//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of forecasting"
~person:"Akyildirim, Erdinc"
~person:"Degiannakis, Stavros"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Lyócsa, Štefan"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Efficient market hypothesis"
~subject:"Financial market"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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:"Volatility"
Narrow search
Delete all filters
| 20 applied filters
Year of publication
From:
To:
Subject
All
Efficient market hypothesis
Financial market
Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Volatilität
Ölpreis
Volatility
30
Forecasting model
15
Capital income
14
Kapitaleinkommen
14
Welt
12
World
12
Aktienmarkt
11
Börsenkurs
10
Share price
10
ARCH model
8
ARCH-Modell
8
Estimation
7
Forecasting
7
Schätzung
7
Theorie
7
Theory
7
Forecast
6
Prognose
6
Realized volatility
6
Zeitreihenanalyse
5
Anlageverhalten
4
Behavioural finance
4
Exchange rate
4
Risiko
4
USA
4
United States
4
Wechselkurs
4
Bitcoin
3
Effizienzmarkthypothese
3
Gold
3
Spillover effect
3
Spillover-Effekt
3
more ...
less ...
Online availability
All
Undetermined
Free
54
Type of publication
All
Article
26
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
30
Author
All
Akyildirim, Erdinc
Degiannakis, Stavros
Gupta, Rangan
Hammoudeh, Shawkat
Lyócsa, Štefan
Yin, Libo
Yoon, Seong-min
Bouri, Elie
13
Lucey, Brian M.
9
Ma, Feng
9
Pierdzioch, Christian
9
Roubaud, David
9
Ji, Qiang
8
Tiwari, Aviral Kumar
8
Corbet, Shaen
7
Wei, Yu
7
Molnár, Peter
6
Sensoy, Ahmet
6
Wang, Yudong
6
Zaremba, Adam
6
Zhang, Yaojie
6
Gillas, Konstantinos Gkillas
5
Lu, Xinjie
5
Luo, Xingguo
5
Wang, Jiqian
5
Wu, Xinyu
5
Bonato, Matteo
4
Das, Debojyoti
4
Gozgor, Giray
4
Lau, Chi Keung
4
Li, Yan
4
Liang, Chao
4
Shahzad, Syed Jawad Hussain
4
Shen, Dehua
4
Song, Yuping
4
Sun, Xiaolei
4
Tang, Yusui
4
Xie, Haibin
4
Xiong, Xiong
4
Yarovaya, Larisa
4
Aharon, David Y.
3
Al-Yahyaee, Khamis Hamed
3
Arouri, Mohamed
3
Baig, Ahmed S.
3
more ...
less ...
Published in...
All
Department of Economics working paper series
Finance research letters
Journal of forecasting
Energy economics
36
The North American journal of economics and finance : a journal of financial economics studies
21
International review of economics & finance : IREF
14
International review of financial analysis
11
Research in international business and finance
10
Applied economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
7
Journal of international financial markets, institutions & money
6
Applied economics letters
5
Global finance journal
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International journal of forecasting
5
The European journal of finance
5
Economic modelling
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
International journal of finance & economics : IJFE
4
Journal of multinational financial management
4
Pacific-Basin finance journal
4
Annals of financial economics
3
Defence and peace economics
3
Journal of economics and finance
3
Journal of empirical finance
3
The energy journal
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Australian economic papers
2
Economic systems
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Journal of international money and finance
2
Journal of risk
2
OPEC energy review
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The world economy : the leading journal on international economic relations
2
Atlantic economic journal : AEJ
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
2
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
3
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
4
The US banking crisis in 2023 : intraday attention and price variation of banks at risk
Lyócsa, Štefan
;
Halousková, Martina
;
Haugom, Erik
- In:
Finance research letters
57
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014526689
Saved in:
5
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
6
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
7
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
8
YOLO trading : riding with the herd during the GameStop episode
Lyócsa, Štefan
;
Baumöhl, Eduard
;
Výrost, Tomáš
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341485
Saved in:
9
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
10
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/10013387634
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->