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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"hun"
~person:"Balcilar, Mehmet"
~person:"Chiarella, Carl"
~person:"Copeland, Laurence S."
~person:"Gupta, Rangan"
~person:"Koutmos, Gregory"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Arbeitsmarkt
Estimation
Kapitaleinkommen
Liquiditätseffekt
Schätzung
USA
Volatility
22
Volatilität
22
Capital income
14
Börsenkurs
10
Share price
10
Forecasting model
7
Prognoseverfahren
7
Aktienmarkt
5
Exchange rate
5
Risiko
5
Risk
5
Stock market
5
Theorie
5
Theory
5
Wechselkurs
5
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5
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4
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4
ARCH model
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Forecast
3
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3
Markov-Kette
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3
Prognose
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3
Ölpreis
3
Aktienindex
2
Causality analysis
2
Cointegration
2
Emerging economies
2
Kausalanalyse
2
Kointegration
2
Markov-switching model
2
Nichtparametrisches Verfahren
2
Nonparametric causality-in-quantiles test
2
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17
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Aufsatz in Zeitschrift
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17
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English
Hungarian
Author
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Balcilar, Mehmet
Chiarella, Carl
Copeland, Laurence S.
Gupta, Rangan
Koutmos, Gregory
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Caporin, Massimiliano
4
Kang, Sang Hoon
4
Ma, Feng
4
Pierdzioch, Christian
4
Wohar, Mark E.
4
Xuan Vinh Vo
4
Yin, Libo
4
Ap Gwilym, Owain
3
Brooks, Robert
3
Hammoudeh, Shawkat
3
Kumar, Dilip
3
Malik, Farooq
3
Mensi, Walid
3
Wang, Jiqian
3
Wang, Yudong
3
Wu, Chunchi
3
Balli, Faruk
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Chun-nan
2
Chen, Jinyu
2
Chuang, Ming-Che
2
Do, Hung Xuan
2
Feng, Jiabao
2
Floros, Christos
2
Gillas, Konstantinos Gkillas
2
Han, Liyan
2
Ho, Kin-Yip
2
Huang, Alex
2
Huang, Dengshi
2
Huang, Jianbai
2
Hueng, C. James
2
Lin, Shih-kuei
2
Lu, Xinjie
2
Lucey, Brian M.
2
Lyócsa, Štefan
2
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International review of economics & finance : IREF
The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
7
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics
5
Applied financial economics
5
Research in international business and finance
5
Applied economics letters
4
Journal of multinational financial management
4
The journal of futures markets
4
Economic modelling
3
Economics letters
3
International journal of finance & economics : IJFE
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
The journal of fixed income
3
Annals of financial economics
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
2
Financial innovation : FIN
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Advances in Pacific Basin financial markets
1
American economic journal : a journal of the American Economic Association
1
Applied financial economics letters
1
Applied mathematical finance
1
Asian economic journal : journal of the East Asian Economic Association
1
Atlantic economic journal : AEJ
1
China finance review international
1
Economic systems
1
Economica
1
Economics, management and financial markets
1
Emerging markets review
1
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ECONIS (ZBW)
17
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1
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10
of
17
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articles prioritized
date (newest first)
date (oldest first)
1
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
2
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
3
Momentum and market
volatility
: a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
4
Forecasting realized
volatility
of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
5
The pricing of unexpected
volatility
in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
6
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
7
Exchange rate returns and
volatility
: the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
8
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
9
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
10
Forecasting the
volatility
of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben
;
Lux, Thomas
;
Ajmi, Ahdi Noomen
;
Gupta, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
Saved in:
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