//--> //--> //--> //-->
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:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Energy economics"
~isPartOf:"Macroeconomic dynamics"
~person:"Al-Khazali, Osamah"
~person:"Becchetti, Leonardo"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Jawadi, Fredj"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Xuan Vinh Vo"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~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
Panel study
Stock market
USA
Estimation
14
Schätzung
14
Forecasting model
8
Oil price
8
Prognoseverfahren
8
Volatility
8
Ölpreis
8
Time series analysis
7
Zeitreihenanalyse
7
Commodity derivative
6
Rohstoffderivat
6
ARCH model
5
ARCH-Modell
5
United States
4
Volatility forecasting
4
Asset allocation
3
Capital income
3
Cointegration
3
Erdöl
3
Forecast
3
Kapitaleinkommen
3
Kointegration
3
Petroleum
3
Prognose
3
Welt
3
World
3
Börsenkurs
2
Capital market returns
2
Causality analysis
2
Crude oil futures
2
Economic growth
2
Fractional cointegration
2
Fractional integration
2
Großbritannien
2
High-frequency data
2
Iterated combination
2
Kapitalmarktrendite
2
Kausalanalyse
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Al-Khazali, Osamah
Becchetti, Leonardo
Caporale, Guglielmo Maria
Degiannakis, Stavros
Jawadi, Fredj
Ma, Feng
Pesaran, M. Hashem
Xuan Vinh Vo
Gupta, Rangan
9
Tiwari, Aviral Kumar
7
Lee, Chien-chiang
6
Liddle, Brantley
6
Bouri, Elie
5
Serletis, Apostolos
5
Wang, Yudong
5
Wohar, Mark E.
5
Yoon, Seong-min
5
Gil-Alaña, Luis A.
4
Ren, Xiaohang
4
Smyth, Russell
4
Wei, Yu
4
Apergēs, Nikolaos
3
Balcilar, Mehmet
3
Chevallier, Julien
3
Ghoddusi, Hamed
3
Gozgor, Giray
3
Hammoudeh, Shawkat
3
Holmes, Mark J.
3
Nonejad, Nima
3
Park, Sung Y.
3
Rafizadeh, Nima
3
Wang, Shouyang
3
Westerlund, Joakim
3
Xu, Yahua
3
Yan, Cheng
3
Afonso, António
2
Alaali, Fatema
2
Arouri, Mohamed
2
Ashley, Richard A.
2
Baltagi, Badi H.
2
Beard, Thomas Randolph
2
Bresson, Georges
2
Castelnuovo, Efrem
2
Chang, Yoosoon
2
Chauvet, Marcelle
2
Choi, Yongok
2
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Energy economics
Macroeconomic dynamics
International review of financial analysis
14
Applied economics
9
Applied economics letters
8
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
Applied financial economics
5
Economic modelling
5
Econometric reviews
4
Finance research letters
4
Journal of applied econometrics
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Research in international business and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The North American journal of economics and finance : a journal of financial economics studies
4
Computational economics
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
Empirica : journal of european economics
2
Global finance journal
2
International journal of forecasting
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Review of financial economics : RFE
2
Review of quantitative finance and accounting
2
Annals of finance
1
Applied financial economics letters
1
Australian economic papers
1
Borsa Istanbul Review
1
Defence and peace economics
1
Eastern economic journal
1
Economics and Business Letters : EBL
1
Economics letters
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
2
An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
3
The importance of extreme shock : examining the effect of investor sentiment on the crude oil futures market
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
Liang, Chao
- In:
Energy economics
99
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012939414
Saved in:
4
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
5
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
6
Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
7
The relationship between healthcare expenditure and disposable personal income in the US states : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria
;
Cuñado Eizaguirre, Juncal
; …
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 913-935
Persistent link: https://www.econbiz.de/10011949976
Saved in:
8
Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Louhichi, Wael
; …
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1875-1903
Persistent link: https://www.econbiz.de/10011918211
Saved in:
9
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
10
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->