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subject:"Volatilität"
~isPartOf:"International review of financial analysis"
~person:"Al-Khazali, Osamah"
~person:"Becchetti, Leonardo"
~person:"Brooks, Robert"
~person:"Caporale, Guglielmo Maria"
~person:"Degiannakis, Stavros"
~person:"Ma, Feng"
~person:"Malki, Issam"
~person:"Pesaran, M. Hashem"
~person:"Tiwari, Aviral Kumar"
~person:"Xuan Vinh Vo"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Volatilität
Effizienzmarkthypothese
Panel study
Stock market
USA
Estimation
21
Schätzung
21
Volatility
10
Börsenkurs
9
Capital income
9
Kapitaleinkommen
9
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9
Forecasting model
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Prognoseverfahren
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ARCH-Modell
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Portfolio selection
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Portfolio-Management
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Volatility forecasting
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Exchange rate
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Spillover effect
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Wechselkurs
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Welt
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World
3
Ölpreis
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Calendar effect
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Cointegration
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Devisenmarkt
2
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Foreign exchange market
2
Kalendereffekt
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Article in journal
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17
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17
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Al-Khazali, Osamah
Becchetti, Leonardo
Brooks, Robert
Caporale, Guglielmo Maria
Degiannakis, Stavros
Ma, Feng
Malki, Issam
Pesaran, M. Hashem
Tiwari, Aviral Kumar
Xuan Vinh Vo
Bouri, Elie
3
Kim, Jae H.
3
Sensoy, Ahmet
3
Urquhart, Andrew
3
Charles, Amélie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Cummins, Mark
2
Darné, Olivier
2
Do, Hung Xuan
2
Fabozzi, Frank J.
2
Floros, Christos
2
Gabauer, David
2
Gong, Xue
2
Hammoudeh, Shawkat
2
Huang, Yisu
2
In, Francis Haeuck
2
Lee, Hsiang-Tai
2
Liu, Jia
2
McGroarty, Frank
2
Narayan, Paresh Kumar
2
Narayan, Seema
2
Nonejad, Nima
2
Roubaud, David
2
Serdengeçti, Süleyman
2
Smales, Lee A.
2
Wu, Eliza
2
Abad Díaz, David
1
Agarwalla, Sobhesh Kumar
1
Agudelo, Diego A.
1
Aharon, David Y.
1
Al-Gamrh, Bakr
1
Al-Nasseri, Alya
1
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International review of financial analysis
Energy economics
12
Applied economics
10
International review of economics & finance : IREF
9
Applied economics letters
7
Applied financial economics
7
Finance research letters
7
Research in international business and finance
7
Economic modelling
6
International journal of finance & economics : IJFE
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of applied econometrics
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Global finance journal
3
Journal of empirical finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The North American journal of economics and finance : a journal of financial economics studies
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Australian economic papers
2
Computational economics
2
Econometric reviews
2
Economic systems
2
Economics and Business Letters : EBL
2
Economics letters
2
Emerging markets review
2
Empirica : journal of european economics
2
International journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Pacific-Basin finance journal
2
Review of financial economics : RFE
2
Studies in economics and finance
2
The empirical economics letters : a monthly international journal of economics
2
Advances in futures and options research : a research annual
1
Annals of finance
1
Applied financial economics letters
1
Australian journal of management
1
Borsa Istanbul Review
1
Bulletin of economic research
1
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ECONIS (ZBW)
17
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1
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17
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date (oldest first)
1
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:
2
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:
3
Corporate social performance and financial risk : further empirical evidence using higher frequency data
Ayton, Julie
;
Krasnikova, Natalia
;
Malki, Issam
- In:
International review of financial analysis
80
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013366281
Saved in:
4
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:
5
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
6
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
7
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
8
A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market
Shah, Imran
;
Schmidt-Fischer, Francesca
;
Malki, Issam
; …
- In:
International review of financial analysis
64
(
2019
),
pp. 204-220
Persistent link: https://www.econbiz.de/10012208386
Saved in:
9
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
Saved in:
10
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
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