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subject:"EU-Staaten"
subject:"Volatility"
~person:"Döpke, Jörg"
~person:"Gupta, Rangan"
~subject:"Italy"
~subject:"Share price"
~subject:"Theory"
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EU-Staaten
Volatility
Italy
Share price
Theory
Schätzung
340
Estimation
339
Forecasting model
109
Prognoseverfahren
109
Volatilität
105
USA
93
United States
93
Börsenkurs
89
Capital income
84
Kapitaleinkommen
84
Deutschland
62
Germany
62
Risiko
59
Risk
59
Aktienmarkt
58
Business cycle
56
Konjunktur
56
Stock market
56
Time series analysis
54
Zeitreihenanalyse
54
Welt
53
World
53
Theorie
50
Inflation
43
VAR model
43
VAR-Modell
43
Schock
35
Shock
35
Großbritannien
31
United Kingdom
31
Immobilienpreis
29
Real estate price
29
Climate change
28
Economic growth
28
Klimawandel
28
Wirtschaftswachstum
28
Cointegration
27
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71
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Article
112
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76
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110
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62
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62
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2
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English
186
German
3
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Döpke, Jörg
Gupta, Rangan
Caporale, Guglielmo Maria
197
Gil-Alaña, Luis A.
137
Belke, Ansgar
134
McAleer, Michael
100
Pesaran, M. Hashem
91
Pierdzioch, Christian
85
Herwartz, Helmut
68
Hautsch, Nikolaus
67
Bollerslev, Tim
64
Brunello, Giorgio
63
Härdle, Wolfgang
63
Marcellino, Massimiliano
61
Engle, Robert F.
59
Koopman, Siem Jan
56
Buch, Claudia M.
55
Narayan, Paresh Kumar
55
Bahmani-Oskooee, Mohsen
54
Wohar, Mark E.
54
MacDonald, Ronald
52
McMillan, David G.
52
Afonso, António
51
Dreger, Christian
51
Heckman, James J.
48
Timmermann, Allan
48
Tiwari, Aviral Kumar
47
Bohl, Martin T.
46
Todorov, Viktor
44
Cheung, Yin-Wong
43
Hayo, Bernd
43
Allen, David E.
42
Guiso, Luigi
42
Zaremba, Adam
41
Blundell, Richard W.
40
Diebold, Francis X.
39
Egger, Peter
39
Mumtaz, Haroon
39
Badinger, Harald
38
Vivarelli, Marco
38
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Institut für Weltwirtschaft
1
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Department of Economics working paper series
20
Kieler Arbeitspapiere
14
The North American journal of economics and finance : a journal of financial economics studies
10
Kiel working paper
8
Working papers / University of Connecticut, Department of Economics
7
Discussion paper / Deutsche Bundesbank
5
Research in international business and finance
5
Bundesbank Series 1 Discussion Paper
4
Economic modelling
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Economics and Business Letters : EBL
3
Finance research letters
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of macroeconomics
3
The European journal of finance
3
Annals of economics and finance
2
DEP discussion papers : macroeconomics and finance series
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Economic systems
2
Economics letters
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of multinational financial management
2
Macroeconomic dynamics
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Vierteljahrshefte zur Wirtschaftsforschung
2
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 2 Discussion Paper
1
Cambridge working papers in economics
1
DIW Berlin Discussion Paper
1
Defence and peace economics
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ECONIS (ZBW)
188
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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
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
3
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
4
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
5
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
6
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
9
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
10
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
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