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~isPartOf:"Department of Economics working paper series"
~isPartOf:"International review of economics & finance : IREF"
~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
64
Volatilität
64
Forecasting model
41
Prognoseverfahren
41
Börsenkurs
32
Share price
32
Capital income
30
Welt
26
World
26
Aktienmarkt
25
Stock market
25
ARCH model
22
ARCH-Modell
22
Forecasting
21
Risiko
21
Risk
21
Estimation
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Climate change
14
Klimawandel
14
Forecast
11
Oil price
11
Prognose
11
Ölpreis
11
USA
10
United States
10
Theorie
9
Theory
9
GARCH-MIDAS
8
Spillover effect
7
Spillover-Effekt
7
Realized volatility
6
Geopolitics
5
Geopolitik
5
Gold
5
Wechselkurs
5
forecasting
5
Anlageverhalten
4
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30
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34
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5
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Arbeitspapier
Aufsatz in Zeitschrift
Non-commercial literature
Graue Literatur
34
Working Paper
34
Article in journal
5
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
14
Salisu, Afees A.
10
Bouri, Elie
9
Ҫepni, Oğuzhan
6
Bonato, Matteo
5
Ogbonna, Ahamuefula Ephraim
5
Balcilar, Mehmet
4
Ma, Feng
4
Xuan Vinh Vo
4
Yin, Libo
4
Brooks, Robert
3
Caporin, Massimiliano
3
Cepni, Oguzhan
3
Ho, Kin-Yip
3
Ji, Qiang
3
Kang, Sang Hoon
3
Karmakar, Sayar
3
Kumar, Dilip
3
Mensi, Walid
3
Nel, Jacobus
3
Nielsen, Joshua
3
Shi, Yanlin
3
Wang, Jiqian
3
Wohar, Mark E.
3
Wu, Chunchi
3
Balli, Faruk
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Chun-nan
2
Chen, Jinyu
2
Chen, Wang
2
Do, Hung Xuan
2
Feng, Jiabao
2
Hammoudeh, Shawkat
2
Han, Liyan
2
Huang, Alex
2
Huang, Dengshi
2
Huang, Jianbai
2
Hueng, C. James
2
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Department of Economics working paper series
International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper / Tinbergen Institute
7
Energy economics
7
Finance research letters
7
The European journal of finance
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 & trade : a journal of the Society for the Study of Emerging Markets
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
Financial innovation : FIN
2
Finmap working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International economics and economic policy : IEEP
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)
39
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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
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:
10
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:
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