//--> //--> //--> //-->
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:"Department of Economics working paper series"
~isPartOf:"Finmap working paper"
~subject:"ARCH model"
~subject:"Share price"
~type_genre:"Bibliografie enthalten"
~type_genre:"Graue Literatur"
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_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Share price
Volatility
71
Volatilität
71
Forecasting model
42
Prognoseverfahren
42
Börsenkurs
35
Capital income
33
Kapitaleinkommen
33
Aktienmarkt
27
Stock market
27
Estimation
25
Schätzung
25
Welt
25
World
25
ARCH-Modell
24
Forecasting
20
Risiko
18
Risk
18
Theorie
17
Theory
17
Climate change
13
Klimawandel
13
Time series analysis
12
Zeitreihenanalyse
12
Oil price
11
Ölpreis
11
Forecast
10
Prognose
10
USA
9
United States
9
GARCH-MIDAS
7
Gold
6
Spillover effect
6
Spillover-Effekt
6
State space model
6
Zustandsraummodell
6
Exchange rate
5
Realized volatility
5
Wechselkurs
5
more ...
less ...
Online availability
All
Free
44
Undetermined
3
Type of publication
All
Book / Working Paper
47
Type of publication (narrower categories)
All
Bibliografie enthalten
Graue Literatur
Arbeitspapier
47
Non-commercial literature
47
Working Paper
47
Language
All
English
47
Author
All
Gupta, Rangan
40
Pierdzioch, Christian
12
Salisu, Afees A.
10
Bouri, Elie
6
Barunik, Jozef
5
Cepni, Oguzhan
5
Demirer, Rıza
4
Lux, Thomas
4
Nielsen, Joshua
4
Ogbonna, Ahamuefula Ephraim
4
Segnon, Mawuli
4
Bonato, Matteo
3
Ji, Qiang
3
Karmakar, Sayar
3
Plakandaras, Vasilios
3
Ҫepni, Oğuzhan
3
Foglia, Matteo
2
Kočenda, Evžen
2
Liu, Ruipeng
2
Nel, Jacobus
2
Van Eyden, Reneé
2
Vácha, Lukáš
2
Wu, Kejin
2
Ajmi, Ahdi Noomen
1
Alfarano, Simone
1
Avdulaj, Krenar
1
Balcilar, Mehmet
1
Bhimreddy, Komal S. R.
1
Das, Sonali
1
Fang, Libing
1
Gabauer, David
1
Ghonghadze, Jaba
1
Hall, Savanah
1
Ivashchenko, Sergey
1
Jaichand, Yuvana
1
Krehlik, Tomas
1
Kukacka, Jiri
1
Li, Haohua
1
Liao, Wenting
1
Liphadzi, Asingamaanda
1
more ...
less ...
Published in...
All
Department of Economics working paper series
Finmap working paper
Working paper / National Bureau of Economic Research, Inc.
101
Working paper
80
Discussion paper / Tinbergen Institute
76
CESifo working papers
55
Econometric Institute research papers
45
Discussion paper / Centre for Economic Policy Research
44
Research paper series / Swiss Finance Institute
43
CREATES research paper
34
Swiss Finance Institute Research Paper
31
Working papers
31
SFB 649 discussion paper
30
CFS working paper series
26
Economics and finance working paper series
23
Discussion paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
18
Discussion papers / CEPR
17
Cambridge working papers in economics
15
International finance discussion papers
15
CAMA working paper series
14
CORE discussion papers : DP
14
SAFE working paper
14
Working paper series / European Central Bank
14
Working papers / Rodney L. White Center for Financial Research
14
Working papers on finance
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Discussion papers of interdisciplinary research project 373
13
Working paper series
13
Fisher College of Business working paper series
11
IES working paper
11
Staff reports / Federal Reserve Bank of New York
11
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Economics / Discussion papers : the open-access, open-assessment e-journal
10
Economics working paper
10
IMF working paper
10
Kiel working paper
10
NCER working paper series
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Working papers series / Federal Reserve Bank of San Francisco
10
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
6
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
7
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
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
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:
10
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->