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~isPartOf:"Applied economics letters"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Bouri, Elie"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"Ma, Feng"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Volatility
11
Volatilität
11
Estimation
6
Schätzung
6
Forecasting model
5
Prognoseverfahren
5
Oil price
4
Ölpreis
4
Aktienmarkt
3
Börsenkurs
3
Capital income
3
Emerging economies
3
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2
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Risk
2
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Arbeitspapier
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11
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Author
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Allen, David E.
Bouri, Elie
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
Ma, Feng
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Chevallier, Julien
3
Grobys, Klaus
3
Li, Ming-yuan Leon
3
Power, Gabriel J.
3
Ryu, Doojin
3
Wang, Xingchun
3
Wu, Xinyu
3
You, Yu
3
Apergēs, Nikolaos
2
Baek, Changryong
2
Boroumand, Raphaël Homayoun
2
Chakrabarti, Prasenjit
2
Demirer, Rıza
2
Diao, Xundi
2
Ford, Nicholas
2
Goutte, Stéphane
2
Horioka, Charles
2
Ielpo, Florian
2
Ilmakunnas, Pekka
2
Kasman, Adnan
2
Liu, Li
2
Liu, Xiaoquan
2
Liu, Zhichao
2
Lucey, Brian M.
2
Maliranta, Mika
2
Olson, Eric
2
Pati, Pratap Chandra
2
Pierdzioch, Christian
2
Rezitis, Anthony
2
Salisu, Afees A.
2
Shin, Dong-wan
2
Sosvilla-Rivero, Simón
2
Wang, Xunxiao
2
Yang, Heejin
2
Zagaglia, Paolo
2
Zhou, Chunyang
2
Zhuang, Xintian
2
Adhikari, Deergha R.
1
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Applied economics letters
Department of Economics working paper series
57
Energy economics
47
Finance research letters
25
International review of financial analysis
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
International review of economics & finance : IREF
18
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Discussion paper / Tinbergen Institute
13
International journal of finance & economics : IJFE
12
Journal of forecasting
11
Applied financial economics
10
Economic modelling
9
Journal of international financial markets, institutions & money
9
Research in international business and finance
9
CORE discussion papers : DP
8
School of Accounting, Finance and Economics & FEMARC working paper series
8
The European journal of finance
8
Econometric Institute research papers
7
Economics letters
7
The journal of futures markets
7
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Financial innovation : FIN
6
International journal of forecasting
6
Journal of multinational financial management
5
Journal of risk and financial management : JRFM
5
Working paper
5
Defence and peace economics
4
Annals of financial economics
3
Asia-Pacific financial markets
3
CORE discussion paper : DP
3
China finance review international
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Economia internazionale
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
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ECONIS (ZBW)
11
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1
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10
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11
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date (oldest first)
1
Newspaper-based equity uncertainty or implied
volatility
index : new evidence from oil market
volatility
predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
2
Financial stress and oil market
volatility
: new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
Saved in:
3
A note on financial vulnerability and
volatility
in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
4
Dynamic effects of monetary policy shocks on macroeconomic
volatility
in the United Kingdom
Salisu, Afees A.
;
Gupta, Rangan
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1594-1599
Persistent link: https://www.econbiz.de/10012626718
Saved in:
5
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:
6
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
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
Forecasting the realized
volatility
: the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
9
Forecasting realized range
volatility
: a regime-switching approach
Ma, Feng
;
Liu, Li
;
Liu, Zhichao
;
Wei, Yu
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
Saved in:
10
The theory of optimum currency areas and growth in emerging markets
Hoffmann, Andreas
;
Schnabl, Gunther
- In:
Applied economics letters
18
(
2011
)
4/6
,
pp. 513-517
Persistent link: https://www.econbiz.de/10009232934
Saved in:
1
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