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subject:"Volatilität"
~person:"Andersen, Torben"
~person:"Döpke, Jörg"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~person:"Pesaran, M. Hashem"
~person:"Spagnolo, Nicola"
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Volatilität
Schätzung
658
Estimation
657
Volatility
193
Theorie
175
Theory
175
USA
168
United States
167
Börsenkurs
163
Share price
163
Forecasting model
155
Prognoseverfahren
155
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130
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130
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118
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110
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94
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94
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91
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91
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85
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65
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63
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55
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55
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53
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53
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53
Shock
53
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52
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52
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51
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47
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87
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Article
100
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5
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English
193
Author
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Andersen, Torben
Döpke, Jörg
Gupta, Rangan
Hautsch, Nikolaus
Pesaran, M. Hashem
Spagnolo, Nicola
McAleer, Michael
85
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
44
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Asai, Manabu
29
Bouri, Elie
29
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Ma, Feng
26
Chang, Chia-Lin
25
Engle, Robert F.
24
Herwartz, Helmut
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
Koopman, Siem Jan
23
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Chan, Joshua
18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Lettau, Martin
18
Tiwari, Aviral Kumar
18
Aghion, Philippe
17
Kang, Sang Hoon
17
Mensi, Walid
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
17
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Institut für Weltwirtschaft
1
Université de Montréal / Département de sciences économiques
1
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Department of Economics working paper series
18
CESifo working papers
7
Kieler Arbeitspapiere
7
SFB 649 discussion paper
7
The North American journal of economics and finance : a journal of financial economics studies
7
CFS working paper series
5
CESifo Working Paper Series
4
Economics and finance working paper series
4
Journal of econometrics
4
Journal of international money and finance
4
Kiel working paper
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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4
Applied quantitative finance
3
Cambridge working papers in economics
3
Economic modelling
3
Research in international business and finance
3
Applied economics letters
2
CoFE discussion papers
2
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2
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics and Business Letters : EBL
2
Economics letters
2
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2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Journal of financial markets
2
Journal of forecasting
2
Journal of multinational financial management
2
Open economies review
2
The European journal of finance
2
American Economic Review papers and proceedings
1
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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ECONIS (ZBW)
193
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193
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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
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:
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