//--> //--> //--> //-->
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 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"
~person:"Al-Khazali, Osamah"
~person:"Chung, Richard"
~person:"Degiannakis, Stavros"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~subject:"Effizienzmarkthypothese"
~subject:"Portfolio selection"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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
| 17 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Effizienzmarkthypothese
Portfolio selection
Stock market
USA
Estimation
12
Schätzung
12
Capital income
8
Kapitaleinkommen
8
Börsenkurs
7
Forecasting model
7
Prognoseverfahren
7
Share price
7
Volatility
6
ARCH model
5
ARCH-Modell
5
Portfolio-Management
5
Aktienmarkt
4
Volatility forecasting
4
Oil price
3
Risikomaß
3
Risk measure
3
United States
3
Ölpreis
3
Calendar effect
2
Economic constraints
2
Expected shortfall
2
Forecast
2
Kalendereffekt
2
Prognose
2
Ramadan effect
2
Risiko
2
Risk
2
Stock return
2
Stock return predictability
2
Value-at-risk
2
1982-1995
1
1984-1994
1
Aktienindex
1
Anlageverhalten
1
Asset allocation
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Al-Khazali, Osamah
Chung, Richard
Degiannakis, Stavros
Ma, Feng
Pesaran, M. Hashem
Caporale, Guglielmo Maria
9
Bahmani-Oskooee, Mohsen
7
Brooks, Robert
5
Gil-Alaña, Luis A.
5
Apergēs, Nikolaos
4
Barkoulas, John T.
4
Madura, Jeff
4
Payne, James E.
4
Urquhart, Andrew
4
Xuan Vinh Vo
4
Baum, Christopher F.
3
Bouri, Elie
3
Brooks, Chris
3
Coakley, Jerry
3
Darrat, Ali F.
3
Garrett, Ian
3
Gupta, Rangan
3
Kim, Jae H.
3
McMillan, David G.
3
Miffre, Joëlle
3
Moosa, Imad A.
3
Nonejad, Nima
3
Sensoy, Ahmet
3
Aftab, Muhammad
2
Aharon, David Y.
2
Akhigbe, Aigbe O.
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
Bilgin, Mehmet Huseyin
2
Bredin, Donal
2
Brockman, Paul
2
more ...
less ...
Published in...
All
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
Energy economics
6
Applied economics
4
Finance research letters
3
Journal of applied econometrics
3
Journal of empirical finance
3
Applied economics letters
2
Economic modelling
2
Global finance journal
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
International Journal of Financial Studies : open access journal
1
International journal of computational economics and econometrics
1
Journal of banking & finance
1
Journal of international money and finance
1
Journal of the Asia Pacific economy
1
Operational research : an international journal
1
Research in international business and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The energy journal
1
The experiment in applied econometrics
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Ma, Feng
;
Wang, Ruoxin
;
Lu, Xinjie
;
Wahab, M. I. M.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013252647
Saved in:
5
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:
6
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
7
The impact of religious practice on stock returns and volatility
Al-Khazali, Osamah
;
Bouri, Elie
;
Roubaud, David
;
Zoubi, …
- In:
International review of financial analysis
52
(
2017
),
pp. 172-189
Persistent link: https://www.econbiz.de/10011868735
Saved in:
8
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
9
Revisiting fast profit investor sentiment and stock returns during Ramadan
Al-Khazali, Osamah
- In:
International review of financial analysis
33
(
2014
),
pp. 158-170
Persistent link: https://www.econbiz.de/10010520062
Saved in:
10
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->