//--> //--> //--> //-->
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:"Andersen, Torben"
~person:"Döpke, Jörg"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~person:"Spagnolo, Nicola"
~subject:"ARCH model"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
ARCH model
Schätzung
471
Estimation
470
Volatility
174
Börsenkurs
140
Share price
140
USA
133
United States
133
Forecasting model
124
Prognoseverfahren
124
Capital income
106
Kapitaleinkommen
106
Theorie
102
Theory
102
Deutschland
87
Germany
87
Aktienmarkt
79
Stock market
77
Time series analysis
77
Zeitreihenanalyse
77
Risiko
66
Risk
66
Welt
66
World
66
Business cycle
56
Konjunktur
56
VAR model
46
VAR-Modell
46
Inflation
43
ARCH-Modell
40
Großbritannien
40
United Kingdom
40
Schock
39
Shock
39
Exchange rate
36
Wechselkurs
36
Cointegration
33
Kointegration
33
Nichtparametrisches Verfahren
33
more ...
less ...
Online availability
All
Free
81
Undetermined
66
Type of publication
All
Article
102
Book / Working Paper
86
Type of publication (narrower categories)
All
Article in journal
96
Aufsatz in Zeitschrift
96
Arbeitspapier
76
Working Paper
76
Graue Literatur
75
Non-commercial literature
75
Aufsatz im Buch
6
Book section
6
Systematic review
3
Übersichtsarbeit
3
Conference paper
2
Konferenzbeitrag
2
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
188
Author
All
Andersen, Torben
Döpke, Jörg
Gupta, Rangan
Hautsch, Nikolaus
Spagnolo, Nicola
McAleer, Michael
91
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
48
Bahmani-Oskooee, Mohsen
35
Todorov, Viktor
34
Belke, Ansgar
31
Asai, Manabu
30
Bouri, Elie
30
Engle, Robert F.
30
Chang, Chia-Lin
29
Gil-Alaña, Luis A.
28
Herwartz, Helmut
28
Härdle, Wolfgang
28
Koopman, Siem Jan
27
Ma, Feng
25
Balcilar, Mehmet
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
Diebold, Francis X.
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Xuan Vinh Vo
21
Rodriguez, Gabriel
20
Miller, Stephen M.
19
Tiwari, Aviral Kumar
19
Allen, David E.
18
Chan, Joshua
18
Cheung, Yin-Wong
18
Chiang, Thomas C.
18
Conrad, Christian
18
Hafner, Christian M.
18
Karanasos, Menelaos
18
Lettau, Martin
18
Paolella, Marc S.
18
more ...
less ...
Institution
All
Institut für Weltwirtschaft
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Department of Economics working paper series
19
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
6
Working paper / National Bureau of Economic Research, Inc.
5
Economics and finance working paper series
4
Journal of econometrics
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
Applied quantitative finance
3
CESifo working papers
3
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Journal of international money and finance
3
Journal of multinational financial management
3
Research in international business and finance
3
Applied economics letters
2
CESifo Working Paper Series
2
Discussion paper / Deutsche Bundesbank
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
2
Economics and Business Letters : EBL
2
Economics letters
2
Emerging markets review
2
Finance research letters
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
Open economies review
2
The European journal of finance
2
Working papers / Financial Institutions Center
2
Working papers / University of Connecticut, Department of Economics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
American Economic Review papers and proceedings
1
more ...
less ...
Source
All
ECONIS (ZBW)
188
Showing
1
-
10
of
188
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
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
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->