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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Aktienmarkt"
~subject:"Oil price"
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Search: subject_exact:"Estimation"
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Volatilität
Aktienmarkt
Oil price
Estimation
961
Schätzung
955
Theorie
288
Theory
288
Estimation theory
223
Schätztheorie
223
Volatility
217
Capital income
176
Kapitaleinkommen
176
Börsenkurs
162
Share price
162
Time series analysis
155
Zeitreihenanalyse
155
Panel
134
Panel study
134
Forecasting model
118
Prognoseverfahren
118
Nichtparametrisches Verfahren
115
Nonparametric statistics
115
Regression analysis
102
Regressionsanalyse
102
Stock market
100
USA
99
United States
99
Welt
85
World
85
ARCH model
82
ARCH-Modell
82
Cointegration
63
Kointegration
63
Exchange rate
59
Wechselkurs
57
Risiko
56
Risk
56
Stochastic process
53
Stochastischer Prozess
53
Portfolio selection
51
Portfolio-Management
51
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6
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Article
300
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300
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English
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Todorov, Viktor
14
Bollerslev, Tim
8
Tauchen, George Eugene
7
Xuan Vinh Vo
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
McAleer, Michael
5
Aït-Sahalia, Yacine
4
Balcilar, Mehmet
4
Asai, Manabu
3
Balli, Faruk
3
Brooks, Robert
3
Caporin, Massimiliano
3
Francq, Christian
3
Gupta, Rangan
3
Hammoudeh, Shawkat
3
Kang, Sang Hoon
3
Patton, Andrew J.
3
Salisu, Afees A.
3
Wang, Yazhen
3
Wang, Yudong
3
Wohar, Mark E.
3
Xiu, Dacheng
3
Yin, Libo
3
Zakoïan, Jean-Michel
3
Balli, Hatice Ozer
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Bissoondoyal-Bheenick, Emawtee
2
Bouri, Elie
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Mei-Ping
2
Chen, Shyh-Wei
2
Chiang, Thomas C.
2
Christensen, Kim
2
Corredor, Pilar
2
Creal, Drew
2
Do, Hung Xuan
2
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International review of economics & finance : IREF
Journal of econometrics
Energy economics
232
Economic modelling
190
Finance research letters
190
Applied economics
189
International review of financial analysis
169
Applied economics letters
155
The North American journal of economics and finance : a journal of financial economics studies
134
Applied financial economics
125
Working paper / National Bureau of Economic Research, Inc.
119
Research in international business and finance
116
Journal of banking & finance
115
NBER working paper series
113
Journal of international financial markets, institutions & money
110
Journal of empirical finance
108
NBER Working Paper
104
Journal of international money and finance
94
Working paper
91
CESifo working papers
86
International Journal of Energy Economics and Policy : IJEEP
82
Discussion paper / Centre for Economic Policy Research
77
The European journal of finance
77
Economics letters
76
Journal of risk and financial management : JRFM
73
International journal of finance & economics : IJFE
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Pacific-Basin finance journal
65
International journal of economics and finance
64
The journal of futures markets
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
Journal of financial economics
60
Discussion paper / Tinbergen Institute
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Cogent economics & finance
54
International journal of economics and financial issues : IJEFI
54
International journal of forecasting
52
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Emerging markets, finance and trade : EMFT
45
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ECONIS (ZBW)
300
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1
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
2
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
3
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
4
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Kapar, Burcu
;
Syed Mabruk Billah
;
Rana, Faisal
;
Balli, Faruk
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1442-1467
Persistent link: https://www.econbiz.de/10014446633
Saved in:
5
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
6
Stock market and inequality distributions : evidence from the BRICS and G7 countries
Dong Quang Dang
;
Wu, Weiou
;
Korkos, Ioannis
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1172-1190
Persistent link: https://www.econbiz.de/10014535084
Saved in:
7
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
8
Detecting financial contagion using a new nonparametric measure of asymmetric comovements
Zhang, Feipeng
;
Xu, Yixiong
;
Yuan, Di
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 284-296
Persistent link: https://www.econbiz.de/10014446438
Saved in:
9
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
10
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
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