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~isPartOf:"CFS working paper series"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working paper"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~language:"eng"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Measurement
Prognoseverfahren
Theory
Volatility
470
Volatilität
467
Estimation
157
Schätzung
157
Börsenkurs
132
Share price
132
Theorie
132
ARCH model
116
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116
Capital income
100
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100
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100
United States
100
Forecasting model
95
Welt
94
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94
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83
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83
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57
Stochastic process
56
Stochastischer Prozess
56
Stock market
56
Risiko
54
Risk
54
Spillover effect
50
Spillover-Effekt
50
Time series analysis
47
Zeitreihenanalyse
47
Oil price
45
Ölpreis
45
Wechselkurs
43
Exchange rate
42
VAR model
41
VAR-Modell
41
Schock
38
Shock
38
Business cycle
35
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35
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168
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Book / Working Paper
202
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Graue Literatur
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201
Non-commercial literature
185
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1
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Gupta, Rangan
40
McAleer, Michael
36
Pierdzioch, Christian
15
Diebold, Francis X.
11
Salisu, Afees A.
11
Asai, Manabu
9
Mittnik, Stefan
9
Mumtaz, Haroon
9
Chang, Chia-Lin
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Bouri, Elie
6
Medeiros, Marcelo C.
6
Neely, Christopher J.
6
Paolella, Marc S.
6
Bollerslev, Tim
5
Cepni, Oguzhan
5
Haas, Markus
5
Karmakar, Sayar
5
Nguyen, Hoang
5
Ogbonna, Ahamuefula Ephraim
5
Andersen, Torben
4
Brandt, Michael W.
4
Caporin, Massimiliano
4
Karlsson, Sune
4
Pérez Amaral, Teodosio
4
Yaron, Amir
4
Christoffersen, Peter F.
3
Demirer, Rıza
3
Guo, Hui
3
Hautsch, Nikolaus
3
Ji, Qiang
3
Plakandaras, Vasilios
3
Raunig, Burkhard
3
Roengchai Tansuchat
3
Wen, Yi
3
Österholm, Pär
3
Alessandri, Piergiorgio
2
Alizadeh, Sassan
2
Allen, David E.
2
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Federal Reserve Bank of St. Louis
7
Rodney L. White Center for Financial Research
7
University of Canterbury / Dept. of Economics and Finance
3
Econometrisch Instituut <Rotterdam>
1
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CFS working paper series
Department of Economics working paper series
Econometric Institute research papers
Working paper
Working papers / Rodney L. White Center for Financial Research
Working paper / National Bureau of Economic Research, Inc.
211
Discussion paper / Centre for Economic Policy Research
124
Discussion paper / Tinbergen Institute
113
Discussion paper series / IZA
85
CESifo working papers
70
Discussion papers / CEPR
53
Research paper series / Swiss Finance Institute
51
CREATES research paper
46
Finance and economics discussion series
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Working papers
43
IMF working papers
42
SFB 649 discussion paper
39
Swiss Finance Institute Research Paper
37
Discussion paper
34
CAMA working paper series
33
Kiel working paper
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
IMF working paper
24
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Working paper series / European Central Bank
23
Staff reports / Federal Reserve Bank of New York
21
Economics working paper
20
International finance discussion papers
19
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
18
Discussion paper series
18
Federal Reserve Bank of Cleveland working paper series
18
Staff working paper / Bank of Canada
18
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Working paper series / Centre for Practical Quantitative Finance
18
Working papers / Federal Reserve Bank of Philadelphia, Research Department
18
NCER working paper series
17
Working paper series
17
CORE discussion paper : DP
16
Discussion paper / Center for Economic Research, Tilburg University
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
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ECONIS (ZBW)
202
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1
Application of
volatility
-managed portfolios in the context of a
volatility
index
Subramanian, Abhishek
;
Kayal, Parthajit
-
2023
Persistent link: https://www.econbiz.de/10014375126
Saved in:
2
Fundamental
volatility
and financial stability
Desgranges, Gabriel
;
Gauthier, Stéphane
-
2023
Persistent link: https://www.econbiz.de/10014383374
Saved in:
3
Energy market uncertainties and gold return
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
4
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:
5
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:
6
Forecasting gold returns
volatility
over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
7
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
8
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
9
US interest rates : are relations stable?
Karlsson, Sune
;
Kiss, Tamás
;
Nguyen, Hoang
; …
-
2024
estimating trivariate hybrid time-varying parameter Bayesian VAR models with stochastic
volatility
for the three-month Treasury …
Persistent link: https://www.econbiz.de/10014490330
Saved in:
10
Energy market uncertainties and exchange rate
volatility
: a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
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