//--> //--> //--> //-->
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
~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
A closed-form estimator for th...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
124,202
Schätzung
124,033
Theorie
28,108
Theory
28,098
USA
15,987
United States
15,958
Deutschland
14,821
Germany
14,759
Welt
12,062
World
12,061
Börsenkurs
8,344
Share price
8,339
Volatility
8,270
Wirtschaftswachstum
7,904
Capital income
7,851
Kapitaleinkommen
7,850
Economic growth
7,843
Wirkungsanalyse
6,418
Impact assessment
6,412
EU countries
6,157
EU-Staaten
6,147
Panel
5,912
Panel study
5,884
Prognoseverfahren
5,880
Forecasting model
5,876
Schätztheorie
5,553
Estimation theory
5,540
Zeitreihenanalyse
5,537
Time series analysis
5,508
Kointegration
5,432
Cointegration
5,427
Geldpolitik
5,359
Monetary policy
5,305
Aktienmarkt
4,969
Stock market
4,931
Großbritannien
4,930
United Kingdom
4,897
Business cycle
4,696
Konjunktur
4,688
more ...
less ...
Online availability
All
Free
2,940
Undetermined
2,749
Type of publication
All
Article
5,060
Book / Working Paper
3,225
Type of publication (narrower categories)
All
Article in journal
4,867
Aufsatz in Zeitschrift
4,867
Graue Literatur
1,719
Non-commercial literature
1,719
Working Paper
1,657
Arbeitspapier
1,654
Aufsatz im Buch
192
Book section
192
Hochschulschrift
166
Thesis
128
Collection of articles written by one author
41
Sammlung
41
Conference paper
29
Konferenzbeitrag
29
Collection of articles of several authors
13
Sammelwerk
13
Bibliografie enthalten
11
Bibliography included
11
Konferenzschrift
8
Aufsatzsammlung
7
Systematic review
6
Übersichtsarbeit
6
Forschungsbericht
5
Amtsdruckschrift
4
Government document
4
Dissertation u.a. Prüfungsschriften
3
Amtliche Publikation
2
Case study
2
Conference proceedings
2
Fallstudie
2
Advisory report
1
Bibliografie
1
Gutachten
1
Rezension
1
more ...
less ...
Language
All
English
8,169
German
102
French
6
Spanish
5
Italian
3
Undetermined
2
Norwegian
1
more ...
less ...
Author
All
McAleer, Michael
89
Gupta, Rangan
82
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
44
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Hautsch, Nikolaus
31
Asai, Manabu
29
Chang, Chia-Lin
29
Bouri, Elie
28
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Ma, Feng
26
Engle, Robert F.
24
Herwartz, Helmut
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
Koopman, Siem Jan
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Chan, Joshua
18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Lettau, Martin
18
Spagnolo, Nicola
18
Tiwari, Aviral Kumar
18
Aghion, Philippe
17
Kang, Sang Hoon
17
Mensi, Walid
17
Pesaran, M. Hashem
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
17
more ...
less ...
Institution
All
National Bureau of Economic Research
80
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsches Institut für Wirtschaftsforschung
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Federal Reserve Bank of New York
1
Federal Reserve System / Division of Research and Statistics
1
Financial Options Research Centre
1
Georgetown University / Economics Department
1
Goethe-Universität Frankfurt am Main
1
Hamburgisches WeltWirtschaftsInstitut
1
more ...
less ...
Published in...
All
Energy economics
145
Finance research letters
127
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
115
International review of financial analysis
105
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
97
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
Applied economics letters
77
NBER working paper series
77
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international money and finance
70
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
61
Discussion paper / Tinbergen Institute
58
Economics letters
57
Journal of risk and financial management : JRFM
55
CESifo working papers
54
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
48
International journal of finance & economics : IJFE
47
The European journal of finance
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
more ...
less ...
Source
All
ECONIS (ZBW)
8,278
USB Cologne (EcoSocSci)
4
EconStor
3
Showing
1
-
10
of
8,285
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2013
the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and
VARMA
…
Persistent link: https://www.econbiz.de/10010326433
Saved in:
2
Volatility and a century of energy markets dynamics
Serletis, Apostolos
;
Xu, Libo
- In:
Energy economics
55
(
2016
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011663070
Saved in:
3
Financial intermediary leverage spillovers
Serletis, Apostolos
;
Istiak, Khandokar
- In:
Research in international business and finance
39
(
2017
),
pp. 1000-1007
Persistent link: https://www.econbiz.de/10011912429
Saved in:
4
Co-movements of oil, gold, the US dollar, and stocks
Samanta, Subarna K.
;
Mohamad-Zadeh, Ali H.
- In:
Modern economy
3
(
2012
)
1
,
pp. 111-117
Persistent link: https://www.econbiz.de/10009710520
Saved in:
5
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10010360672
Saved in:
6
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
7
Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724114
Saved in:
8
Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the asian crisis vs. the global crisis
Han, Young Wook
- In:
Journal of East Asian economic integration
18
(
2014
)
1
,
pp. 3-27
dependency of the daily returns. The
estimation
results reflect that the long memory volatility dependency of the KRW-USD is …
Persistent link: https://www.econbiz.de/10011568197
Saved in:
9
Does higher-frequency data always help to predict longer-horizon volatility?
Charoenwong, Ben
;
Feng, Guanhao
- In:
Journal of risk
19
(
2017
)
5
,
pp. 55-75
Persistent link: https://www.econbiz.de/10011747111
Saved in:
10
Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the Asian crisis vs. the global crisis
Han, Young Wook
- In:
Journal of East Asian economic integration
18
(
2014
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10010347752
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->