//--> //--> //-->
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"
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:"GARCH-MIDAS"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
9
Volatilität
9
ARCH model
7
ARCH-Modell
7
GARCH-MIDAS
7
Forecasting model
6
Prognoseverfahren
6
Börsenkurs
5
Capital income
5
Kapitaleinkommen
5
Share price
5
Energiemarkt
3
Energy market
3
Oil price
3
Risiko
3
Risk
3
Welt
3
World
3
Ölpreis
3
Aktienmarkt
2
Daily State-Level Stock Returns Volatility
2
Estimation
2
Forecasting
2
Geopolitical risks
2
Geopolitics
2
Geopolitik
2
Monthly Oil Price and Energy Market Uncertainties
2
Schätzung
2
Stock market
2
USA
2
United States
2
Aktienindex
1
Climate change
1
Climate policy uncertainty (CPU)
1
Climate protection
1
Conditional volatility
1
Correlation
1
DCCMIDAS
1
DFM-SV
1
Daily Exchange Rate Returns Volatility
1
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
9
Author
All
Gupta, Rangan
9
Salisu, Afees A.
7
Ogbonna, Ahamuefula Ephraim
5
Bouri, Elie
3
Cepni, Oguzhan
2
Fang, Libing
1
Ji, Qiang
1
Li, Haohua
1
Liao, Wenting
1
Segnon, Mawuli
1
Shiba, Sisa
1
more ...
less ...
Published in...
All
Department of Economics working paper series
Finance research letters
16
Energy economics
9
International review of economics & finance : IREF
7
International review of financial analysis
7
Applied economics
4
Economic modelling
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Discussion Paper Series
3
Discussion paper series / University of Heidelberg, Department of Economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Economics letters
2
Global finance journal
2
International journal of forecasting
2
Journal of applied economics
2
Journal of empirical finance
2
Working Papers / Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
2
Accounting and finance
1
Asia Pacific financial markets
1
Bulletin of economic research
1
CREATES Research Papers
1
China finance review international
1
Cogent Business & Management
1
Cogent business & management
1
Econometrics : open access journal
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics Discussion Papers
1
Economics: The Open-Access, Open-Assessment E-Journal
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy Reports
1
Energy reports
1
Financial innovation : FIN
1
Global business review
1
Han gug gae bal yeon gu
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
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
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
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:
4
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:
5
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:
6
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:
7
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:
8
Forecasting stock market volatility with regime-switching
GARCH-MIDAS
: the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800652
Saved in:
9
Testing the forecasting power of global economic conditions for the volatility of international REITs using a
GARCH-MIDAS
approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->