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~subject:"Estimation"
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Estimation
financial markets
Börsenkurs
254
Share price
254
Aktienmarkt
119
Stock market
119
Volatility
93
Volatilität
93
Capital income
90
Kapitaleinkommen
90
Schätzung
90
Theorie
61
Theory
61
China
42
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Behavioural finance
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Welt
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World
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Finanzkrise
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USA
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United States
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Correlation
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Korrelation
20
Cointegration
18
Kointegration
18
Ankündigungseffekt
17
Announcement effect
17
Oil price
17
Ölpreis
17
Spillover effect
16
Spillover-Effekt
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Aktienindex
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Lee, Chien-chiang
3
Tiwari, Aviral Kumar
3
Chien, Mei-Se
2
Gatfaoui, Hayette
2
Gupta, Rangan
2
Liu, Li
2
Mishra, Sagarika
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Modise, Mampho P.
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Narayan, Paresh Kumar
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Pan, Zhiyuan
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Abid, Ilyes
1
Al-Shboul, Mohammad
1
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1
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1
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1
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1
Arampatzidis, Ioannis
1
Arouri, Mohamed
1
Arumugam, Devika
1
Aslanidis, Nektarios
1
Baruník, Jozef
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Beckmann, Joscha
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1
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Economic modelling
Finance research letters
139
Applied economics letters
113
NBER working paper series
109
International review of economics & finance : IREF
108
Working paper / National Bureau of Economic Research, Inc.
106
International review of financial analysis
104
Applied economics
96
Journal of banking & finance
94
NBER Working Paper
88
The North American journal of economics and finance : a journal of financial economics studies
86
Applied financial economics
84
Journal of empirical finance
83
IMF Working Papers
77
Journal of international financial markets, institutions & money
72
Research in international business and finance
67
Energy economics
61
Journal of financial economics
58
Journal of risk and financial management : JRFM
57
CESifo working papers
54
Journal of econometrics
54
Pacific-Basin finance journal
54
Discussion paper / Centre for Economic Policy Research
53
Review of quantitative finance and accounting
51
The European journal of finance
50
International journal of economics and finance
44
Cogent economics & finance
43
International journal of finance & economics : IJFE
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of economics and financial issues : IJEFI
38
The journal of futures markets
38
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Journal of financial markets
35
The journal of finance : the journal of the American Finance Association
35
Journal of international money and finance
34
Economics letters
33
Working paper
32
Discussion paper / Tinbergen Institute
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
90
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1
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
2
What drives the tail risk effect in the Chinese stock market?
Sun, Kaisi
;
Wang, Hui
;
Zhu, Yifeng
- In:
Economic modelling
132
(
2024
)
Persistent link: https://www.econbiz.de/10014547938
Saved in:
3
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
4
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
5
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
6
Frequency heterogeneity of tail connectedness : evidence from global stock markets
Jian, Zhihong
;
Lu, Haisong
;
Zhu, Zhican
;
Xu, Huiling
- In:
Economic modelling
125
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463607
Saved in:
7
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
8
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
9
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
10
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
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