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subject:"Volatilität"
~accessRights:"restricted"
~person:"Gupta, Rangan"
~person:"Wei, Yu"
~person:"Wu, Xinyu"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Volatilität
Schätztheorie
Estimation
172
Schätzung
172
Forecasting model
76
Prognoseverfahren
76
Volatility
76
Capital income
60
Kapitaleinkommen
60
Börsenkurs
57
Share price
57
USA
46
United States
46
Aktienmarkt
40
Stock market
40
Welt
35
World
35
Risiko
34
Risk
34
Time series analysis
34
Zeitreihenanalyse
34
ARCH model
30
ARCH-Modell
30
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22
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22
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19
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Schock
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Shock
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Nichtparametrisches Verfahren
16
Nonparametric statistics
16
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15
Kausalanalyse
15
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14
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13
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76
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Article in journal
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76
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2
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2
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76
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Gupta, Rangan
Wei, Yu
Wu, Xinyu
Ma, Feng
25
Bahmani-Oskooee, Mohsen
21
Bouri, Elie
21
Balcilar, Mehmet
18
Tiwari, Aviral Kumar
17
Wohar, Mark E.
17
Pierdzioch, Christian
16
Todorov, Viktor
16
Xuan Vinh Vo
16
Kang, Sang Hoon
15
Mensi, Walid
15
Li, Jia
13
Bollerslev, Tim
12
Nonejad, Nima
12
Yoon, Seong-min
12
Zhu, Huiming
12
Kumar, Dilip
11
Lee, Chien-chiang
11
Wang, Yudong
11
Zhang, Yaojie
11
Gao, Jiti
10
Kumbhakar, Subal
10
McAleer, Michael
10
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Hammoudeh, Shawkat
9
Jawadi, Fredj
9
Shi, Yanlin
9
Tauchen, George Eugene
9
Clements, Adam
8
Gil-Alaña, Luis A.
8
Ji, Qiang
8
Narayan, Paresh Kumar
8
Sehgal, Sanjay
8
Yin, Libo
8
Apergēs, Nikolaos
7
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The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
6
Applied economics
4
Applied economics letters
4
Energy economics
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
Journal of risk
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Research in international business and finance
3
Economics letters
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
The European journal of finance
2
Defence and peace economics
1
Economic modelling
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk : JOR
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Open economies review
1
Pacific-Basin finance journal
1
Structural change and economic dynamics : SC+ED
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
76
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76
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
4
Forecasting VIX with time-varying risk aversion
Wu, Xinyu
;
He, Qizhi
;
Xie, Haibin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 458-475
Persistent link: https://www.econbiz.de/10014475366
Saved in:
5
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
6
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
Saved in:
7
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
8
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
9
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
10
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
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