//--> //--> //--> //-->
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
~isPartOf:"CFS working paper series"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~language:"eng"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Risk measure"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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:"Volatility"
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Measurement
Prognoseverfahren
Risk measure
Theory
Volatility
220
Volatilität
220
Börsenkurs
80
Share price
80
ARCH model
76
ARCH-Modell
76
Estimation
68
Schätzung
68
Capital income
64
Forecasting model
64
Kapitaleinkommen
64
Theorie
57
USA
56
United States
56
Welt
45
World
45
Aktienmarkt
38
Stock market
38
Spillover effect
32
Spillover-Effekt
32
Risiko
25
Risk
25
Oil price
23
Ölpreis
23
Time series analysis
22
Zeitreihenanalyse
22
Capital market returns
21
Kapitalmarktrendite
21
Forecasting
20
Stochastic process
19
Stochastischer Prozess
19
Risikomaß
17
Exchange rate
16
Wechselkurs
16
Climate change
14
Klimawandel
14
Portfolio selection
14
more ...
less ...
Online availability
All
Free
101
Undetermined
4
Type of publication
All
Book / Working Paper
110
Type of publication (narrower categories)
All
Graue Literatur
Working Paper
Arbeitspapier
110
Non-commercial literature
104
Language
All
English
Author
All
Gupta, Rangan
40
McAleer, Michael
24
Pierdzioch, Christian
15
Diebold, Francis X.
11
Salisu, Afees A.
11
Mittnik, Stefan
9
Chang, Chia-Lin
8
Ҫepni, Oğuzhan
7
Asai, Manabu
6
Bonato, Matteo
6
Bouri, Elie
6
Paolella, Marc S.
6
Bollerslev, Tim
5
Cepni, Oguzhan
5
Haas, Markus
5
Karmakar, Sayar
5
Ogbonna, Ahamuefula Ephraim
5
Andersen, Torben
4
Brandt, Michael W.
4
Yaron, Amir
4
Christoffersen, Peter F.
3
Demirer, Rıza
3
Hautsch, Nikolaus
3
Ji, Qiang
3
Medeiros, Marcelo C.
3
Plakandaras, Vasilios
3
Pérez Amaral, Teodosio
3
Tansuchat, Roengchai
3
Alizadeh, Sassan
2
Bansal, Ravi
2
Caporin, Massimiliano
2
Claessen, Holger
2
Drechsler, Itamar
2
Foglia, Matteo
2
Hammoudeh, Shawkat
2
Kadlec, Gregory B.
2
Liao, Wenting
2
Liu, Ruipeng
2
Nielsen, Joshua
2
Reitz, Stefan
2
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
7
Econometrisch Instituut <Rotterdam>
1
Published in...
All
CFS working paper series
Department of Economics working paper series
Econometric Institute research papers
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
117
Working paper
101
Discussion paper series / IZA
85
CESifo working papers
71
Discussion papers / CEPR
53
Research paper series / Swiss Finance Institute
53
CREATES research paper
47
Working papers
46
Finance and economics discussion series
45
IMF working papers
43
SFB 649 discussion paper
40
Swiss Finance Institute Research Paper
38
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
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
IMF working paper
25
Working paper series / European Central Bank
23
Staff reports / Federal Reserve Bank of New York
22
Economics working paper
20
International finance discussion papers
20
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
CORE discussion paper : DP
17
NCER working paper series
17
Working paper series
17
Discussion paper / Center for Economic Research, Tilburg University
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
more ...
less ...
Source
All
ECONIS (ZBW)
110
Showing
1
-
10
of
110
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
5
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:
6
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:
7
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:
8
Climate risks and prediction of sectoral REITs
volatility
: international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
9
Technological shocks and stock market
volatility
over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
10
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->