//--> //--> //--> //-->
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
type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Advances in investment analysis and portfolio management : a research annual"
~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~isPartOf:"The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA"
~person:"Brooks, Robert"
~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~subject:"Australia"
~subject:"Beta risk"
~subject:"Betafaktor"
~subject:"Börse"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Higher moments"
~subject:"Risk"
~subject:"Volatilität"
~subject:"up/down market condition"
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
| 21 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Australia
Beta risk
Betafaktor
Börse
Börsenkurs
CAPM
Capital income
Higher moments
Risk
Volatilität
up/down market condition
Estimation
15
Schätzung
15
Kapitaleinkommen
7
Share price
7
Volatility
6
Forecasting model
5
Prognoseverfahren
5
South Africa
5
Stock market
5
Südafrika
5
VAR model
5
VAR-Modell
5
Geldpolitik
4
Monetary policy
4
ARCH model
3
ARCH-Modell
3
In-sample tests
3
Out-of-sample tests
3
Australien
2
Bayes-Statistik
2
Bayesian inference
2
Data Mining
2
Data mining
2
Immobilienpreis
2
Markov chain
2
Markov-Kette
2
Quantitative Lockerung
2
Quantitative easing
2
Real estate price
2
Schock
2
Shock
2
Stock return predictability
2
Theorie
2
Theory
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Survey
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Brooks, Robert
Gupta, Rangan
Ma, Feng
6
Zaremba, Adam
5
Bouri, Elie
4
Kim, Jae H.
4
Lee, Chien-chiang
4
Narayan, Paresh Kumar
4
Nonejad, Nima
4
Sensoy, Ahmet
4
Zhang, Yaojie
4
Brooks, Chris
3
Degiannakis, Stavros
3
Dowling, Michael
3
Hammoudeh, Shawkat
3
Hamori, Shigeyuki
3
Kumar, Dilip
3
Liu, Li
3
Modise, Mampho P.
3
Narayan, Seema
3
Shen, Dehua
3
Smith, Simon C.
3
Tiwari, Aviral Kumar
3
Wang, Yudong
3
Xuan Vinh Vo
3
Aharon, David Y.
2
Al-Khazali, Osamah
2
Antonakakis, Nikolaos
2
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Aslanidis, Nektarios
2
Aye, Goodness C.
2
Balcilar, Mehmet
2
Beckmann, Joscha
2
Ben Ameur, Hachmi
2
Bilgin, Mehmet Huseyin
2
Bohl, Martin T.
2
Boubaker, Sabri
2
Bredin, Donal
2
Caporale, Guglielmo Maria
2
more ...
less ...
Published in...
All
Advances in investment analysis and portfolio management : a research annual
Economic modelling
International review of financial analysis
Journal of emerging market finance
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
7
Research in international business and finance
7
Applied financial economics
6
International review of economics & finance : IREF
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
International journal of finance & economics : IJFE
4
Applied economics letters
3
Economics and Business Letters : EBL
3
Energy economics
3
The European journal of finance
3
Applied economics
2
Applied financial economics letters
2
Australian economic papers
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of multinational financial management
2
Open economies review
2
Pacific-Basin finance journal
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Abacus : a journal of accounting, finance and business studies
1
Annals of financial economics
1
Australian journal of management
1
Defence and peace economics
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics, management and financial markets
1
Economies : open access journal
1
Emerging markets, finance and trade : EMFT
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
Saved in:
2
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
3
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
4
Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Modise, Mampho P.
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
Saved in:
5
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
6
Macroeconomic variables and South African stock return predictability
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
30
(
2013
),
pp. 612-622
Persistent link: https://www.econbiz.de/10009708826
Saved in:
7
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
8
South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
Saved in:
9
Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market
Nurjannah
;
Galagedera, Don U. A.
;
Brooks, Robert
- In:
Journal of emerging market finance
11
(
2012
)
3
,
pp. 271-300
Persistent link: https://www.econbiz.de/10010380791
Saved in:
10
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->