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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Defence and peace economics"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Kanas, Angelos"
~person:"Kim, Jae H."
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Wu, Po-Chin"
~subject:"Panel study"
~subject:"Stock market"
~subject:"Structural break"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Volatilität
Panel study
Stock market
Structural break
USA
Zeitreihenanalyse
Estimation
33
Schätzung
33
Börsenkurs
15
Share price
15
Capital income
13
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13
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11
Forecasting model
11
Prognoseverfahren
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10
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3
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3
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28
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Article in journal
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28
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English
28
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Gupta, Rangan
Kanas, Angelos
Kim, Jae H.
Ma, Feng
Pesaran, M. Hashem
Wu, Po-Chin
Bahmani-Oskooee, Mohsen
9
Gil-Alaña, Luis A.
6
Apergēs, Nikolaos
5
Payne, James E.
5
Barkoulas, John T.
4
Brooks, Robert
4
Madura, Jeff
4
Xuan Vinh Vo
4
Baum, Christopher F.
3
Bilgin, Mehmet Huseyin
3
Bouri, Elie
3
Brooks, Chris
3
Chang, Tsangyao
3
Darrat, Ali F.
3
Degiannakis, Stavros
3
Garrett, Ian
3
McMillan, David G.
3
Moosa, Imad A.
3
Sensoy, Ahmet
3
Urquhart, Andrew
3
Wohar, Mark E.
3
Aftab, Muhammad
2
Akhigbe, Aigbe O.
2
Angelidis, Timotheos
2
Antonakakis, Nikolaos
2
Ap Gwilym, Owain
2
Balcilar, Mehmet
2
Becchetti, Leonardo
2
Belke, Ansgar
2
Berger, Dave
2
Brockman, Paul
2
Chatrath, Arjun
2
Chortareas, Georgios E.
2
Chung, Richard
2
Cipollini, Andrea
2
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Applied financial economics
CESifo Working Paper Series
DIW Berlin Discussion Paper
Defence and peace economics
Empirica : journal of european economics
International review of financial analysis
Review of financial economics : RFE
Applied economics letters
14
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International journal of finance & economics : IJFE
10
Research in international business and finance
10
Energy economics
9
Finance research letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economic modelling
7
Economics letters
7
International review of economics & finance : IREF
6
Journal of international financial markets, institutions & money
6
Journal of applied econometrics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of international money and finance
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Open economies review
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economics and Business Letters : EBL
3
Journal of economics and finance
3
Journal of empirical finance
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
Bulletin of economic research
2
Econometric reviews
2
Economics, management and financial markets
2
Emerging markets review
2
Emerging markets, finance and trade : EMFT
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
Journal of econometrics
2
Journal of economics and finance : JEF
2
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ECONIS (ZBW)
28
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28
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1
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
2
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
3
Stock market anomalies : An extreme bounds analysis
Kim, Jae H.
;
Shamsuddin, Abul
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014469983
Saved in:
4
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
5
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
6
Do measures of systemic risk predict U.S. corporate bond default rates?
Kanas, Angelos
;
Molyneux, Philip
- In:
International review of financial analysis
71
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012437165
Saved in:
7
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
8
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
9
Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach
Apergēs, Nikolaos
;
Bonato, Matteo
;
Gupta, Rangan
; …
- In:
Defence and peace economics
29
(
2018
)
6
,
pp. 684-696
Persistent link: https://www.econbiz.de/10011957107
Saved in:
10
Does tourism cause growth asymmetrically in a panel of G-7 countries? : a short note
Hatemi-J, Abdulnasser
;
Gupta, Rangan
;
Kasongo, Axel
; …
- In:
Empirica : journal of european economics
45
(
2018
)
1
,
pp. 49-57
Persistent link: https://www.econbiz.de/10011965791
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