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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:"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"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Arbeitsmarkt
Estimation
Kapitaleinkommen
Liquiditätseffekt
Schätzung
Volatility
19
Volatilität
19
Capital income
12
Börsenkurs
9
Share price
9
Forecasting model
6
Prognoseverfahren
6
Aktienmarkt
5
Risiko
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4
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Nichtparametrisches Verfahren
2
Nonparametric causality-in-quantiles test
2
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2
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2
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Arbeitspapier
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14
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English
Hungarian
Author
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Balcilar, Mehmet
Chiarella, Carl
Gupta, Rangan
Koutmos, Gregory
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Caporin, Massimiliano
4
Ma, Feng
4
Wohar, Mark E.
4
Xuan Vinh Vo
4
Yin, Libo
4
Ap Gwilym, Owain
3
Brooks, Robert
3
Copeland, Laurence S.
3
Kang, Sang Hoon
3
Kumar, Dilip
3
Pierdzioch, Christian
3
Vivian, Andrew
3
Wang, Jiqian
3
Wang, Yudong
3
Wu, Chunchi
3
Alsubaiei, Bader Jawid
2
Balli, Faruk
2
Calice, Giovanni
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
Finance research letters
8
Energy economics
7
Applied economics
5
Applied financial economics
5
Research in international business and finance
5
Applied economics letters
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
Journal of multinational financial management
3
Defence and peace economics
2
Economics and Business Letters : EBL
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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
The journal of fixed income
2
The journal of futures markets
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
China finance review international
1
Economic systems
1
Economics, management and financial markets
1
Emerging markets review
1
Empirica : journal of european economics
1
International Journal of Financial Studies : open access journal
1
International economics and economic policy : IEEP
1
International journal of banking, accounting and finance : IJBAAF
1
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ECONIS (ZBW)
14
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14
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
The role of economic policy uncertainties in predicting stock returns and their
volatility
for Hong Kong, Malaysia and South Korea
Balcilar, Mehmet
;
Gupta, Rangan
;
Kim, Won Joong
;
Kyei, …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 150-163
Persistent link: https://www.econbiz.de/10012202500
Saved in:
10
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
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