//--> //--> //-->
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:"McAleer, Michael"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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
Forecasting model
Volatility
21
Volatilität
21
Capital income
10
Kapitaleinkommen
10
Estimation
8
Prognoseverfahren
8
Schätzung
8
Börsenkurs
7
Share price
7
ARCH model
6
ARCH-Modell
6
Spillover effect
6
Spillover-Effekt
6
USA
6
United States
6
Welt
6
World
6
Oil price
5
Ölpreis
5
Aktienmarkt
4
Stock market
4
VAR model
4
VAR-Modell
4
Portfolio selection
3
Portfolio-Management
3
Risiko
3
Risikomaß
3
Risk
3
Risk measure
3
Time series analysis
3
Zeitreihenanalyse
3
BRICS
2
BRICS countries
2
BRICS-Staaten
2
Causality analysis
2
Coronavirus
2
Erdöl
2
Financial crisis
2
Finanzkrise
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
McAleer, Michael
Gupta, Rangan
Ma, Feng
7
Liang, Chao
4
Huang, Dengshi
3
Kumar, Dilip
3
Lu, Xinjie
3
Salisu, Afees A.
3
Wang, Jiqian
3
Bouri, Elie
2
Caporin, Massimiliano
2
Chen, Wang
2
Hammoudeh, Shawkat
2
Li, Tao
2
Liu, Jing
2
Sousa, Ricardo M.
2
Wang, Lu
2
Wang, Yudong
2
Wei, Yu
2
Wohar, Mark E.
2
Xiao, Jihong
2
Xu, Weiju
2
Zargar, Faisal Nazir
2
Zeng, Qing
2
Zhang, Li
2
Ahmed, Walid M. A.
1
Ajmi, Ahdi Noomen
1
Al Mafrachi, Mustafa
1
Apergēs, Nikolaos
1
Arouri, Mohamed
1
Asai, Manabu
1
Bachmeier, Lance J.
1
Bai, Jiancheng
1
Balcilar, Mehmet
1
Bao, Weiwei
1
Boughrara, Adel
1
Brooks, Robert
1
Bu, Jinfeng
1
Chang, Tsangyao
1
Chao, Shih-Wei
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
5
Finance research letters
5
Journal of forecasting
4
Annals of financial economics
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Applied economics letters
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
2
Financial innovation : FIN
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Journal of risk and financial management : JRFM
2
Research in international business and finance
2
The European journal of finance
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Defence and peace economics
1
Econometric reviews
1
Economic modelling
1
Economics letters
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global finance journal
1
International review of financial analysis
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of multinational financial management
1
Journal of the Operational Research Society
1
Open economies review
1
Risks : open access journal
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
3
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:
4
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
5
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
6
Forecasting the volatility of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben
;
Lux, Thomas
;
Ajmi, Ahdi Noomen
;
Gupta, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
Saved in:
7
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
8
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->