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~isPartOf:"Department of Economics working paper series"
~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"
~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
Volatility
72
Volatilität
72
Forecasting model
44
Prognoseverfahren
44
Börsenkurs
38
Share price
38
Capital income
36
Welt
28
World
28
Aktienmarkt
27
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27
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25
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25
ARCH model
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ARCH-Modell
23
Estimation
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Forecasting
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Climate change
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Klimawandel
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Forecast
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Prognose
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Theorie
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Theory
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Oil price
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USA
10
United States
10
GARCH-MIDAS
8
Spillover effect
7
Spillover-Effekt
7
Wechselkurs
7
forecasting
7
Realized volatility
6
Geopolitics
5
Geopolitik
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Gold
5
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25
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29
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11
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Aufsatz in Zeitschrift
Non-commercial literature
Graue Literatur
29
Working Paper
29
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Author
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Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Pierdzioch, Christian
15
Salisu, Afees A.
9
Bouri, Elie
8
Bonato, Matteo
5
Ma, Feng
5
Ogbonna, Ahamuefula Ephraim
5
Wohar, Mark E.
5
Balcilar, Mehmet
4
Ҫepni, Oğuzhan
4
Brooks, Robert
3
Caporin, Massimiliano
3
Cepni, Oguzhan
3
Gillas, Konstantinos Gkillas
3
Ho, Kin-Yip
3
Koutmos, Gregory
3
Kumar, Dilip
3
Shi, Yanlin
3
Vivian, Andrew
3
Wang, Jiqian
3
Wang, Yudong
3
Wu, Chunchi
3
Çepni, Oğuzhan
3
Alsubaiei, Bader Jawid
2
Calice, Giovanni
2
Chen, Chun-nan
2
Copeland, Laurence S.
2
Do, Hung Xuan
2
Floros, Christos
2
Huang, Alex
2
Hueng, C. James
2
Ji, Qiang
2
Karmakar, Sayar
2
Lyócsa, Štefan
2
Majumdar, Anandamayee
2
McAleer, Michael
2
Nel, Jacobus
2
Segnon, Mawuli
2
Sousa, Ricardo M.
2
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Department of Economics working paper series
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
10
Finance research letters
7
Energy economics
5
Applied financial economics
4
Discussion paper / Tinbergen Institute
4
Journal of forecasting
4
Journal of multinational financial management
4
Applied economics
3
Applied economics letters
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
International journal of finance & economics : IJFE
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
CESifo working papers
2
CORE discussion paper : DP
2
Defence and peace economics
2
Economic modelling
2
Economic systems
2
Economics letters
2
Financial innovation : FIN
2
International economics and economic policy : IEEP
2
International journal of forecasting
2
Journal of economics and finance
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Journal of risk and financial management : JRFM
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
2
Working paper series / European Central Bank
2
Working papers / U.S. Census Bureau, Center for Economic Studies
2
Annals of financial economics
1
Arbeitspapiere der Wirtschaftswissenschaftlichen Fakultät
1
Asia-Pacific financial markets
1
CORE discussion papers : DP
1
China finance review international
1
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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
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:
3
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:
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
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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