//--> //--> //-->
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:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"International review of financial analysis"
~person:"Degiannakis, Stavros"
~person:"Nonejad, Nima"
~person:"Smales, Lee A."
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
Estimation
8
Schätzung
8
Volatilität
7
Forecasting model
6
Prognoseverfahren
6
ARCH model
5
ARCH-Modell
5
Capital income
4
Kapitaleinkommen
4
Börsenkurs
3
Oil price
3
Realized volatility
3
Share price
3
Ölpreis
3
Decision under uncertainty
2
Economic policy
2
Entscheidung unter Unsicherheit
2
Equity premium
2
Expected shortfall
2
Nonlinearity
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risikomaß
2
Risikoprämie
2
Risk
2
Risk measure
2
Risk premium
2
Time series analysis
2
VIX
2
Value-at-risk
2
Volatility forecasting
2
Welt
2
Wirtschaftspolitik
2
World
2
Zeitreihenanalyse
2
Aktienindex
1
Aktienmarkt
1
Basel Accord
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Degiannakis, Stavros
Nonejad, Nima
Smales, Lee A.
Halberstadt, Arne
4
Audrino, Francesco
2
Balaban, Ercan
2
Bouri, Elie
2
Bönke, Timm
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Fabozzi, Frank J.
2
Fang, Victor
2
Floros, Christos
2
Gong, Xue
2
Hammoudeh, Shawkat
2
Haque, Qazi
2
In, Francis Haeuck
2
Liu, Jia
2
Ma, Feng
2
Magnusson, Leandro M.
2
Metiu, Norbert
2
Prieto, Esteban
2
Roubaud, David
2
Schlepper, Kathi
2
Schmitt, Christian
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Winkelmann, Lars
2
Wu, Eliza
2
Xuan Vinh Vo
2
Yao, Wenying
2
Abad Díaz, David
1
Abbassi, Puriya
1
Agarwalla, Sobhesh Kumar
1
Aharon, David Y.
1
Al-Gamrh, Bakr
1
Al-Khazali, Osamah
1
Alexakis, Christos A.
1
Alexiou, Constantinos
1
Ali, Faek Menla
1
more ...
less ...
Published in...
All
Discussion paper
International review of financial analysis
Energy economics
2
Global finance journal
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
International review of finance
1
Operational research : an international journal
1
Quantitative finance
1
The energy journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima
- In:
International review of financial analysis
71
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
Saved in:
2
Examining the relationship between policy uncertainty and market uncertainty across the G7
Smales, Lee A.
- In:
International review of financial analysis
71
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012436468
Saved in:
3
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
4
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
5
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
6
Time-variation in the impact of news sentiment
Smales, Lee A.
- In:
International review of financial analysis
37
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011316615
Saved in:
7
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->