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subject:"Volatilität"
~isPartOf:"Defence and peace economics"
~isPartOf:"International review of economics & finance : IREF"
~person:"Balli, Faruk"
~person:"Gupta, Rangan"
~person:"Kumar, Dilip"
~person:"Pesaran, M. Hashem"
~subject:"Elastic net VAR"
~subject:"Schätztheorie"
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Volatilität
Elastic net VAR
Schätztheorie
Estimation
13
Schätzung
13
Capital income
6
Kapitaleinkommen
6
Volatility
6
Aktienmarkt
5
Forecasting model
5
Prognoseverfahren
5
Stock market
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Börsenkurs
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Immobilienpreis
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Real estate price
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United States
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Causality analysis
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Kausalanalyse
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Risiko
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Risk
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Spillover-Effekt
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Welt
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World
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Cointegration
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Housing returns
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Kointegration
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Nichtparametrisches Verfahren
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Nonparametric causality-in-quantiles test
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Nonparametric statistics
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Stock returns
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Vermögen
2
Wealth
2
Arabische Golf-Staaten
1
Bilateral cross-border equity holdings
1
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1
Consumption-aggregate wealth ratio
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Balli, Faruk
Gupta, Rangan
Kumar, Dilip
Pesaran, M. Hashem
Xuan Vinh Vo
4
Brooks, Robert
3
Kang, Sang Hoon
3
Yin, Libo
3
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Do, Hung Xuan
2
Feng, Jiabao
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Huang, Jianbai
2
Hueng, C. James
2
Li, Yingli
2
Malik, Farooq
2
McAleer, Michael
2
Mensi, Walid
2
Wang, Yudong
2
Xu, Weiju
2
Zhang, Hongwei
2
Abakah, Emmanuel Joel Aikins
1
Akanni, Lateef O.
1
Aksoy, Mine
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
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Alexeev, Vitali
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Aloui, Chaker
1
Alsubaiei, Bader Jawid
1
Andraz, Jorge M.
1
Annaert, Jan
1
Apergēs, Nikolaos
1
Apostolakis, George N.
1
Aragó, V.
1
Arize, Augustine Chuck
1
Asai, Manabu
1
Aslan, Aylin
1
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Defence and peace economics
International review of economics & finance : IREF
Department of Economics working paper series
19
CESifo working papers
12
The North American journal of economics and finance : a journal of financial economics studies
7
Cambridge working papers in economics
6
CESifo Working Paper Series
5
Economic modelling
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
CESifo Working Paper
4
USC-INET Research Paper
4
Economics and Business Letters : EBL
3
Economics letters
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Journal of applied econometrics
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Journal of economics and finance
3
Research in international business and finance
3
Theoretical economics letters
3
American journal of finance and accounting
2
Applied economics
2
Applied economics letters
2
DAE working paper
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Decision
2
Discussion paper series / IZA
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Energy economics
2
Finance research letters
2
Globalization and Monetary Policy Institute Working Paper
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IIMB management review
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IZA Discussion Paper
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of multinational financial management
2
The European journal of finance
2
The journal of prediction markets
2
Working papers / University of Connecticut, Department of Economics
2
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CAMA working paper series
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
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ECONIS (ZBW)
7
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1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
3
Why do U.S. uncertainties drive stock market spillovers? : international evidence
Balli, Faruk
;
Hasan, Mudassar
;
Balli, Hatice Ozer
; …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 288-301
Persistent link: https://www.econbiz.de/10013175813
Saved in:
4
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
Saved in:
5
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
6
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:
7
Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
Saved in:
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