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~isPartOf:"Economic modelling"
~isPartOf:"Journal of multinational financial management"
~person:"Engle, Robert F."
~person:"Gupta, Rangan"
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Search: subject:"VOLATILITY"
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Volatility
6
Volatilität
6
Capital income
5
Kapitaleinkommen
5
Estimation
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Share price
3
Forecasting model
2
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2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
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2
Returns
2
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2
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2
South Africa
2
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2
Aktienmarkt
1
Bayes-Statistik
1
Bayesian inference
1
Bitcoin
1
Causality analysis
1
Commodity derivative
1
Commodity futures markets
1
Economic and financial
1
Economic policy
1
Economic policy uncertainty
1
Geldpolitik
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Handelsvolumen der Börse
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House prices
1
Immobilienpreis
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Impact assessment
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In-sample tests
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6
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Engle, Robert F.
Gupta, Rangan
Ma, Feng
6
Todorova, Neda
5
Balcilar, Mehmet
4
Chevallier, Julien
4
Kumar, Dilip
4
Li, Bin
4
Zhang, Yaojie
4
Cross, Jamie
3
Huang, Zhuo
3
Li, Yong
3
Liu, Jing
3
Liu, Li
3
Maheswaran, S.
3
Pal, Debdatta
3
Su, Jen-je
3
Wang, Tianyi
3
Zhang, Wei
3
Abid, Ilyes
2
Ahmed, Abdullahi Dahir
2
Badinger, Harald
2
Bahloul, Walid
2
Baruník, Jozef
2
Beckmann, Joscha
2
Bouri, Elie
2
Brooks, Chris
2
Bucci, Andrea
2
Cuñado Eizaguirre, Juncal
2
Czudaj, Robert
2
Degiannakis, Stavros
2
Faff, Robert W.
2
Fang, Libing
2
Feng, Yun
2
Gatfaoui, Hayette
2
Girardin, Eric
2
Guesmi, Khaled
2
Hammoudeh, Shawkat
2
Han, Liyan
2
Hou, Chenghan
2
Huang, Ho-chuan
2
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Economic modelling
Journal of multinational financial management
Department of Economics working paper series
54
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
14
Discussion paper / Department of Economics, University of California San Diego
12
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Finance research letters
7
International review of economics & finance : IREF
7
Applied economics letters
5
Economics letters
5
NBER working paper series
5
Research in international business and finance
5
Working paper / National Bureau of Economic Research, Inc.
5
Applied economics
4
Econometrics Working Papers Archive
4
Journal of forecasting
4
The European journal of finance
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
Journal of econometrics
3
Journal of economics and finance
3
NBER Working Paper
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working paper series / University of Zurich, Department of Economics
3
CREATES research paper
2
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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
International review of financial analysis
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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ECONIS (ZBW)
6
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1
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6
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6
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date (oldest first)
1
The role of economic and financial uncertainties in predicting commodity futures returns and
volatility
: evidence from a nonparametric causality-in-quantiles test
Bahloul, Walid
;
Balcilar, Mehmet
;
Cuñado Eizaguirre, Juncal
- In:
Journal of multinational financial management
45
(
2018
),
pp. 52-71
Persistent link: https://www.econbiz.de/10012055774
Saved in:
2
News implied
volatility
and the stock-bond nexus : evidence from historical data for the USA and the UK markets
Gupta, Rangan
;
Kollias, Chrēstos
;
Papadamou, Stephanos
; …
- In:
Journal of multinational financial management
47/48
(
2018
),
pp. 76-90
Persistent link: https://www.econbiz.de/10012055815
Saved in:
3
Can volume predict Bitcoin returns and
volatility
? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
4
Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model
Christou, Christina
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of multinational financial management
40
(
2017
),
pp. 92-102
Persistent link: https://www.econbiz.de/10011927815
Saved in:
5
Structural breaks and GARCH models of stock return
volatility
: the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
6
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
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