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~isPartOf:"Department of Economics working paper series"
~subject:"Arbeitsmarkt"
~subject:"Konjunktur"
~subject:"Schätzung"
~type_genre:"Aufsatzsammlung"
~type_genre:"Working Paper"
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Search: subject:"volatility"
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Arbeitsmarkt
Konjunktur
Schätzung
Volatility
56
Volatilität
56
Forecasting model
38
Prognoseverfahren
38
Börsenkurs
29
Share price
29
Capital income
26
Kapitaleinkommen
26
Welt
24
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24
Aktienmarkt
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ARCH model
20
ARCH-Modell
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Forecasting
20
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18
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14
Klimawandel
14
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10
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10
Oil price
9
Theorie
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GARCH-MIDAS
8
Realized volatility
6
Gold
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Spillover-Effekt
5
forecasting
5
Anlageverhalten
4
Behavioural finance
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4
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Aufsatzsammlung
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Arbeitspapier
19
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19
Non-commercial literature
19
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English
19
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Gupta, Rangan
19
Pierdzioch, Christian
6
Ҫepni, Oğuzhan
4
Bouri, Elie
3
Nel, Jacobus
3
Nielsen, Joshua
3
Salisu, Afees A.
3
Bonato, Matteo
2
Cepni, Oguzhan
2
Ji, Qiang
2
Karmakar, Sayar
2
Liao, Wenting
2
Plakandaras, Vasilios
2
Sheng, Xin
2
Balcilar, Mehmet
1
Bhimreddy, Komal S. R.
1
Foglia, Matteo
1
Gabauer, David
1
Kim, Woo Joong
1
Liu, Ruipeng
1
Ma, Jun
1
Majumdar, Anandamayee
1
Marfatia, Hardik A.
1
Moodley, Damien
1
Muddana, Thanoj K.
1
Ogbonna, Ahamuefula Ephraim
1
Rognone, Lavinia
1
Segnon, Mawuli
1
Van Eyden, Reneé
1
Wohar, Mark E.
1
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Department of Economics working paper series
Discussion paper series / IZA
256
Working paper / National Bureau of Economic Research, Inc.
173
Discussion paper / Centre for Economic Policy Research
126
Working paper
120
CESifo working papers
112
Discussion paper / Tinbergen Institute
67
Discussion papers / CEPR
54
Finance and economics discussion series
50
Discussion paper
45
SFB 649 discussion paper
33
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
29
IMF working papers
29
Kiel working paper
29
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27
CFS working paper series
26
Research paper series / Swiss Finance Institute
26
Working papers / Federal Reserve Bank of Philadelphia, Research Department
25
Econometric Institute research papers
24
ZEW discussion papers
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Staff reports / Federal Reserve Bank of New York
23
Working paper series
23
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23
CREATES research paper
21
International finance discussion papers
21
Ruhr economic papers
21
Discussion papers of interdisciplinary research project 373
20
Discussion paper series
18
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
17
Working papers / Bank for International Settlements
16
Kiel Working Paper
15
Kieler Arbeitspapiere
15
SFB 649 Discussion Paper
15
Economics and finance working paper series
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Economics working paper
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Federal Reserve Bank of Cleveland working paper series
14
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ECONIS (ZBW)
19
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
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
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:
7
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:
8
Bitcoin prices and the realized
volatility
of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
9
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
10
Do climate risks predict US housing returns and
volatility
? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
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