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~accessRights:"free"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Karolyi, G. Andrew"
~person:"Weber, Enzo"
~subject:"Volatilität"
~type:"book"
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Volatilität
United States
64
USA
62
Estimation
43
Schätzung
43
Volatility
31
Forecasting model
25
Prognoseverfahren
25
Welt
25
World
25
Börsenkurs
23
Share price
23
Aktienmarkt
22
Stock market
22
Business cycle
20
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20
VAR model
19
VAR-Modell
19
Risiko
18
Risk
18
International financial market
17
Internationaler Finanzmarkt
17
Capital income
15
Cointegration
15
Kapitaleinkommen
15
Theorie
15
Theory
15
Climate change
14
Klimawandel
14
Schock
14
Shock
14
ARCH model
13
ARCH-Modell
13
Correlation
13
Immobilienpreis
12
Korrelation
12
Real estate price
12
Time series analysis
12
Zeitreihenanalyse
12
Forecasting
11
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Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
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Language
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English
Author
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Gupta, Rangan
Karolyi, G. Andrew
Weber, Enzo
McAleer, Michael
37
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
17
Buch, Claudia M.
11
Chang, Chia-Lin
11
Spagnolo, Nicola
11
Diebold, Francis X.
10
Guo, Hui
9
Härdle, Wolfgang
9
Hautsch, Nikolaus
8
Miller, Stephen M.
8
Andersen, Torben
7
Bollerslev, Tim
7
Xu, Yongdeng
7
Alòs, Elisa
6
Asai, Manabu
6
Benk, Szilárd
6
Caporin, Massimiliano
6
Chiarella, Carl
6
Döpke, Jörg
6
Gil-Alaña, Luis A.
6
Gillman, Max
6
Kejak, Michal
6
Mumtaz, Haroon
6
Neely, Christopher J.
6
Nguyen, Hoang
6
Siklos, Pierre L.
6
Vespignani, Joaquin
6
Allen, David E.
5
Bartram, Söhnke M.
5
Branger, Nicole
5
Cepni, Oguzhan
5
Dijk, Dick van
5
Fang, Wen-shwo
5
Fernández-Villaverde, Jesús
5
Huber, Florian
5
Häfke, Christian
5
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Institution
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Department of Economics working paper series
13
Fisher College of Business working paper series
5
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
3
SFB 649 discussion paper
3
Discussion paper series / University of Heidelberg, Department of Economics
2
Global Research Unit working paper
2
CREATES research paper
1
Econometric Institute research papers
1
Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
31
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1
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
2
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
4
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
5
The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
-
2021
Persistent link: https://www.econbiz.de/10012617571
Saved in:
6
Forecasting output growth of advanced economies over eight centuries : the role of gold market volatility as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, …
-
2021
Persistent link: https://www.econbiz.de/10012622272
Saved in:
7
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
8
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:
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
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10012820396
Saved in:
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