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subject:"Volatilität"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Textbook"
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Search: subject_exact:"Estimation"
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Volatilität
Schätztheorie
Estimation
266
Schätzung
266
USA
77
United States
77
Volatility
76
Börsenkurs
72
Share price
72
Capital income
69
Kapitaleinkommen
69
Time series analysis
69
Zeitreihenanalyse
69
Forecasting model
64
Prognoseverfahren
64
Aktienmarkt
51
Stock market
51
Theorie
49
Theory
49
Cointegration
44
Kointegration
44
Risiko
38
Risk
38
Welt
37
World
37
VAR model
31
VAR-Modell
31
Geldpolitik
26
Großbritannien
26
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26
Monetary policy
26
United Kingdom
26
Schock
24
Shock
24
Immobilienpreis
23
Real estate price
23
Fractional integration
21
ARCH model
20
ARCH-Modell
20
Business cycle
20
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20
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Undetermined
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6
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Article
82
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Textbook
Article in journal
82
Arbeitspapier
51
Graue Literatur
51
Non-commercial literature
51
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2
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English
82
Author
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Caporale, Guglielmo Maria
Gupta, Rangan
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
McAleer, Michael
25
Bollerslev, Tim
24
Todorov, Viktor
24
Bouri, Elie
23
Wohar, Mark E.
23
Pierdzioch, Christian
22
Tiwari, Aviral Kumar
21
Xuan Vinh Vo
21
Kumar, Dilip
20
Balcilar, Mehmet
19
Brooks, Robert
17
Kang, Sang Hoon
17
Mensi, Walid
17
Tauchen, George Eugene
16
Asai, Manabu
15
Gil-Alaña, Luis A.
15
Kumbhakar, Subal
15
Rashid, Abdul
15
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Apergēs, Nikolaos
13
Chiang, Thomas C.
13
McMillan, David G.
13
Narayan, Paresh Kumar
13
Wang, Yudong
13
Wu, Xinyu
13
Zhu, Huiming
13
Gao, Jiti
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
Nonejad, Nima
12
Su, Liangjun
12
Zhang, Yaojie
12
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The North American journal of economics and finance : a journal of financial economics studies
7
Research in international business and finance
6
Applied economics letters
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Economics and Business Letters : EBL
3
Finance research letters
3
Journal of international money and finance
3
Economics letters
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
The European journal of finance
2
Applied economics
1
Applied financial economics
1
Applied financial economics letters
1
Defence and peace economics
1
Eastern economic journal
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
International review of financial analysis
1
Journal of behavioral and experimental finance
1
Journal of economic integration
1
Journal of economics and finance : JEF
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of risk
1
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ECONIS (ZBW)
82
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82
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
3
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
4
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
5
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
6
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
7
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
9
Predicting firm-level volatility in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
10
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
Saved in:
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