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:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Bouri, Elie"
~person:"Taylor, Robert"
~person:"Wang, Yazhen"
~subject:"Kapitaleinkommen"
~subject:"Produktivität"
~subject:"Volatility"
~subject:"Volatilität"
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
Managing trade : evidence from...
Similar by subject
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Produktivität
Volatility
Volatilität
Estimation
9
Schätzung
9
Börsenkurs
7
Share price
7
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Schätztheorie
5
USA
5
United States
5
ARCH model
3
ARCH-Modell
3
Forecasting model
3
Prognoseverfahren
3
Aktienmarkt
2
Analysis
2
Capital income
2
Causality analysis
2
Kausalanalyse
2
Mathematical analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Oil price
2
Stochastic differential equation
2
Stochastic process
2
Stochastischer Prozess
2
Stock market
2
Theorie
2
Theory
2
Ölpreis
2
ARMA model
1
ARMA-Modell
1
ARMAX-GARCH
1
Adaptive estimation
1
Adaptive thresholding
1
Aggregate stock price uncertainties
1
Anleihe
1
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Bouri, Elie
Taylor, Robert
Wang, Yazhen
Todorov, Viktor
14
Bollerslev, Tim
10
Tauchen, George Eugene
7
Gupta, Rangan
6
Yang, Chih-Hai
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Bohl, Martin T.
4
Francq, Christian
4
McAleer, Michael
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Diewert, Walter E.
3
Engle, Robert F.
3
Fan, Jianqing
3
Ghysels, Eric
3
Jensen, Gerald R.
3
Koop, Gary
3
Lu, Yi
3
Malik, Farooq
3
Patton, Andrew J.
3
Roubaud, David
3
Sharma, Chandan
3
Sickles, Robin C.
3
Siklos, Pierre L.
3
Steel, Mark F. J.
3
Wohar, Mark E.
3
Xu, Zhaoyuan
3
Yashiro, Naomitsu
3
Yu, Linhui
3
Zhang, Yan
3
Zhou, Hao
3
Andreou, Elena
2
Apergēs, Nikolaos
2
Asai, Manabu
2
more ...
less ...
Published in...
All
China economic review : an international journal
Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
7
Finance research letters
6
International review of financial analysis
6
Department of Economics working paper series
5
Financial innovation : FIN
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
KAIST College of Business Working Paper Series No
2
CREATES research paper
1
Defence and peace economics
1
Econometric reviews
1
Econometric theory
1
Econometrics : open access journal
1
Economic research
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
1
Journal of behavioral and experimental finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Journal of multinational financial management
1
Journal of risk
1
Queen's Economics Department working paper
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The quarterly review of economics and finance
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
2
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
Saved in:
3
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
4
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
5
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
6
Adaptive thresholding for large volatility matrix
estimation
based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
7
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
8
Level shift
estimation
in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
9
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
10
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
