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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Andersen, Torben"
~person:"Hegerty, Scott W."
~person:"Wohar, Mark E."
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Volatility
Estimation
119
Schätzung
119
Volatilität
45
Capital income
37
Kapitaleinkommen
37
USA
35
United States
35
Börsenkurs
32
Share price
32
Theorie
22
Theory
22
Forecasting model
21
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21
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20
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19
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19
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18
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18
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14
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14
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10
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Article
47
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Übersichtsarbeit
Aufsatz in Zeitschrift
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47
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11
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11
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10
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English
47
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Andersen, Torben
Hegerty, Scott W.
Wohar, Mark E.
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
35
Ma, Feng
26
Belke, Ansgar
25
Caporale, Guglielmo Maria
25
Todorov, Viktor
24
Bouri, Elie
23
McAleer, Michael
23
Pierdzioch, Christian
23
Xuan Vinh Vo
23
Bollerslev, Tim
22
Gil-Alaña, Luis A.
22
Kumar, Dilip
20
Balcilar, Mehmet
19
Tiwari, Aviral Kumar
19
Kang, Sang Hoon
18
Mensi, Walid
18
Sosvilla-Rivero, Simón
17
Apergēs, Nikolaos
15
Asai, Manabu
15
Rashid, Abdul
15
Brooks, Robert
14
Chiang, Thomas C.
14
Herwartz, Helmut
14
Li, Jia
14
Wei, Yu
14
Yoon, Seong-min
14
Lee, Chien-chiang
13
Sehgal, Sanjay
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhu, Huiming
13
Chevallier, Julien
12
Malik, Farooq
12
McMillan, David G.
12
Narayan, Paresh Kumar
12
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Journal of econometrics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
2
Applied economics letters
2
Applied economics quarterly
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Energy economics
2
Journal of economics & management
2
Journal of international financial markets, institutions & money
2
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1
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1
Economic systems
1
Economics and Business Letters : EBL
1
Empirica : journal of european economics
1
International economic review
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of Chinese economic and foreign trade studies
1
Journal of applied econometrics
1
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1
Journal of economics and finance
1
Journal of financial economics
1
Journal of financial markets
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Open economies review
1
Quantitative economics : QE ; journal of the Econometric Society
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
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1
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The European journal of finance
1
The journal of developing areas
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
47
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11
Capital-flow volatility and economic opennes : a wavelet approach
Mutascu, Mihai
;
Hegerty, Scott W.
- In:
Applied economics quarterly
66
(
2020
)
4
,
pp. 291-318
Persistent link: https://www.econbiz.de/10012803227
Saved in:
12
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Energy economics
92
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518924
Saved in:
13
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
14
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
15
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Saved in:
16
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
17
Exchange rate pass-through in the Asian countries : does inflation volatility matter?
Soon, Siew-Voon
;
Baharumshah, Ahmad Zubaidi
;
Wohar, Mark E.
- In:
Applied economics letters
25
(
2018
)
5
,
pp. 309-312
Persistent link: https://www.econbiz.de/10011854492
Saved in:
18
Exchange market pressure, stock prices, and commodity prices east of the Euro
Hegerty, Scott W.
- In:
Journal of economics & management
31
(
2018
)
1
,
pp. 74-94
Persistent link: https://www.econbiz.de/10011918429
Saved in:
19
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
20
UK macroeconomic volatility : historical evidence over seven centuries
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Journal of policy modeling : JPMOD ; a social science …
40
(
2018
)
4
,
pp. 767-789
Persistent link: https://www.econbiz.de/10012053527
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