//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatilität"
~person:"Apergēs, Nikolaos"
~person:"Bali, Turan G."
~person:"Gil-Alaña, Luis A."
~person:"Nonejad, Nima"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
249
Schätzung
249
Time series analysis
90
Zeitreihenanalyse
90
Cointegration
59
Kointegration
59
Theorie
57
Theory
57
USA
54
United States
54
Capital income
51
Kapitaleinkommen
51
Volatility
49
Fractional integration
46
Börsenkurs
42
Share price
42
Welt
37
World
37
Großbritannien
25
United Kingdom
25
fractional integration
25
Aktienmarkt
23
Forecasting model
23
Prognoseverfahren
23
Stock market
23
ARCH model
21
ARCH-Modell
21
Panel
20
Panel study
20
Persistence
20
Economic growth
18
Long memory
18
Oil price
18
Wirtschaftswachstum
18
Ölpreis
18
Arbeitslosigkeit
17
Interest rate
17
Risikoprämie
17
Risk premium
17
more ...
less ...
Online availability
All
Undetermined
28
Free
1
Type of publication
All
Article
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Aufsatz im Buch
1
Book section
1
Language
All
English
49
Author
All
Apergēs, Nikolaos
Bali, Turan G.
Gil-Alaña, Luis A.
Nonejad, Nima
Gupta, Rangan
62
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
McAleer, Michael
24
Pierdzioch, Christian
24
Todorov, Viktor
24
Bollerslev, Tim
23
Bouri, Elie
22
Xuan Vinh Vo
21
Kumar, Dilip
20
Wohar, Mark E.
20
Balcilar, Mehmet
19
Mensi, Walid
18
Kang, Sang Hoon
17
Tiwari, Aviral Kumar
17
Asai, Manabu
16
Caporale, Guglielmo Maria
16
Rashid, Abdul
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Caporin, Massimiliano
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhang, Yaojie
13
Zhu, Huiming
13
Belke, Ansgar
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
McMillan, David G.
12
Floros, Christos
11
Hammoudeh, Shawkat
11
Hautsch, Nikolaus
11
more ...
less ...
Published in...
All
Energy economics
4
International review of financial analysis
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Economic modelling
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
Journal of financial and quantitative analysis : JFQA
2
Applied financial economics
1
Applied financial economics letters
1
Defence and peace economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International finance
1
International journal of economic research
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of financial economics
1
Journal of international commerce, economics and policy
1
Journal of international money and finance
1
Kredit und Kapital
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Quantitative finance
1
Research in international business and finance
1
Review of development finance
1
Stock returns : cyclicity, prediction and economic consequences
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
2
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
3
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
4
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
5
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
6
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
7
Examining the asymmetric effects of third-country exchange rate volatility on Pakistan-China commodity trade
Usman, Ahmed
;
Apergēs, Nikolaos
;
Anwar, Sofia
- In:
Journal of international commerce, economics and policy
12
(
2021
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012650950
Saved in:
8
Inflation expectations, volatility and Covid-19 : evidence from the US inflation swap rates
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1327-1331
Persistent link: https://www.econbiz.de/10012609663
Saved in:
9
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
10
Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos
;
Christou, Christina
;
Gil-Alaña, …
- In:
International economics : a journal published by CEPII …
167
(
2021
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->