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~isPartOf:"Applied economics letters"
~isPartOf:"Economics and Business Letters : EBL"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"hun"
~person:"Balcilar, Mehmet"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Koutmos, Gregory"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
Estimation
Kapitaleinkommen
Liquiditätseffekt
Schätzung
USA
Volatility
28
Volatilität
28
Capital income
15
Börsenkurs
11
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11
Forecasting model
10
Prognoseverfahren
10
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9
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ARCH model
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Schock
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realized volatility
4
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Arbeitspapier
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Balcilar, Mehmet
Chiarella, Carl
Gupta, Rangan
Koutmos, Gregory
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Ma, Feng
6
Wohar, Mark E.
6
Pierdzioch, Christian
5
Xuan Vinh Vo
5
Caporin, Massimiliano
4
Kang, Sang Hoon
4
Wu, Chunchi
4
Yin, Libo
4
Ap Gwilym, Owain
3
Brooks, Robert
3
Copeland, Laurence S.
3
Grobys, Klaus
3
Hammoudeh, Shawkat
3
Kumar, Dilip
3
Lu, Xinjie
3
Lucey, Brian M.
3
Malik, Farooq
3
Mensi, Walid
3
Papadamou, Stephanos
3
Wang, Jiqian
3
Wang, Yudong
3
Balli, Faruk
2
Blazsek, Szabolcs
2
Caporale, Guglielmo Maria
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Chun-nan
2
Chen, Jinyu
2
Chevallier, Julien
2
Chuang, Ming-Che
2
Demirer, Rıza
2
Do, Hung Xuan
2
Feng, Jiabao
2
Floros, Christos
2
Gil-Alaña, Luis A.
2
Gillas, Konstantinos Gkillas
2
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Applied economics letters
Economics and Business Letters : EBL
International review of economics & finance : IREF
The European journal of finance
Department of Economics working paper series
29
The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
7
Finance research letters
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics
5
Applied financial economics
5
Research in international business and finance
5
Journal of multinational financial management
4
The journal of futures markets
4
Economic modelling
3
Economics letters
3
International journal of finance & economics : IJFE
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
The journal of fixed income
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
3
Annals of financial economics
2
Defence and peace economics
2
Discussion paper series / IZA
2
Emerging markets, finance and trade : EMFT
2
Federal Reserve Bank of Cleveland working paper series
2
Finance and economics discussion series
2
Financial innovation : FIN
2
Finmap working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of financial markets
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Working papers / U.S. Census Bureau, Center for Economic Studies
2
Advances in Pacific Basin financial markets
1
American economic journal : a journal of the American Economic Association
1
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ECONIS (ZBW)
20
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1
The role of monetary policy uncertainty in predicting equity market
volatility
of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
2
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
3
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
4
A note on oil price shocks and the forecastability of gold realized
volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
5
Forecasting realized
volatility
of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
6
Predicting firm-level
volatility
in the United States : the role of monetary policy uncertainty
Clance, Matthew W.
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 167-177
Persistent link: https://www.econbiz.de/10012420480
Saved in:
7
Effect of uncertainty on U.S. stock returns and
volatility
: evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
8
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
9
Exchange rate returns and
volatility
: the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
10
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
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