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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~language:"eng"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Liu, Jia"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Xuan Vinh Vo"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~subject:"Welt"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Volatilität
Effizienzmarkthypothese
Panel study
Stock market
USA
Welt
Zeitreihenanalyse
Estimation
29
Schätzung
29
Börsenkurs
12
Share price
12
Volatility
12
Capital income
10
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10
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9
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8
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Kointegration
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Oil price
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Portfolio selection
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Portfolio-Management
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Spillover effect
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Spillover-Effekt
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Volatility forecasting
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3
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26
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Article in journal
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26
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English
Author
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Degiannakis, Stavros
Liu, Jia
Ma, Feng
Pesaran, M. Hashem
Xuan Vinh Vo
Bahmani-Oskooee, Mohsen
9
Gil-Alaña, Luis A.
5
Apergēs, Nikolaos
4
Barkoulas, John T.
4
Bouri, Elie
4
Brooks, Robert
4
Gupta, Rangan
4
Madura, Jeff
4
Payne, James E.
4
Urquhart, Andrew
4
Akhigbe, Aigbe O.
3
Baum, Christopher F.
3
Brooks, Chris
3
Darrat, Ali F.
3
Garrett, Ian
3
Kanas, Angelos
3
Kim, Jae H.
3
McMillan, David G.
3
Miffre, Joëlle
3
Moosa, Imad A.
3
Sensoy, Ahmet
3
Wohar, Mark E.
3
Wu, Po-Chin
3
Aftab, Muhammad
2
Alexakis, Christos A.
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
Chang, Tsangyao
2
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Applied financial economics
CESifo Working Paper Series
Empirica : journal of european economics
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
International review of financial analysis
Review of financial economics : RFE
Applied economics letters
9
Energy economics
8
Finance research letters
8
Applied economics
7
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
Journal of applied econometrics
6
Research in international business and finance
6
Journal of international financial markets, institutions & money
5
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of international money and finance
4
Global finance journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Econometric reviews
2
International journal of forecasting
2
Journal of econometrics
2
Journal of economics and finance : JEF
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied financial economics letters
1
Australian economic papers
1
Borsa Istanbul Review
1
Bulletin of economic research
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Comparative economic studies
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
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ECONIS (ZBW)
26
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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
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
4
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
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
Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming
;
Qian, Long
;
Zhao, Huimin
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Saved in:
7
Temperature and trading behaviours
Liu, Huajin
;
Zhang, Wei
;
Zhang, Xiaotao
;
Liu, Jia
- In:
International review of financial analysis
78
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013255888
Saved in:
8
Extreme spillovers across Asian-Pacific currencies : a quantile-based analysis
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of financial analysis
72
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012437557
Saved in:
9
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
10
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:
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