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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Allen, David E."
~person:"Balcilar, Mehmet"
~person:"Chiarella, Carl"
~person:"Do, Hung Xuan"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"Huang, Dengshi"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Stock returns"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Arbeitsmarkt
Estimation
Exchange rate
Kapitaleinkommen
Schätzung
Stock returns
USA
Volatility
22
Volatilität
22
Capital income
13
Börsenkurs
10
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10
Forecasting model
9
Prognoseverfahren
9
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8
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Welt
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Risiko
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Risk
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Oil price
4
Spillover effect
4
Spillover-Effekt
4
Wechselkurs
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Ölpreis
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Forecast
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Oil market
3
Prognose
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Time series analysis
3
Zeitreihenanalyse
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Australia
2
Australien
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Categorical EPU indices
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2
Forecasting
2
Großbritannien
2
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Arbeitspapier
Aufsatz in Zeitschrift
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16
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English
Author
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Allen, David E.
Balcilar, Mehmet
Chiarella, Carl
Do, Hung Xuan
Gupta, Rangan
Hafner, Christian M.
Huang, Dengshi
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Caporin, Massimiliano
4
Hammoudeh, Shawkat
4
Kang, Sang Hoon
4
Ma, Feng
4
Mensi, Walid
4
Pierdzioch, Christian
4
Wohar, Mark E.
4
Xuan Vinh Vo
4
Yin, Libo
4
Ap Gwilym, Owain
3
Brooks, Robert
3
Copeland, Laurence S.
3
Ho, Kin-Yip
3
Koutmos, Gregory
3
Kumar, Dilip
3
Malik, Farooq
3
Shi, Yanlin
3
Vivian, Andrew
3
Wang, Jiqian
3
Wang, Yudong
3
Wu, Chunchi
3
Alsubaiei, Bader Jawid
2
Balli, Faruk
2
Bouri, Elie
2
Calice, Giovanni
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Chun-nan
2
Chen, Jinyu
2
Chen, Wang
2
Chuang, Ming-Che
2
Feng, Jiabao
2
Floros, Christos
2
Gillas, Konstantinos Gkillas
2
Han, Liyan
2
Huang, Alex
2
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International review of economics & finance : IREF
The European journal of finance
Department of Economics working paper series
36
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper / Tinbergen Institute
10
Energy economics
10
Finance research letters
9
Applied economics
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied financial economics
5
International journal of finance & economics : IJFE
5
Research in international business and finance
5
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
5
Applied economics letters
4
Journal of forecasting
4
Journal of multinational financial management
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Annals of financial economics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Econometric Institute research papers
3
Economic modelling
3
Economics letters
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
CESifo working papers
2
CORE discussion paper : DP
2
CORE discussion papers : DP
2
China finance review international
2
Defence and peace economics
2
Discussion paper series / IZA
2
Discussion papers of interdisciplinary research project 373
2
Economic systems
2
Economics and Business Letters : EBL
2
Federal Reserve Bank of Cleveland working paper series
2
Finance and economics discussion series
2
Financial innovation : FIN
2
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ECONIS (ZBW)
16
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16
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date (oldest first)
1
Does the
volatility
spillover effect matter in oil price
volatility
predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
2
Stock market
volatility
prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
3
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:
4
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:
5
Geopolitical risks and historical exchange rate
volatility
of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
6
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:
7
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:
8
Asymmetric relationship between order imbalance and realized
volatility
: evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
9
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:
10
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:
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