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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of business finance & accounting : JBFA"
~isPartOf:"Journal of emerging market finance"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Cummins, Mark"
~person:"Dowling, Michael"
~person:"Fang, Victor"
~person:"Ma, Feng"
~subject:"Aktienmarkt"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Higher moments"
~subject:"Risk"
~subject:"Volatilität"
~subject:"up/down market condition"
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Search: subject_exact:"Estimation"
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Aktienmarkt
Börsenkurs
CAPM
Higher moments
Risk
Volatilität
up/down market condition
Estimation
22
Schätzung
22
Share price
13
Volatility
13
Capital income
11
Kapitaleinkommen
11
Stock market
10
ARCH model
9
ARCH-Modell
9
Forecasting model
9
Prognoseverfahren
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Risiko
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Volatility forecasting
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Oil price
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Risikomaß
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Theory
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USA
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United States
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Ölpreis
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EU countries
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EU-Staaten
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Economic constraints
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Economic policy
2
Financial crisis
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Handelsvolumen der Börse
2
Interest rate derivative
2
Oil market
2
Portfolio selection
2
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Article in journal
Survey
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19
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English
19
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Al Refai, Hisham M.
Brooks, Robert
Cummins, Mark
Dowling, Michael
Fang, Victor
Ma, Feng
Zaremba, Adam
8
Umar, Zaghum
6
Yoon, Seong-min
6
Zhu, Huiming
6
Hammoudeh, Shawkat
5
Xuan Vinh Vo
5
Zhang, Yaojie
5
Gupta, Rangan
4
Long, Huaigang
4
Sensoy, Ahmet
4
Balcilar, Mehmet
3
Balli, Faruk
3
Balli, Hatice Ozer
3
Bouri, Elie
3
Degiannakis, Stavros
3
Fabozzi, Frank J.
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Hudson, Robert
3
Lee, Chien-chiang
3
Li, Bin
3
McMillan, David G.
3
Moosa, Imad A.
3
Narayan, Paresh Kumar
3
Nonejad, Nima
3
Ren, Ying-hua
3
Smales, Lee A.
3
Smith, Simon C.
3
Tiwari, Aviral Kumar
3
Umutlu, Mehmet
3
Wei, Yu
3
Wen, Fenghua
3
Wohar, Mark E.
3
Wu, Eliza
3
Yang, Chunpeng
3
Aharon, David Y.
2
Al-Khazali, Osamah
2
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Applied economics
International review of financial analysis
Journal of business finance & accounting : JBFA
Journal of emerging market finance
Energy economics
6
Finance research letters
5
Applied financial economics
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
International journal of finance & economics : IJFE
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics letters
2
Pacific-Basin finance journal
2
Abacus : a journal of accounting, finance and business studies
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied financial economics letters
1
Australian economic papers
1
Australian journal of management
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Global finance journal
1
International journal of business
1
International journal of emerging markets
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial management, markets and institutions
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Review of quantitative finance and accounting
1
Studies in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of futures markets
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ECONIS (ZBW)
19
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1
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
2
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
3
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
4
Information demand density matters : evidence from the post-earnings announcement drift
Chu, Gang
;
Dowling, Michael
;
Shen, Dehua
;
Zhang, Yongjie
- In:
International review of financial analysis
86
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248312
Saved in:
5
Price transmission in European fish markets
Gao, Suikai
;
Bagnarosa, Guillaume
;
Dowling, Michael
; …
- In:
Applied economics
54
(
2022
)
19
,
pp. 2194-2213
Persistent link: https://www.econbiz.de/10012875855
Saved in:
6
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
7
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
8
A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Ma, Feng
;
Wang, Ruoxin
;
Lu, Xinjie
;
Wahab, M. I. M.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013252647
Saved in:
9
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
10
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
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