//--> //--> //--> //-->
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:"Gupta, Rangan"
~person:"Su, Liangjun"
~person:"Wu, Xinyu"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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
Schätztheorie
Estimation
210
Schätzung
210
Forecasting model
74
Prognoseverfahren
74
Volatility
74
Capital income
67
Kapitaleinkommen
67
Börsenkurs
62
Share price
62
USA
53
United States
53
Aktienmarkt
43
Stock market
43
Time series analysis
42
Zeitreihenanalyse
42
Risiko
37
Risk
37
Welt
34
World
34
Theorie
30
Theory
30
ARCH model
29
ARCH-Modell
29
VAR model
28
VAR-Modell
28
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Panel
26
Panel study
26
Inflation
22
Immobilienpreis
21
Real estate price
21
Causality analysis
20
Kausalanalyse
20
Schock
20
Shock
20
Geldpolitik
19
Monetary policy
19
Regression analysis
19
more ...
less ...
Online availability
All
Undetermined
72
Free
6
Type of publication
All
Article
88
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
88
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
88
Author
All
Gupta, Rangan
Su, Liangjun
Wu, Xinyu
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
McAleer, Michael
25
Bollerslev, Tim
24
Todorov, Viktor
24
Bouri, Elie
23
Pierdzioch, Christian
23
Wohar, Mark E.
23
Tiwari, Aviral Kumar
21
Xuan Vinh Vo
21
Caporale, Guglielmo Maria
20
Kumar, Dilip
20
Balcilar, Mehmet
19
Mensi, Walid
18
Brooks, Robert
17
Kang, Sang Hoon
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
Caporin, Massimiliano
13
Chiang, Thomas C.
13
McMillan, David G.
13
Narayan, Paresh Kumar
13
Wang, Yudong
13
Zhang, Yaojie
13
Zhu, Huiming
13
Gao, Jiti
12
Hegerty, Scott W.
12
Lee, Chien-chiang
12
Malik, Farooq
12
Nonejad, Nima
12
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
5
Applied economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Journal of risk
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
International review of economics & finance : IREF
3
Research in international business and finance
3
Applied economics
2
Economic modelling
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
International journal of finance & economics : IJFE
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
Quantitative economics : QE ; journal of the Econometric Society
2
The European journal of finance
2
Applied financial economics
1
Defence and peace economics
1
Econometric reviews
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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
Journal of behavioral and experimental finance
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 policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk : JOR
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
more ...
less ...
Source
All
ECONIS (ZBW)
88
Showing
1
-
10
of
88
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
5
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
6
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
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
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
9
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
10
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk : JOR
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014487116
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->