
Empirical economics : a quarterly journal of the Institute for Advanced Studies
44
International journal of economics and finance
44
Empirica : journal of european economics
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Journal of economic dynamics & control
41
Journal of economic behavior & organization : JEBO
37
European economic review : EER
36
Journal of applied econometrics
36
Journal of macroeconomics
36
Quantitative finance
36
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ECONIS (ZBW)
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1
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
2
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
5
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
Saved in:
6
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
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7
Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun
;
Zhang, Rushan
;
Zhang, Feipeng
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
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8
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
9
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
10
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
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