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subject:"Volatilität"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of financial analysis"
~person:"Al-Khazali, Osamah"
~person:"Becchetti, Leonardo"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Tiwari, Aviral Kumar"
~person:"Xuan Vinh Vo"
~subject:"Cointegration"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Portfolio-Management"
~subject:"Spillover-Effekt"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Volatilität
Cointegration
Effizienzmarkthypothese
Panel study
Portfolio-Management
Spillover-Effekt
Stock market
USA
Estimation
29
Schätzung
29
Volatility
13
Forecasting model
12
Prognoseverfahren
12
Börsenkurs
11
Share price
11
ARCH model
8
ARCH-Modell
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Aktienmarkt
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Capital income
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Kapitaleinkommen
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Zeitreihenanalyse
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Ölpreis
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Exchange rate
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Kointegration
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Wechselkurs
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Portfolio selection
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United States
4
Volatility forecasting
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Welt
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World
4
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EU countries
3
EU-Staaten
3
Impact assessment
3
Panel
3
Risikomaß
3
Risk measure
3
Rohstoffderivat
3
Spillover effect
3
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19
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Article
25
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Article in journal
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25
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English
25
Author
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Al-Khazali, Osamah
Becchetti, Leonardo
Caporale, Guglielmo Maria
Degiannakis, Stavros
Ma, Feng
Pesaran, M. Hashem
Tiwari, Aviral Kumar
Xuan Vinh Vo
Gupta, Rangan
6
Gil-Alaña, Luis A.
5
Bouri, Elie
4
Bredin, Donal
4
Cheung, Yin-Wong
4
Hammoudeh, Shawkat
4
Afonso, António
3
Fabozzi, Frank J.
3
Gabauer, David
3
Kim, Jae H.
3
Nonejad, Nima
3
Salisu, Afees A.
3
Sensoy, Ahmet
3
Urquhart, Andrew
3
Wei, Yu
3
Yaya, OlaOluwa S.
3
Zhang, Yaojie
3
Aharon, David Y.
2
Antonakakis, Nikolaos
2
Aslanidis, Nektarios
2
Barrell, Ray
2
Bathia, Deven
2
Bilgin, Mehmet Huseyin
2
Brooks, Robert
2
Butt, Hilal Anwar
2
Chang, Tsangyao
2
Charles, Amélie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Clarida, Richard H.
2
Coakley, Jerry
2
Cummins, Mark
2
Daly, Kevin Edward
2
Darné, Olivier
2
Demirer, Rıza
2
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International journal of finance & economics : IJFE
International review of financial analysis
Energy economics
13
Applied economics
11
Finance research letters
9
Research in international business and finance
9
Applied economics letters
8
International review of economics & finance : IREF
8
Economic modelling
7
Applied financial economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of applied econometrics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The empirical economics letters : a monthly international journal of economics
4
Global finance journal
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of empirical finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Computational economics
2
Econometric reviews
2
Economic systems
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirica : journal of european economics
2
Financial innovation : FIN
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
International journal of computational economics and econometrics
2
International journal of forecasting
2
Journal of econometrics
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 international economics
2
The energy journal
2
Theoretical and applied economics : GAER review
2
Theoretical economics letters
2
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ECONIS (ZBW)
25
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25
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date (oldest first)
1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
The short-run and long-run effects of trade openness on financial development : some panel evidence for Europe
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3891-3901
Persistent link: https://www.econbiz.de/10014429199
Saved in:
3
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
4
The Covid-19 pandemic and European trade flows : evidence from a dynamic panel model
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2563-2580
Persistent link: https://www.econbiz.de/10014635142
Saved in:
5
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:
6
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:
7
Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Xuan Vinh Vo
;
Ogbonna, Ahamuefula E.
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
Saved in:
8
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
9
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
10
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:
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