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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~person:"Apergēs, Nikolaos"
~person:"Bali, Turan G."
~person:"Cook, Steven"
~person:"Fletcher, Jonathan"
~person:"Gil-Alaña, Luis A."
~person:"Goodell, John W."
~person:"Huang, Zhuo"
~person:"Kang, Sang Hoon"
~person:"Pierdzioch, Christian"
~person:"Roubaud, David"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Wei"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Zeitreihenanalyse
Estimation
69
Schätzung
69
Capital income
67
Kapitaleinkommen
67
Volatility
63
Welt
63
World
63
Volatilität
62
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58
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Aktienmarkt
46
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32
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Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
32
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Norwegian
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Apergēs, Nikolaos
Bali, Turan G.
Cook, Steven
Fletcher, Jonathan
Gil-Alaña, Luis A.
Goodell, John W.
Huang, Zhuo
Kang, Sang Hoon
Pierdzioch, Christian
Roubaud, David
Tiwari, Aviral Kumar
Zhang, Wei
Gupta, Rangan
12
Caporale, Guglielmo Maria
7
Nonejad, Nima
7
Österholm, Pär
5
Al-Yahyaee, Khamis Hamed
4
Chang, Tsangyao
4
Cuñado Eizaguirre, Juncal
4
Liu, Li
4
Ma, Feng
4
Mensi, Walid
4
Shi, Yanlin
4
Sibbertsen, Philipp
4
Su, Chi-Wei
4
Ye, Wuyi
4
Arčabić, Vladimir
3
Baillie, Richard
3
Balcilar, Mehmet
3
Baruník, Jozef
3
Bekiros, Stelios
3
Brooks, Robert
3
Buncic, Daniel
3
Chen, Shyh-Wei
3
Cubadda, Gianluca
3
Engsted, Tom
3
Guégan, Dominique
3
Ho, Kin-Yip
3
Ji, Qiang
3
Kim, Jong-Min
3
Kunst, Robert M.
3
Liu, Xiaoquan
3
McKenzie, Michael D.
3
Moosa, Imad A.
3
Morana, Claudio
3
Paradiso, Antonio
3
Salisu, Afees A.
3
Satchell, Stephen
3
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Applied financial economics
Economic modelling
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Finance research letters
Journal of banking & finance
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
24
Applied economics
21
Energy economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Tourism economics : the business and finance of tourism and recreation
7
Research in international business and finance
6
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Economic issues
3
Empirica : journal of european economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International review of financial analysis
3
Journal of economics and finance
3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
Journal of risk and financial management : JRFM
3
Review of financial economics : RFE
3
The empirical economics letters : a monthly international journal of economics
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
Applied financial economics letters
2
Bulletin of economic research
2
CBN journal of applied statistics
2
Computational economics
2
Economia internazionale
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
European review of economics and finance
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
International journal of theoretical and applied finance
2
Journal of applied econometrics
2
Journal of economic studies
2
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ECONIS (ZBW)
32
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1
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32
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1
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
2
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
3
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
4
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
5
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
6
Real-time macroeconomic monitoring using mixed frequency data : evidence from China
Zhang, Wei
;
He, Jie
;
Ge, Chanyuan
;
Xue, Rui
- In:
Economic modelling
117
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014229194
Saved in:
7
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
8
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
9
Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi
;
Shen, Dehua
;
Wang, Pengfei
;
Zhang, Wei
- In:
Finance research letters
35
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
Saved in:
10
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
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