//--> //--> //--> //-->
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:"Bali, Turan G."
~person:"Bollerslev, Tim"
~person:"Lee, Chien-chiang"
~person:"Malik, Farooq"
~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
129
Schätzung
129
Volatility
57
Capital income
50
Kapitaleinkommen
50
Börsenkurs
36
Share price
36
Theorie
27
Theory
27
USA
26
United States
26
Welt
25
World
25
ARCH model
24
ARCH-Modell
24
Forecasting model
20
Prognoseverfahren
20
Structural break
20
Strukturbruch
20
Time series analysis
20
Zeitreihenanalyse
20
Risiko
17
Risk
17
Cointegration
16
Kointegration
16
Panel
16
Panel study
16
Aktienmarkt
15
Stock market
15
CAPM
14
Risikoprämie
14
Risk premium
14
GARCH
12
Structural breaks
11
Economic growth
10
Oil price
10
Wirtschaftswachstum
10
Ölpreis
10
Einheitswurzeltest
9
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
Book / Working Paper
27
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Language
All
English
57
Author
All
Bali, Turan G.
Bollerslev, Tim
Lee, Chien-chiang
Malik, Farooq
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
McAleer, Michael
24
Todorov, Viktor
24
Pierdzioch, Christian
23
Bouri, Elie
21
Xuan Vinh Vo
21
Kumar, Dilip
20
Wohar, Mark E.
20
Balcilar, Mehmet
19
Kang, Sang Hoon
17
Mensi, Walid
17
Tiwari, Aviral Kumar
17
Asai, Manabu
16
Caporale, Guglielmo Maria
16
Gil-Alaña, Luis A.
16
Rashid, Abdul
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Chiang, Thomas C.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhu, Huiming
13
Apergēs, Nikolaos
12
Belke, Ansgar
12
Hegerty, Scott W.
12
McMillan, David G.
12
Zhang, Yaojie
12
Caporin, Massimiliano
11
Floros, Christos
11
Hammoudeh, Shawkat
11
Hautsch, Nikolaus
11
more ...
less ...
Published in...
All
Journal of econometrics
8
Journal of financial economics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Energy economics
3
International review of economics & finance : IREF
3
Global finance journal
2
Journal of financial and quantitative analysis : JFQA
2
Review of quantitative finance and accounting
2
Applied economics
1
Applied financial economics
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of economic forecasting ; 1
1
International economic review
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Review of financial economics : RFE
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The North American journal of economics and finance : a journal of financial economics studies
1
The financial review : the official publication of the Eastern Finance Association
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economic studies
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
3
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
4
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
5
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
6
GDP volatility implication of tourism volatility in South Africa : a time-varying approach
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin O
; …
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
2
,
pp. 435-450
Persistent link: https://www.econbiz.de/10013176781
Saved in:
7
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
8
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
9
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
10
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->