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subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Subject
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Volatilität
Estimation
124,477
Schätzung
124,271
Theorie
28,115
Theory
28,106
USA
16,001
United States
15,972
Deutschland
14,841
Germany
14,779
Welt
12,079
World
12,078
Börsenkurs
8,370
Share price
8,365
Volatility
8,288
Wirtschaftswachstum
7,927
Capital income
7,876
Kapitaleinkommen
7,875
Economic growth
7,866
Wirkungsanalyse
6,429
Impact assessment
6,423
EU countries
6,170
EU-Staaten
6,160
Panel
5,930
Panel study
5,902
Prognoseverfahren
5,856
Forecasting model
5,852
Schätztheorie
5,550
Estimation theory
5,537
Zeitreihenanalyse
5,501
Time series analysis
5,472
Kointegration
5,448
Cointegration
5,441
Geldpolitik
5,366
Monetary policy
5,312
Aktienmarkt
4,986
Stock market
4,948
Großbritannien
4,932
United Kingdom
4,900
Business cycle
4,701
Konjunktur
4,692
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Online availability
All
Free
2,942
Undetermined
2,765
Type of publication
All
Article
5,078
Book / Working Paper
3,224
Type of publication (narrower categories)
All
Article in journal
4,885
Aufsatz in Zeitschrift
4,885
Graue Literatur
1,719
Non-commercial literature
1,719
Working Paper
1,655
Arbeitspapier
1,653
Aufsatz im Buch
192
Book section
192
Hochschulschrift
166
Thesis
128
Collection of articles written by one author
41
Sammlung
41
Conference paper
29
Konferenzbeitrag
29
Collection of articles of several authors
13
Sammelwerk
13
Bibliografie enthalten
11
Bibliography included
11
Konferenzschrift
8
Aufsatzsammlung
7
Systematic review
6
Übersichtsarbeit
6
Forschungsbericht
5
Dissertation u.a. Prüfungsschriften
3
Amtsdruckschrift
2
Case study
2
Conference proceedings
2
Fallstudie
2
Government document
2
Advisory report
1
Bibliografie
1
Gutachten
1
Rezension
1
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Language
All
English
8,186
German
102
French
6
Spanish
5
Italian
3
Undetermined
2
Norwegian
1
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Author
All
McAleer, Michael
85
Gupta, Rangan
83
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
44
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Hautsch, Nikolaus
31
Asai, Manabu
29
Bouri, Elie
29
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Ma, Feng
26
Chang, Chia-Lin
25
Engle, Robert F.
24
Herwartz, Helmut
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
Koopman, Siem Jan
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Chan, Joshua
18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Lettau, Martin
18
Mensi, Walid
18
Spagnolo, Nicola
18
Tiwari, Aviral Kumar
18
Aghion, Philippe
17
Kang, Sang Hoon
17
Pesaran, M. Hashem
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
17
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Institution
All
National Bureau of Economic Research
80
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsches Institut für Wirtschaftsforschung
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Federal Reserve Bank of New York
1
Federal Reserve System / Division of Research and Statistics
1
Financial Options Research Centre
1
Georgetown University / Economics Department
1
Goethe-Universität Frankfurt am Main
1
Hamburgisches WeltWirtschaftsInstitut
1
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Published in...
All
Energy economics
145
Finance research letters
131
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
115
International review of financial analysis
105
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
Applied economics letters
77
NBER working paper series
77
Working paper
77
Applied financial economics
75
NBER Working Paper
71
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
61
Discussion paper / Tinbergen Institute
57
Economics letters
57
CESifo working papers
54
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
49
International journal of finance & economics : IJFE
48
The European journal of finance
48
International journal of forecasting
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
31
Journal of financial econometrics
31
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Source
All
ECONIS (ZBW)
8,296
USB Cologne (EcoSocSci)
4
EconStor
2
Showing
1,661
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1,670
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8,302
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1661
Margin trading system as stock market stabiliser : evidence based on CSI 300 index
Li, Zhuwei
;
He, Rong
;
Wang, Baolu
;
Li, Yushan
;
Gu, Yu
- In:
Spanish journal of finance & accounting : the official …
51
(
2022
)
3
,
pp. 371-388
Persistent link: https://www.econbiz.de/10013357130
Saved in:
1662
Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? : wavelet-based Granger-causality, asymmetric quantile regression a...
Karim, Muhammad Mahmudul
;
Kawsar, Najmul Haque
;
Ariff, …
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-44
Persistent link: https://www.econbiz.de/10013357245
Saved in:
1663
The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun
;
Hyde, Stuart
;
Liu, Liu
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
Saved in:
1664
Dynamic relationship between exchange rates and stock prices for the G7 countries : a nonlinear ARDL approach
Nusair, Salah A.
;
Olson, Dennis O.
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357282
Saved in:
1665
Commodity return predictability : evidence from implied variance, skewness, and their risk premia
Finta, Marinela Adriana
;
Ornelas, José Renato Haas
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013358775
Saved in:
1666
How Do macroeconomic variables volatilities affect stock markets dynamics? : evidence from MENA zone
Mechria, Nesrine
;
Peretti, Christian de
;
Ben Hamad, Salah
- In:
International journal of business
27
(
2022
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013362250
Saved in:
1667
Time-varying monetary policy shocks and the dynamics of Chinese commodity prices
Lyu, Yongjian
;
Yi, Heling
;
Cao, Jin
;
Yang, Mo
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013552469
Saved in:
1668
Decomposing the idiosyncratic volatility anomaly among euro area stocks
Annaert, Jan
;
De Ceuster, Marc J.
;
Van Doninck, Freek
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553642
Saved in:
1669
Bitcoin volatility predictability : the role of jumps and regimes
Qian, Lihua
;
Wang, Jiqian
;
Ma, Feng
;
Li, Ziyang
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553653
Saved in:
1670
Price of a surprise : the effects of election outcomes on stock market returns and volatility
Arin, Kerim Peren
;
El-Massah, Suzanna
;
Kaplan, Samuel
; …
- In:
Review of economics
73
(
2022
)
3
,
pp. 211-221
Persistent link: https://www.econbiz.de/10013553757
Saved in:
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