//--> //--> //-->
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"
~person:"Bollerslev, Tim"
~person:"Salisu, Afees A."
~subject:"Stock market"
~type_genre:"Aufsatz in Zeitschrift"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stock market
Estimation
65
Schätzung
65
Volatility
31
Volatilität
31
Capital income
28
Kapitaleinkommen
28
Börsenkurs
26
Share price
26
Forecasting model
23
Prognoseverfahren
23
USA
20
United States
20
Time series analysis
16
Zeitreihenanalyse
16
Theorie
14
Theory
14
Risiko
12
Risk
12
Exchange rate
11
Wechselkurs
11
Welt
11
World
11
Aktienmarkt
10
Risikoprämie
9
Risk premium
9
High-frequency data
8
ARCH model
6
ARCH-Modell
6
Cointegration
6
Forecast
6
Kointegration
6
Oil price
6
Prognose
6
Risikomaß
6
Risk measure
6
Statistical distribution
6
Statistische Verteilung
6
Ölpreis
6
Deutschland
5
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
10
Author
All
Bollerslev, Tim
Salisu, Afees A.
Gupta, Rangan
40
Zaremba, Adam
26
Tiwari, Aviral Kumar
18
Wohar, Mark E.
17
Sehgal, Sanjay
16
Gil-Alaña, Luis A.
15
Chiang, Thomas C.
14
Ma, Feng
14
Balcilar, Mehmet
13
McMillan, David G.
13
Yoon, Seong-min
13
Bouri, Elie
12
Mensi, Walid
12
Narayan, Paresh Kumar
12
Xuan Vinh Vo
12
Zhang, Yaojie
12
Caporale, Guglielmo Maria
11
Kang, Sang Hoon
11
Pierdzioch, Christian
11
Brooks, Robert
10
Demirer, Rıza
10
Hammoudeh, Shawkat
10
Wong, Wing Keung
10
Cakici, Nusret
9
Ferreira, Paulo
9
Narayan, Seema
9
Shahzad, Syed Jawad Hussain
9
Arouri, Mohamed
8
Bekiros, Stelios
8
Guesmi, Khaled
8
Umar, Zaghum
8
Ur Rehman, Mobeen
8
Aslanidis, Nektarios
7
Jareño, Francisco
7
Jawadi, Fredj
7
Lee, Chien-chiang
7
Li, Bin
7
Nguyen, Duc Khuong
7
Savva, Christos S.
7
more ...
less ...
Published in...
All
International journal of finance & economics : IJFE
2
Energy economics
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
2
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
3
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:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
6
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
7
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:
8
Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
Saved in:
9
A fractional cointegration VAR analysis of Islamic stocks : a global perspective
Salisu, Afees A.
;
Ndako, Umar Bida
;
Adediran, Idris A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012659434
Saved in:
10
Modeling oil price-US stock nexus : a VARMA-BEKK-AGARCH approach
Salisu, Afees A.
;
Oloko, Tirimisiyu F.
- In:
Energy economics
50
(
2015
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011563864
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->