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subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Schätztheorie
Theory
United States
Estimation
12
Schätzung
12
Volatility
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Share price
6
USA
6
Aktienmarkt
5
Forecasting model
5
Prognoseverfahren
5
Stock market
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risikomaß
3
Risk measure
3
ARCH model
2
ARCH-Modell
2
Bayes-Statistik
2
Bayesian inference
2
Geldpolitik
2
Immobilienpreis
2
Impact assessment
2
Monetary policy
2
Nonparametric causality-in-quantiles test
2
Real estate price
2
Realized volatility
2
Regression analysis
2
Regressionsanalyse
2
Risikoprämie
2
Risk premium
2
Schock
2
Shock
2
Spillover effect
2
Spillover-Effekt
2
Time series analysis
2
Welt
2
Wirkungsanalyse
2
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Aufsatz in Zeitschrift
Article in journal
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English
10
Author
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Gupta, Rangan
Hautsch, Nikolaus
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Dai, Zhifeng
3
Ji, Qiang
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Yoon, Seong-min
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Ho, Kin-Yip
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
McAleer, Michael
2
Nonejad, Nima
2
Panagiōtidēs, Theodōros
2
Pérez Rodríguez, Jorge V.
2
Risse, Marian
2
Ur Rehman, Mobeen
2
Zeng, Zheng
2
Zhang, Zhaoyong
2
Ahelegbey, Daniel Felix
1
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
1
Allen, David E.
1
Alomari, Mohammad
1
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
6
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Finance research letters
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics and Business Letters : EBL
3
Journal of macroeconomics
3
Research in international business and finance
3
Applied economics
2
Economic modelling
2
Economic systems
2
Economics, management and financial markets
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of economics and finance
1
Applied financial economics
1
Defence and peace economics
1
Econometrics : open access journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
European finance review : the official journal of the European Finance Association
1
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ECONIS (ZBW)
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1
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
2
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
3
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
4
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
Saved in:
5
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
6
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
7
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
8
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
9
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
10
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
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