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subject:"Volatilität"
~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"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Aktienmarkt"
~subject:"Kaufkraftparität"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
~type:"article"
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Volatilität
Aktienmarkt
Kaufkraftparität
Prognoseverfahren
Theory
Time series analysis
USA
Estimation
1,121
Schätzung
1,120
Capital income
248
Kapitaleinkommen
248
Börsenkurs
232
Share price
232
Theorie
222
Volatility
203
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169
Cointegration
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661
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Chang, Tsangyao
10
Caporale, Guglielmo Maria
7
Brooks, Robert
5
Coakley, Jerry
5
Gil-Alaña, Luis A.
5
Ma, Feng
5
Madura, Jeff
5
Xuan Vinh Vo
5
Apergēs, Nikolaos
4
Barkoulas, John T.
4
McMillan, David G.
4
Payne, James E.
4
Pierdzioch, Christian
4
Adrangi, Bahram
3
Akhigbe, Aigbe O.
3
Antonakakis, Nikolaos
3
Azar, Samih Antoine
3
Baum, Christopher F.
3
Bouri, Elie
3
Brooks, Chris
3
Chatrath, Arjun
3
Cummins, Mark
3
Darrat, Ali F.
3
Degiannakis, Stavros
3
Garrett, Ian
3
Hudson, Robert
3
Kanas, Angelos
3
Kim, Jae H.
3
Kizys, Renatas
3
Liu, Jia
3
Lou, Tienwei
3
Miffre, Joëlle
3
Mills, Terence C.
3
Mitra, Rajarshi
3
Moosa, Imad A.
3
Nonejad, Nima
3
Ramchander, Sanjay
3
Sensoy, Ahmet
3
Smith, Simon C.
3
Snaith, Stuart
3
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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
The empirical economics letters : a monthly international journal of economics
Applied economics
752
Applied economics letters
529
Economic modelling
435
Economics letters
351
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
324
International review of economics & finance : IREF
308
Journal of econometrics
296
Journal of international money and finance
295
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
277
Finance research letters
261
Journal of banking & finance
261
Energy economics
256
Journal of applied econometrics
231
The North American journal of economics and finance : a journal of financial economics studies
212
The review of economics and statistics
206
Journal of empirical finance
200
The American economic review
190
Journal of macroeconomics
178
Journal of financial economics
173
Journal of economic dynamics & control
172
International journal of forecasting
170
The journal of finance : the journal of the American Finance Association
168
Journal of international financial markets, institutions & money
165
International journal of finance & economics : IJFE
152
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
148
The journal of futures markets
148
Journal of money, credit and banking : JMCB
146
Research in international business and finance
145
Journal of monetary economics
138
The European journal of finance
135
Journal of forecasting
132
Macroeconomic dynamics
132
Journal of international economics
128
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
120
European economic review : EER
119
Journal of risk and financial management : JRFM
116
International journal of economics and finance
112
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ECONIS (ZBW)
661
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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
Saved in:
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
Saved in:
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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