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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Pacific-Basin finance journal"
~person:"Andrada Félix, Julián"
~person:"Brooks, Robert"
~person:"Nonejad, Nima"
~subject:"Realized volatility"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Realized volatility
Volatilität
Estimation
11
Schätzung
11
Volatility
7
ARCH model
6
ARCH-Modell
6
Forecasting model
5
Prognoseverfahren
5
Capital income
4
Kapitaleinkommen
4
Oil price
4
Theorie
4
Theory
4
Ölpreis
4
Börsenkurs
3
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Spillover effect
3
Spillover-Effekt
3
Time series analysis
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Welt
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World
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Zeitreihenanalyse
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Equity premium
2
Nonlinearity
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Risikomaß
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Risikoprämie
2
Risk measure
2
Risk premium
2
USA
2
United States
2
VAR model
2
VAR-Modell
2
Aggregate equity returns
1
Aggregation
1
Capital market returns
1
Commodity derivative
1
Conditional predictability
1
Conditional volatility
1
Connectedness
1
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Andrada Félix, Julián
Brooks, Robert
Nonejad, Nima
Cipollini, Andrea
3
Degiannakis, Stavros
3
Floros, Christos
3
Karanasos, Menelaos
3
Wang, Yudong
3
Bee, Marco
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chortareas, Georgios E.
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dijk, Dick van
2
Fabozzi, Frank J.
2
Fang, Victor
2
Gil-Alaña, Luis A.
2
Gong, Xue
2
Hammoudeh, Shawkat
2
In, Francis Haeuck
2
Kang, Sang Hoon
2
Karoglou, Michail
2
Kim, Kun Ho
2
Kim, Suk-Joong
2
Lee, Chien-chiang
2
Liu, Jia
2
Ma, Feng
2
Muzzioli, Silvia
2
Narayan, Paresh Kumar
2
Opschoor, Anne
2
Pan, Zhiyuan
2
Roubaud, David
2
Sensoy, Ahmet
2
Serdengeçti, Süleyman
2
Shi, Yanlin
2
Smales, Lee A.
2
Stengos, Thanasēs
2
Taylor, Nicholas
2
Tse, Yiu Kuen
2
Wel, Michel van der
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of financial analysis
Journal of empirical finance
Pacific-Basin finance journal
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Energy economics
2
Journal of international financial markets, institutions & money
2
Applied financial economics
1
Australian journal of management
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global finance journal
1
Journal of business finance & accounting : JBFA
1
Journal of emerging market finance
1
Journal of financial management, markets and institutions
1
Quantitative finance
1
Studies in economics and finance
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ECONIS (ZBW)
7
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1
Time connectedness of fear
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 905-931
Persistent link: https://www.econbiz.de/10012819510
Saved in:
2
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
3
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:
4
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
5
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:
6
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
7
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:
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