//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Demirer, Rıza"
~person:"Härdle, Wolfgang"
~person:"So, Mike Ka-pui"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Finanzmarkt"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Finanzmarkt
Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Ölpreis
Volatility
11
Volatilität
11
Forecasting model
9
ARCH model
6
ARCH-Modell
6
Börsenkurs
6
Share price
6
Aktienmarkt
5
Theorie
4
Theory
4
Estimation
3
Markov chain
3
Markov-Kette
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Capital income
2
Financial market
2
Kapitaleinkommen
2
Risiko
2
USA
2
United States
2
Zeitreihenanalyse
2
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian model selection
1
Brasilien
1
Brazil
1
Causality analysis
1
Coronavirus
1
Correlation
1
Credit rating
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Demirer, Rıza
Härdle, Wolfgang
So, Mike Ka-pui
Yin, Libo
Yoon, Seong-min
Gupta, Rangan
12
Bouri, Elie
9
Salisu, Afees A.
5
Wang, Yudong
5
Ma, Feng
4
Roubaud, David
4
Song, Yuping
4
Zhang, Yaojie
4
Ahmed, Walid M. A.
3
Brooks, Chris
3
Chen, Cathy W. S.
3
Marfatia, Hardik A.
3
McMillan, David G.
3
Tang, Xiaolong
3
Abraham, Bovas
2
Apergēs, Nikolaos
2
Balakrishna, N.
2
Balcilar, Mehmet
2
Bonato, Matteo
2
Boughrara, Adel
2
Breitner, Michael H.
2
Cepni, Oguzhan
2
Chen, Langnan
2
Corbet, Shaen
2
Fang, Tong
2
Gurdgiev, Constantin
2
Han, Heejoon
2
He, Mengxi
2
Ji, Qiang
2
Lin, Edward M. H.
2
Ma, Zhiren
2
Mokni, Khaled
2
Nguyen, Duc Khuong
2
Park, Myung D.
2
Pierdzioch, Christian
2
Rodriguez, Gabriel
2
Speight, Alan E. H.
2
Su, Zhi
2
more ...
less ...
Published in...
All
Journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
21
Applied economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economics letters
4
International review of economics & finance : IREF
4
Applied economics letters
3
Research in international business and finance
3
The Korean economic review
3
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Korea and the world economy
2
Pacific-Basin finance journal
2
Applied financial economics
1
Asia-Pacific financial markets
1
Australian economic papers
1
Dae oe gyeong je yeon gu
1
Defence and peace economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Economia politica : journal of analytical and institutional economics
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics and Business Letters : EBL
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Global finance journal
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
2
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
3
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
4
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
5
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
6
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
7
Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.
;
So, Mike Ka-pui
;
Lin, Edward M. H.
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
Saved in:
8
A threshold factor multivariate stochastic volatility model
So, Mike Ka-pui
;
Ts'ai, Cheng-jen
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 712-735
Persistent link: https://www.econbiz.de/10003918208
Saved in:
9
A Bayesian threshold nonlinearity test for financial time series
So, Mike Ka-pui
;
Chen, Cathy W. S.
;
Chen, Ming-tien
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10002569984
Saved in:
10
A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->