//--> //--> //-->
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
~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of banking & finance"
~person:"Baltagi, Badi H."
~person:"Chen, Jingjing"
~person:"Ding, Zhihua"
~person:"Escanciano, Juan Carlos"
~person:"Hautsch, Nikolaus"
~person:"Pesaran, M. Hashem"
~source:"econis"
~subject:"Announcement effect"
~subject:"Correlation"
~subject:"Duration analysis"
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
| 13 applied filters
Year of publication
From:
To:
Subject
All
Announcement effect
Correlation
Duration analysis
Estimation
22
Schätzung
22
Theorie
8
Theory
8
Estimation theory
7
Schätztheorie
7
Börsenkurs
6
Share price
6
Panel
5
Panel study
5
Volatility
5
Volatilität
5
Korrelation
4
USA
4
United States
4
VAR model
4
VAR-Modell
4
Capital income
3
Forecasting model
3
Impact assessment
3
Kapitaleinkommen
3
Prognoseverfahren
3
Regression analysis
3
Regressionsanalyse
3
Risiko
3
Risk
3
Welt
3
Wirkungsanalyse
3
World
3
Aktienmarkt
2
Ankündigungseffekt
2
China
2
Chinese firms
2
Deutschland
2
Economic growth
2
Germany
2
Macroeconometrics
2
Makroökonometrie
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Baltagi, Badi H.
Chen, Jingjing
Ding, Zhihua
Escanciano, Juan Carlos
Hautsch, Nikolaus
Pesaran, M. Hashem
Aslanidis, Nektarios
2
Füss, Roland
2
Adams, Zeno
1
Ahn, Hie Joo
1
Al-Azzam, Moh'd
1
Anderson, Heather M.
1
Atilgan, Yigit
1
Bailey, Natalia
1
Ben Ameur, Hachmi
1
Bethke, Sebastian
1
Bomfim, Antúlio N.
1
Box, Travis
1
Breitenlechner, Max
1
Broman, Markus S.
1
Bu, Hui
1
Bucci, Andrea
1
Burda, Martin
1
Casas, Isabel
1
Cenedese, Gino
1
Cenesizoglu, Tolga
1
Chang, Chiao-yi
1
Chang, Eric Chieh
1
Changqing, Luo
1
Charfeddine, Lanouar
1
Chen, Ching-cheng
1
Chen, Hong-Yi
1
Chen, Sheng-syan
1
Chen, Sipeng
1
Chen, Xinyun
1
Chi, Xie
1
Chu, Chien Chi
1
Cong, Yu
1
Degiannakis, Stavros
1
Duffy, David
1
Duygun, Meryem
1
El Ouadghiri, Imane
1
more ...
less ...
Published in...
All
Economic modelling
Journal of applied econometrics
Journal of banking & finance
CESifo working papers
8
Cambridge working papers in economics
5
CESifo Working Paper Series
4
SFB 649 discussion paper
4
CFS working paper series
3
CoFE discussion papers
2
Discussion paper series / IZA
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
IZA Discussion Paper
2
CESifo Working Paper
1
Discussion paper
1
ECB Working Paper
1
European finance review : the official journal of the European Finance Association
1
Handbook of economic forecasting ; Volume 2B
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
USC-INET Research Paper
1
Working paper
1
Working paper / Centre for Financial Research
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
ZEW discussion papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
When are the effects of economic policy uncertainty on oil-stock correlations larger? : evidence from a regime-switching analysis
Liu, Zhenhua
;
Zhang, Huiying
;
Ding, Zhihua
;
Lv, Tao
; …
- In:
Economic modelling
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013367585
Saved in:
2
Breaking VIX at open : Evidence of uncertainty creation and resolution
Chen, Jingjing
;
Jiang, George J.
;
Yuan, Chaowen
;
Zhu, …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816579
Saved in:
3
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
4
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
5
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
Saved in:
6
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
7
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->