//--> //--> //--> //-->
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
person:"Bahmani-Oskooee, Mohsen"
~person:"Colavecchio, Roberta"
~person:"Härdle, Wolfgang"
~person:"Ma, Feng"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
247
Volatilität
247
Forecasting model
89
Prognoseverfahren
89
ARCH model
87
ARCH-Modell
87
Estimation
87
Schätzung
87
Exchange rate
83
Wechselkurs
83
Börsenkurs
59
Share price
59
USA
55
United States
55
Theorie
49
Theory
49
Aktienmarkt
43
Stock market
43
Oil price
42
Ölpreis
42
Time series analysis
41
Zeitreihenanalyse
41
Volatility forecasting
37
Capital income
34
Kapitaleinkommen
34
Welt
33
World
33
Commodity derivative
31
Rohstoffderivat
31
China
27
Exchange rate volatility
21
Option pricing theory
21
Optionspreistheorie
21
International economy
19
Internationale Wirtschaft
19
Deutschland
18
Germany
18
Realized volatility
18
Risiko
18
Risk
18
more ...
less ...
Online availability
All
Undetermined
133
Free
46
Type of publication
All
Article
191
Book / Working Paper
56
Type of publication (narrower categories)
All
Article in journal
183
Aufsatz in Zeitschrift
183
Arbeitspapier
48
Working Paper
48
Graue Literatur
43
Non-commercial literature
43
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Lehrbuch
1
Sammelwerk
1
Systematic review
1
Textbook
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
244
German
3
Author
All
Bahmani-Oskooee, Mohsen
Colavecchio, Roberta
Härdle, Wolfgang
Ma, Feng
McAleer, Michael
360
Gupta, Rangan
237
Caporale, Guglielmo Maria
179
Bollerslev, Tim
146
Chang, Chia-Lin
140
Diebold, Francis X.
115
Bouri, Elie
111
Pierdzioch, Christian
99
Andersen, Torben
98
Aizenman, Joshua
96
Spagnolo, Nicola
94
Hammoudeh, Shawkat
82
Koopman, Siem Jan
80
Bekaert, Geert
79
Engle, Robert F.
76
Caporin, Massimiliano
69
Kočenda, Evžen
69
McMillan, David G.
68
Todorov, Viktor
68
Tiwari, Aviral Kumar
67
Chiarella, Carl
65
Hautsch, Nikolaus
65
Asai, Manabu
64
Corbet, Shaen
63
Lux, Thomas
62
Lucey, Brian M.
59
Clements, Adam
58
Christoffersen, Peter F.
57
Ghysels, Eric
57
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Hafner, Christian M.
55
Buch, Claudia M.
54
Caballero, Ricardo J.
54
Mensi, Walid
54
Fernández-Villaverde, Jesús
52
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Published in...
All
SFB 649 discussion paper
22
Energy economics
20
International review of financial analysis
12
Applied economics
11
Discussion papers of interdisciplinary research project 373
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Economic modelling
7
Empirica : journal of european economics
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Economic systems
5
Finance research letters
5
Journal of forecasting
5
Applied economics letters
4
Applied quantitative finance
3
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Economic issues
3
IRTG 1792 discussion paper
3
International journal of forecasting
3
International review of applied economics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The International trade journal
3
Applied economics quarterly
2
Australian economic papers
2
BOFIT discussion papers
2
China finance review international
2
Economic change & restructuring
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International economics and economic policy : IEEP
2
Journal of banking & finance
2
Journal of economic development
2
Journal of economics and finance
2
Journal of financial econometrics
2
Research in economics : an international review of economics
2
Review of derivatives research
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
The journal of international trade & economic development
2
more ...
less ...
Source
All
ECONIS (ZBW)
247
Showing
81
-
90
of
247
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
Pricing cryptocurrency options
Hou, Ai Jun
;
Wang, Weining
;
Chen, Cathy Y. H.
;
Härdle, …
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 250-279
Persistent link: https://www.econbiz.de/10012232938
Saved in:
82
Forecasting the aggregate stock market volatility in a data-rich world
Liu, Li
;
Ma, Feng
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Applied economics
52
(
2020
)
32
,
pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945
Saved in:
83
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob
;
Härdle, Wolfgang
;
Lessmann, Stefan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
Saved in:
84
On the impact of exchange rate volatility on Tunisia's trade with 16 partners: an asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Nouira, Ridha
- In:
Economic change & restructuring
53
(
2020
)
3
,
pp. 357-378
Persistent link: https://www.econbiz.de/10012287312
Saved in:
85
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao
;
Ma, Feng
;
Li, Ziyang
;
Li, Yan
- In:
Economic modelling
93
(
2020
),
pp. 642-650
Persistent link: https://www.econbiz.de/10012430321
Saved in:
86
Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic : VIX vs EPU?
Wang, Jiqian
;
Lu, Xinjie
;
He, Feng
;
Ma, Feng
- In:
International review of financial analysis
72
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012437423
Saved in:
87
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
Saved in:
88
Exchange rate risk and commodity trade between U.S. and India : an asymmetry analysis
Bahmani-Oskooee, Mohsen
;
Saha, Sujata
- In:
Journal of the Asia Pacific economy
25
(
2020
)
4
,
pp. 675-695
Persistent link: https://www.econbiz.de/10012314166
Saved in:
89
Crude oil and BRICS stock markets under extreme shocks : new evidence
Wang, Lu
;
Ma, Feng
;
Niu, Tianjiao
;
He, Chengting
- In:
Economic modelling
86
(
2020
),
pp. 54-68
Persistent link: https://www.econbiz.de/10012415223
Saved in:
90
Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu
;
Ma, Feng
;
Liu, Jing
;
Yang, Lin
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->