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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Financial innovation : FIN"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Search: subject:"volatility"
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Arbeitsmarkt
Exchange rate
Kapitaleinkommen
Liquiditätseffekt
Schätzung
Volatility
69
Volatilität
68
Forecasting model
40
Prognoseverfahren
40
Börsenkurs
36
Share price
36
Capital income
34
Stock market
27
Aktienmarkt
26
Welt
26
World
26
Estimation
23
Forecasting
21
Risiko
21
Risk
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ARCH model
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ARCH-Modell
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Climate change
12
Klimawandel
12
Forecast
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Oil price
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Prognose
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USA
11
United States
11
Ölpreis
11
Theorie
9
Theory
9
Wechselkurs
9
GARCH-MIDAS
7
Realized volatility
7
Spillover effect
7
Spillover-Effekt
7
forecasting
7
Causality analysis
5
Kausalanalyse
5
Stock returns
5
Time series analysis
5
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28
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16
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Book / Working Paper
30
Article
15
Type of publication (narrower categories)
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Arbeitspapier
Aufsatz in Zeitschrift
Non-commercial literature
Graue Literatur
30
Working Paper
30
Article in journal
15
Language
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English
Hungarian
Author
All
Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Pierdzioch, Christian
17
Salisu, Afees A.
9
Bouri, Elie
7
Balcilar, Mehmet
6
Ma, Feng
6
Ҫepni, Oğuzhan
6
Bonato, Matteo
5
Wohar, Mark E.
5
Caporin, Massimiliano
4
Mensi, Walid
4
Wang, Jiqian
4
Wang, Yudong
4
Xuan Vinh Vo
4
Yin, Libo
4
Ap Gwilym, Owain
3
Brooks, Robert
3
Cepni, Oguzhan
3
Copeland, Laurence S.
3
Gillas, Konstantinos Gkillas
3
Ho, Kin-Yip
3
Ji, Qiang
3
Karmakar, Sayar
3
Koutmos, Gregory
3
Kumar, Dilip
3
Lin, Shih-kuei
3
Nel, Jacobus
3
Nielsen, Joshua
3
Ogbonna, Ahamuefula Ephraim
3
Shi, Yanlin
3
Wu, Chunchi
3
Çepni, Oğuzhan
3
Al-Yahyaee, Khamis Hamed
2
Bahmani-Oskooee, Mohsen
2
Balli, Faruk
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Chun-nan
2
Chen, Jinyu
2
Chen, Wang
2
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Department of Economics working paper series
Financial innovation : FIN
International economics and economic policy : IEEP
International review of economics & finance : IREF
The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper / Tinbergen Institute
7
Energy economics
6
Finance research letters
6
Applied financial economics
5
Research in international business and finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
5
Applied economics
4
Applied economics letters
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Journal of multinational financial management
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic modelling
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
CESifo working papers
2
CORE discussion paper : DP
2
CORE discussion papers : DP
2
Defence and peace economics
2
Discussion papers of interdisciplinary research project 373
2
Economic systems
2
Economics and Business Letters : EBL
2
Finmap working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
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
Journal of international financial markets, institutions & money
2
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ECONIS (ZBW)
45
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1
Does the introduction of US spot Bitcoin ETFs affect spot returns and
volatility
of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
2
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:
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
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
5
Economic conditions and predictability of US stock returns
volatility
: local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
6
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
7
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Forecasting
volatility
of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
9
Return
volatility
, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
10
Stock market
volatility
and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
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