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subject:"Volatilität"
~isPartOf:"Finance research letters"
~isPartOf:"Open economies review"
~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:"BEKK-GARCH"
~subject:"Effizienzmarkthypothese"
~subject:"Finanzmarkt"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
BEKK-GARCH
Effizienzmarkthypothese
Finanzmarkt
Panel study
Stock market
USA
Estimation
14
Schätzung
14
Forecasting model
5
Prognoseverfahren
5
Capital income
4
Kapitaleinkommen
4
Time series analysis
4
Volatility
4
Zeitreihenanalyse
4
Börsenkurs
3
Cointegration
3
Kointegration
3
Share price
3
Welt
3
World
3
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2
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2
Announcement effect
2
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2
Financial market
2
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2
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2
Fractional integration
2
Geopolitics
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Geopolitik
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Nichtlineare Regression
2
Nonlinear regression
2
Prognose
2
Risiko
2
Risk
2
Schock
2
Shock
2
Theorie
2
Theory
2
ARCH model
1
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1
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1
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8
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1
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8
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Al-Khazali, Osamah
Becchetti, Leonardo
Caporale, Guglielmo Maria
Degiannakis, Stavros
Jawadi, Fredj
Ma, Feng
Pesaran, M. Hashem
Xuan Vinh Vo
Gupta, Rangan
6
Thornton, John
4
Wohar, Mark E.
4
Yarovaya, Larisa
4
Altunbaş, Yener
3
Corbet, Shaen
3
Gil-Alaña, Luis A.
3
Li, Yan
3
Lyócsa, Štefan
3
Tiwari, Aviral Kumar
3
Wu, Xinyu
3
Zhang, Yaojie
3
Akyildirim, Erdinc
2
Babalos, Vassilios
2
Balcilar, Mehmet
2
Bouri, Elie
2
Brzeszczyński, Janusz
2
Chiang, Thomas C.
2
Christiansen, Charlotte
2
Di Tommaso, Caterina
2
Gabauer, David
2
González Sánchez, Mariano
2
Haan, Jakob de
2
He, Mengxi
2
Ji, Qiang
2
Lau, Chi Keung
2
Li, Xiao
2
Liang, Chao
2
Liu, Xiaoxing
2
Lucey, Brian M.
2
MacDonald, Ronald
2
Majumdar, Anandamayee
2
McMillan, David G.
2
Nguyen Phuc Canh
2
Ozturk, Serda Selin
2
Panagiōtidēs, Theodōros
2
Plíhal, Tomáš
2
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Finance research letters
Open economies review
International review of financial analysis
14
Applied economics
9
Applied economics letters
8
Energy economics
7
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
Applied financial economics
5
Economic modelling
5
Econometric reviews
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Review of quantitative finance and accounting
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 economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
Journal of empirical finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Review of financial economics : RFE
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
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ECONIS (ZBW)
8
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1
Are short stocks susceptible to geopolitical shocks? : time-frequency evidence from the Russian-Ukrainian conflict
Umar, Zaghum
;
Bossman, Ahmed
;
Choi, Sun-Yong
;
Xuan Vinh Vo
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472256
Saved in:
2
Oil futures volatility predictability : evidence based on Twitter-based uncertainty
Lang, Qiaoqi
;
Lu, Xinjie
;
Ma, Feng
;
Huang, Dengshi
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10013457290
Saved in:
3
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
4
The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ahmad, Tanveer
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013335981
Saved in:
5
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
Saved in:
6
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
7
Assessing the effect of trade openness on health in the MENA region : a panel data analysis
Jawadi, Fredj
;
El Gouddi, Sami
;
Ftiti, Zied
;
Kacem, …
- In:
Open economies review
29
(
2018
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10012041372
Saved in:
8
Analyzing heterogeneous stock price comovements through hybrid approaches
Chlibi, Souhir
;
Jawadi, Fredj
;
Sellami, Mohamed
- In:
Open economies review
27
(
2016
)
3
,
pp. 541-559
Persistent link: https://www.econbiz.de/10011716947
Saved in:
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