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~isPartOf:"Journal of economics and finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"hun"
~person:"Balcilar, Mehmet"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
Estimation
Kapitaleinkommen
Liquiditätseffekt
Schätzung
USA
Volatility
15
Volatilität
15
Capital income
9
Börsenkurs
8
Share price
8
ARCH model
4
ARCH-Modell
4
Aktienmarkt
4
Großbritannien
4
Risiko
4
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Forecasting model
3
Nichtparametrisches Verfahren
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Nonparametric statistics
3
Prognoseverfahren
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Theorie
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Theory
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Welt
3
World
3
Capital market returns
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Exchange rate
2
Forecast
2
Interest rate derivative
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2
Prognose
2
United States
2
Wechselkurs
2
Zinsderivat
2
forecasting
2
realized volatility
2
volatility
2
2001-2013
1
52-Week high
1
Bitcoin
1
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Arbeitspapier
Aufsatz in Zeitschrift
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Hungarian
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Balcilar, Mehmet
Chiarella, Carl
Gupta, Rangan
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Daigler, Robert T.
5
Koutmos, Gregory
5
Bali, Turan G.
4
Ederington, Louis H.
4
Ramchander, Sanjay
4
Simon, David P.
4
Zhang, Jin E.
4
Agarwalla, Sobhesh Kumar
3
Ap Gwilym, Owain
3
Chatrath, Arjun
3
Copeland, Laurence S.
3
Corrado, Charles Joseph
3
Elder, John
3
Giot, Pierre
3
Lai, Yu-Sheng
3
Martens, Martin
3
Parhizgari, Ali M.
3
Whaley, Robert E.
3
Wohar, Mark E.
3
Anoruo, Emmanuel
2
Arisoy, Yakup Eser
2
Bahmani-Oskooee, Mohsen
2
Berument, Hakan
2
Bollen, Nicolas P. B.
2
Caporale, Guglielmo Maria
2
Chen, Ren-Raw
2
Chen, Zhiyao
2
Choudhry, Taufiq
2
Dawson, Paul
2
Doran, James S.
2
Dupoyet, Brice
2
Fleming, Jeff
2
Fonseca, José da
2
Gillas, Konstantinos Gkillas
2
Guan, Wei
2
Hamori, Shigeyuki
2
Hull, Robert M.
2
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Journal of economics and finance
The European journal of finance
The journal of futures markets
Department of Economics working paper series
33
The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
8
Finance research letters
8
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 economics
5
Applied financial economics
5
International review of economics & finance : IREF
5
Research in international business and finance
5
Applied economics letters
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
Working paper / National Bureau of Economic Research, Inc.
3
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
3
Annals of financial economics
2
Defence and peace economics
2
Discussion paper series / IZA
2
Economics and Business Letters : EBL
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Federal Reserve Bank of Cleveland working paper series
2
Finance and economics discussion series
2
Financial innovation : FIN
2
Finmap working paper
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 financial markets
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Working papers / U.S. Census Bureau, Center for Economic Studies
2
Advances in Pacific Basin financial markets
1
American economic journal : a journal of the American Economic Association
1
Applied financial economics letters
1
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ECONIS (ZBW)
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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
Differences of opinion and stock market
volatility
: evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
8
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Journal of economics and finance
42
(
2018
)
4
,
pp. 795-806
Persistent link: https://www.econbiz.de/10012031147
Saved in:
9
Forecasting stock return
volatility
: a comparison of GARCH, implied
volatility
, and realized
volatility
models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
10
Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10001713575
Saved in:
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