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~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:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Measurement
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Volatility
168
Volatilität
168
ARCH model
63
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63
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56
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56
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52
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77
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Gupta, Rangan
40
McAleer, Michael
18
Pierdzioch, Christian
15
Salisu, Afees A.
11
Ҫepni, Oğuzhan
7
Asai, Manabu
6
Bonato, Matteo
6
Bouri, Elie
6
Cepni, Oguzhan
5
Diebold, Francis X.
5
Karmakar, Sayar
5
Ogbonna, Ahamuefula Ephraim
5
Brandt, Michael W.
4
Chang, Chia-Lin
4
Yaron, Amir
4
Demirer, Rıza
3
Ji, Qiang
3
Medeiros, Marcelo C.
3
Plakandaras, Vasilios
3
Alizadeh, Sassan
2
Bansal, Ravi
2
Bollerslev, Tim
2
Caporin, Massimiliano
2
Drechsler, Itamar
2
Foglia, Matteo
2
Kadlec, Gregory B.
2
Liao, Wenting
2
Liu, Ruipeng
2
Nielsen, Joshua
2
Pérez Amaral, Teodosio
2
Segnon, Mawuli
2
Wachter, Jessica
2
Wu, Kejin
2
Çepni, Oğuzhan
2
Andersen, Torben
1
Anderson, Torben G.
1
Balcilar, Mehmet
1
Bhimreddy, Komal S. R.
1
Candila, Vincenzo
1
Chan, Felix
1
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Rodney L. White Center for Financial Research
7
Econometrisch Instituut <Rotterdam>
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Department of Economics working paper series
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Working paper / National Bureau of Economic Research, Inc.
211
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124
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113
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98
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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
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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:
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