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~isPartOf:"Economics letters"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Volatility"
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Search: subject_exact:"Schätzmethode"
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Volatility
Estimation theory
985
Schätztheorie
985
Estimation
943
Schätzung
941
Theorie
622
Theory
622
Time series analysis
207
Zeitreihenanalyse
207
Panel
161
Panel study
161
Volatilität
143
Welt
133
World
133
Capital income
130
Kapitaleinkommen
130
Regression analysis
120
Regressionsanalyse
120
Börsenkurs
115
Share price
115
USA
111
United States
111
Nichtparametrisches Verfahren
99
Nonparametric statistics
99
Forecasting model
93
Prognoseverfahren
93
VAR model
79
VAR-Modell
79
Aktienmarkt
78
Stock market
78
ARCH model
72
ARCH-Modell
72
Business cycle
63
Konjunktur
63
Schock
63
Shock
63
Cointegration
61
Kointegration
61
Statistical test
61
Statistischer Test
61
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97
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Article
143
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143
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143
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English
143
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Hwang, Eunju
3
Narayan, Paresh Kumar
3
Shin, Dong-wan
3
Ardia, David
2
Bley, Jorg
2
Bouri, Elie
2
Brooks, Robert
2
Dimitrakopoulos, Stefanos
2
Filis, George
2
Floros, Christos
2
Gupta, Rangan
2
Han, Heejoon
2
Hoogerheide, Lennart F.
2
Hou, Ai Jun
2
Kapetanios, George
2
Koulakiotis, Athanasios
2
McKenzie, Michael D.
2
Nguyen, Duc Khuong
2
Papasyriopoulos, Nicholas
2
Saad, Mohsen M.
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Wohar, Mark E.
2
Akhtaruzzaman, Md.
1
Aloui, Chaker
1
Anagnostidis, Panagiotis
1
Anatolyev, Stanislav
1
Andrada Félix, Julián
1
Angelini, Giovanni
1
Annaert, Jan
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Apostolakis, George N.
1
Aquilante, Tommaso
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Atak, Alev
1
Atenga, Eric Martial Etoundi
1
Babalos, Vasillios
1
Babalos, Vassilios
1
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Economics letters
Journal of international financial markets, institutions & money
Journal of econometrics
172
Energy economics
147
Finance research letters
134
Applied economics
128
Economic modelling
122
International review of economics & finance : IREF
117
International review of financial analysis
107
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of empirical finance
93
Journal of banking & finance
92
Working paper / National Bureau of Economic Research, Inc.
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Applied economics letters
80
NBER working paper series
79
Applied financial economics
78
Working paper
77
NBER Working Paper
74
Discussion paper / Tinbergen Institute
72
Research in international business and finance
71
Journal of international money and finance
70
The journal of futures markets
64
International journal of forecasting
59
Journal of risk and financial management : JRFM
59
CESifo working papers
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Discussion paper / Centre for Economic Policy Research
51
The European journal of finance
51
International journal of finance & economics : IJFE
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Quantitative finance
44
Econometric reviews
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International Journal of Energy Economics and Policy : IJEEP
39
Journal of financial economics
39
International journal of economics and financial issues : IJEFI
35
Journal of forecasting
35
Pacific-Basin finance journal
35
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ECONIS (ZBW)
143
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1
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10
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143
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date (oldest first)
1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
3
Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti
;
Tsioutsios, Alexandros
; …
- In:
Economics letters
233
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
Saved in:
4
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
5
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
6
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
7
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
8
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
9
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
10
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
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