//--> //--> //--> //-->
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
subject:"Volatilität"
~person:"Allen, David E."
~person:"Gupta, Rangan"
~person:"Paolella, Marc S."
~subject:"ARCH-Modell"
~type_genre:"Arbeitspapier"
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:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
ARCH-Modell
Estimation
104
Schätzung
104
USA
40
United States
40
Volatility
39
Börsenkurs
35
Share price
35
Forecasting model
30
Prognoseverfahren
30
Capital income
28
Kapitaleinkommen
28
Welt
23
World
23
Theorie
20
Theory
20
Risiko
19
Risk
19
Time series analysis
19
Zeitreihenanalyse
19
ARCH model
18
Climate change
16
Klimawandel
16
Risikomaß
14
Risk measure
14
Forecasting
11
Inflation
11
Aktienmarkt
9
Australia
9
Australien
9
Regression analysis
9
Regressionsanalyse
9
Stock market
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Cointegration
7
Immobilienpreis
7
Kointegration
7
Real estate price
7
more ...
less ...
Online availability
All
Free
38
Undetermined
3
Type of publication
All
Book / Working Paper
44
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
73
Aufsatz in Zeitschrift
73
Working Paper
44
Graue Literatur
43
Non-commercial literature
43
Aufsatz im Buch
2
Book section
2
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Thesis
1
more ...
less ...
Language
All
English
44
Author
All
Allen, David E.
Gupta, Rangan
Paolella, Marc S.
McAleer, Michael
51
Caporale, Guglielmo Maria
26
Pierdzioch, Christian
21
Hautsch, Nikolaus
20
Härdle, Wolfgang
20
Belke, Ansgar
19
Chang, Chia-Lin
15
Bollerslev, Tim
14
Herwartz, Helmut
14
Koopman, Siem Jan
14
Mumtaz, Haroon
14
Döpke, Jörg
13
Rodriguez, Gabriel
13
Andersen, Torben
12
Asai, Manabu
12
Hafner, Christian M.
12
Gil-Alaña, Luis A.
11
Bos, Charles S.
10
Buch, Claudia M.
10
Pesaran, M. Hashem
10
Weber, Enzo
10
Caporin, Massimiliano
9
Huber, Florian
9
Medeiros, Marcelo C.
9
Mittnik, Stefan
9
Aghion, Philippe
8
Bartram, Söhnke M.
8
Cheung, Yin-Wong
8
Chiarella, Carl
8
Clark, Todd E.
8
Conrad, Christian
8
Diebold, Francis X.
8
Engle, Robert F.
8
Lettau, Martin
8
Levchenko, Andrei A.
8
Marcellino, Massimiliano
8
Miller, Stephen M.
8
more ...
less ...
Published in...
All
Department of Economics working paper series
20
CFS working paper series
6
School of Accounting, Finance and Economics & FEMARC working paper series
5
Discussion paper / Tinbergen Institute
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Swiss Finance Institute Research Paper
2
Working paper
2
Working papers / University of Connecticut, Department of Economics
2
Finmap working paper
1
Global Research Unit working paper
1
Research paper series / Swiss Finance Institute
1
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->