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~isPartOf:"Department of Economics working paper series"
~subject:"ARCH model"
~type_genre:"Bibliografie enthalten"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Volatility"
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ARCH model
Volatility
48
Volatilität
47
Forecasting model
32
Prognoseverfahren
32
Börsenkurs
26
Share price
26
Stock market
23
Aktienmarkt
22
Capital income
22
Kapitaleinkommen
22
Forecasting
20
Welt
20
World
20
Estimation
17
Schätzung
17
Risiko
16
Risk
16
ARCH-Modell
15
Climate change
12
Klimawandel
12
Forecast
8
Oil price
8
Prognose
8
USA
8
United States
8
Ölpreis
8
GARCH-MIDAS
5
Theorie
5
Theory
5
forecasting
5
Anlageverhalten
4
Behavioural finance
4
Bubbles
4
Exchange rate
4
Realized volatility
4
Spekulationsblase
4
Spillover effect
4
Spillover-Effekt
4
Stock market volatility
4
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15
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Bibliografie enthalten
Graue Literatur
Arbeitspapier
15
Non-commercial literature
15
Working Paper
15
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English
15
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Gupta, Rangan
15
Salisu, Afees A.
5
Bouri, Elie
4
Ji, Qiang
3
Ogbonna, Ahamuefula Ephraim
3
Plakandaras, Vasilios
3
Demirer, Rıza
2
Foglia, Matteo
2
Pierdzioch, Christian
2
Cepni, Oguzhan
1
Das, Sonali
1
Fang, Libing
1
Ivashchenko, Sergey
1
Karmakar, Sayar
1
Li, Haohua
1
Liu, Ruipeng
1
Luo, Jiawen
1
Segnon, Mawuli
1
Shackleton, Ryan
1
Wu, Kejin
1
Ҫekin, Semih Emre
1
Ҫepni, Oğuzhan
1
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Department of Economics working paper series
Discussion paper / Tinbergen Institute
52
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39
Econometric Institute research papers
38
CESifo working papers
21
CREATES research paper
18
Working papers
17
CORE discussion papers : DP
14
Economics and finance working paper series
12
SFB 649 discussion paper
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10
Cambridge working papers in economics
9
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8
IES working paper
8
NCER working paper series
8
Department of Economics discussion paper series / University of Oxford
7
Discussion paper
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Global COE Hi-Stat discussion paper series
7
IMF working paper
7
Working paper series
7
CORE discussion paper : DP
6
Cardiff economics working papers
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Research paper series / Swiss Finance Institute
6
Working paper / National Bureau of Economic Research, Inc.
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
BOFIT discussion papers
5
Discussion papers in economics, finance and international competitiveness
5
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
5
Finmap working paper
5
William Davidson Institute working papers series
5
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4
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
4
Discussion paper series / University of Heidelberg, Department of Economics
4
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1
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:
2
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:
3
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:
4
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
5
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:
6
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
7
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
Saved in:
8
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:
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
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
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