//--> //--> //--> //-->
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:"MPRA Paper"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"The European journal of finance"
~subject:"Periodogram"
~subject:"Volatility"
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:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Periodogram
Volatility
Volatilität
552
Forecasting model
178
Prognoseverfahren
178
Börsenkurs
168
Share price
168
Theorie
160
Theory
160
Estimation
152
Schätzung
152
ARCH model
151
ARCH-Modell
150
Capital income
150
Kapitaleinkommen
150
volatility
113
Stock market
112
Aktienmarkt
110
Welt
72
World
72
Exchange rate
69
Wechselkurs
66
Time series analysis
59
Zeitreihenanalyse
59
Risk
40
Stochastic process
40
Stochastischer Prozess
40
Risiko
38
USA
38
United States
38
GARCH
37
Option pricing theory
37
Optionspreistheorie
37
Oil price
33
Ölpreis
32
Aktienindex
31
Stock index
31
realized volatility
28
Financial market
27
Finanzmarkt
27
VAR model
27
more ...
less ...
Online availability
All
Undetermined
260
Free
101
Type of publication
All
Article
547
Book / Working Paper
93
Type of publication (narrower categories)
All
Article in journal
550
Aufsatz in Zeitschrift
550
Collection of articles of several authors
4
Conference paper
4
Konferenzbeitrag
4
Sammelwerk
4
Language
All
English
552
Undetermined
88
Author
All
Gupta, Rangan
13
Ma, Feng
9
Dunis, Christian
8
McMillan, David G.
7
Pierdzioch, Christian
7
Wang, Yudong
6
Caiado, Jorge
5
Crato, Nuno
5
Liu, Xiaoquan
5
Masih, Mansur
5
Onour, Ibrahim
5
Sinha, Pankaj
5
So, Mike Ka-pui
5
Zhang, Yaojie
5
Ap Gwilym, Owain
4
Chen, Langnan
4
Chevallier, Julien
4
Demirer, Rıza
4
Lucey, Brian M.
4
Salisu, Afees A.
4
Song, Yuping
4
Speight, Alan E. H.
4
Wang, Xingchun
4
Wohar, Mark E.
4
Balaban, Ercan
3
Brooks, Chris
3
Camilleri, Silvio John
3
Chen, Cathy W. S.
3
Choudhry, Taufiq
3
Copeland, Laurence S.
3
Dumitriu, Ramona
3
Grobys, Klaus
3
He, Mengxi
3
Ielpo, Florian
3
Koutmos, Gregory
3
Li, Ming-yuan Leon
3
Mapa, Dennis S.
3
Nonejad, Nima
3
Power, Gabriel J.
3
Ryu, Doojin
3
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
88
Published in...
All
MPRA Paper
Applied economics letters
Journal of forecasting
The European journal of finance
Energy economics
642
Finance research letters
590
NBER working paper series
484
Working paper / National Bureau of Economic Research, Inc.
466
International review of financial analysis
419
NBER Working Paper
416
Applied economics
380
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Research in international business and finance
268
Applied financial economics
265
Journal of empirical finance
265
Working paper
254
Economics letters
246
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
171
CESifo working papers
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
IMF working papers
148
International journal of forecasting
145
The review of financial studies
126
Computational economics
119
more ...
less ...
Source
All
ECONIS (ZBW)
552
RePEc
88
Showing
1
-
10
of
640
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
3
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
4
Investors' reaction under uncertainty
Kyaw, Khine
;
Olugbode, Mojisola
;
Petracci, Barbara
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2332-2336
Persistent link: https://www.econbiz.de/10014365767
Saved in:
5
Early prediction of Ibex 35 movements
García, I. Marta Miranda
;
Segovia-Vargas, María-Jesús
; …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1150-1166
Persistent link: https://www.econbiz.de/10014338829
Saved in:
6
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
7
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
8
Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model
Dhifaoui, Zouhaier
;
Jabeur, Sami Ben
;
Khalfaoui, Rabeh
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2292-2306
Persistent link: https://www.econbiz.de/10014432894
Saved in:
9
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
10
A dynamic leverage stochastic volatility model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
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...
//-->