//--> //--> //-->
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"
~isPartOf:"Applied economics"
~isPartOf:"Working paper"
~person:"Arespa, Marta"
~person:"Asai, Manabu"
~person:"Xuan Vinh Vo"
~subject:"Hedging"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Hedging
Estimation
6
Schätzung
6
Volatility
5
ARCH model
2
ARCH-Modell
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
VAR model
2
VAR-Modell
2
Welt
2
World
2
1999-2007
1
2000-2010
1
ASEAN countries
1
ASEAN-5
1
ASEAN-Staaten
1
Auslandsinvestition
1
Bevölkerungswachstum
1
Bildung
1
CPI inflation volatility
1
Capital income
1
Cointegration
1
Commodity derivative
1
Consumer price index
1
Devisenmarkt
1
EWMA
1
Economic growth
1
Education
1
Energiemarkt
1
Energy market
1
Energy markets
1
Exchange rate
1
Forecasting model
1
Foreign exchange market
1
Foreign investment
1
GARCH
1
Geldpolitik
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
3
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
5
Author
All
Arespa, Marta
Asai, Manabu
Xuan Vinh Vo
McAleer, Michael
15
Mumtaz, Haroon
11
Chang, Chia-Lin
5
Neely, Christopher J.
5
Theodoridis, Konstantinos
5
Escribano, Álvaro
4
Ma, Feng
4
Zhu, Huiming
4
Allen, David E.
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Nguyen, Hoang
3
Umar, Zaghum
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Österholm, Pär
3
Bahmani-Oskooee, Mohsen
2
Balcilar, Mehmet
2
Białkowski, Je̜drzej
2
Blazsek, Szabolcs
2
Erdemlioglu, Deniz
2
Gourier, Elise
2
Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
Kapetanios, George
2
Karlsson, Sune
2
Kim, Jong-Min
2
Kiss, Tamás
2
Laurent, Sébastien
2
Liang, Chao
2
Licht, Adrian
2
Ma, Jun
2
Manera, Matteo
2
Nguyen, Duc Khuong
2
Raunig, Burkhard
2
Ren, Ying-hua
2
Roengchai Tansuchat
2
Scharth, Marcel
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Applied economics
Working paper
Econometric Institute research papers
6
International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
4
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
International review of financial analysis
2
Journal of econometrics
2
The econometrics journal
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied financial economics
1
Asia-Pacific financial markets
1
Australian economic papers
1
Borsa Istanbul Review
1
Econometrics : open access journal
1
Economics and Business Letters : EBL
1
Emerging markets review
1
Handbook of financial time series
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial stability
1
Journal of risk and financial management : JRFM
1
Research in international business and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility
Umar, Zaghum
;
Sayed, Ayesha
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
Applied economics
55
(
2023
)
22
,
pp. 2521-2535
Persistent link: https://www.econbiz.de/10014294972
Saved in:
2
The determinants of inflation volatility : a panel data analysis for US-product categories
Arespa, Marta
;
González-Alegre, Juan
- In:
Applied economics
54
(
2022
)
35
,
pp. 4060-4083
Persistent link: https://www.econbiz.de/10013410867
Saved in:
3
ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
4
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
5
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->