//--> //--> //--> //-->
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:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~isPartOf:"The European journal of finance"
~person:"Al Refai, Hisham M."
~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
| 22 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
19
Schätzung
19
Kapitaleinkommen
13
Share price
11
Volatility
11
Stock market
8
Forecasting model
7
Prognoseverfahren
7
ARCH model
5
ARCH-Modell
5
Theorie
5
Theory
5
Immobilienpreis
4
Real estate price
4
USA
4
United States
4
Australien
3
Cointegration
3
Kointegration
3
Risiko
3
Stock returns
3
VAR model
3
VAR-Modell
3
Exchange rate
2
Forecasting
2
Geldpolitik
2
Housing returns
2
Intraday data
2
Monetary policy
2
Nichtparametrisches Verfahren
2
Nonparametric causality-in-quantiles test
2
Nonparametric statistics
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Survey
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Al Refai, Hisham M.
Brooks, Robert
Gupta, Rangan
Wohar, Mark E.
9
Xuan Vinh Vo
9
Salisu, Afees A.
8
Ma, Feng
6
Pierdzioch, Christian
6
Balcilar, Mehmet
5
Bouri, Elie
5
Balli, Faruk
4
Hammoudeh, Shawkat
4
McMillan, David G.
4
Rubio, Gonzalo
4
Sensoy, Ahmet
4
Urquhart, Andrew
4
Vivian, Andrew
4
Yin, Libo
4
Ap Gwilym, Owain
3
Balli, Hatice Ozer
3
Brooks, Chris
3
Caporin, Massimiliano
3
Chen, Shyh-Wei
3
Chortareas, Georgios E.
3
Copeland, Laurence S.
3
Cummins, Mark
3
Degiannakis, Stavros
3
Do, Hung Xuan
3
Dowling, Michael
3
Faff, Robert W.
3
Floros, Christos
3
Ge̜bka, Bartosz
3
Gil-Alaña, Luis A.
3
Gong, Xue
3
Huang, Dengshi
3
Kang, Sang Hoon
3
Kim, Jae H.
3
Kumar, Dilip
3
Lucey, Brian M.
3
Mensi, Walid
3
Narayan, Seema
3
more ...
less ...
Published in...
All
Advances in investment analysis and portfolio management : a research annual
International review of economics & finance : IREF
International review of financial analysis
Journal of emerging market finance
The European journal of finance
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Applied economics letters
3
Economics and Business Letters : EBL
3
Energy economics
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
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Abacus : a journal of accounting, finance and business studies
1
Afro-Asian Journal of Finance and Accounting : AAJFA
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
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
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
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
4
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
5
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
6
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
7
The impact of market-wide volatility on time-varying risk : evidence from Qatar stock exchange
Al Refai, Hisham M.
;
Hassan, Gazi M.
- In:
Journal of emerging market finance
17
(
2018
),
pp. 239-258
Persistent link: https://www.econbiz.de/10011925531
Saved in:
8
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
9
Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
Saved in:
10
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->