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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"Schnabl, Gunther"
~subject:"ARCH-Modell"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH-Modell
Arbeitsmarkt
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Liquiditätseffekt
Schätzung
USA
Volatility
14
Volatilität
14
Capital income
7
Estimation
7
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7
Forecasting model
6
Prognoseverfahren
6
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6
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5
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Nichtparametrisches Verfahren
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3
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3
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3
Spillover-Effekt
3
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2
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Nonparametric causality-in-quantiles test
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Risiko
2
Risikoprämie
2
Risk
2
Risk management
2
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2
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Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
Schnabl, Gunther
Kang, Sang Hoon
7
Mensi, Walid
7
Pierdzioch, Christian
5
Wohar, Mark E.
5
Zhu, Huiming
5
Chang, Chia-Lin
4
Hau, Liya
4
McAleer, Michael
4
Wu, Xinyu
4
Xuan Vinh Vo
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Dai, Zhifeng
3
Hammoudeh, Shawkat
3
Ho, Kin-Yip
3
Kinkyō, Takuji
3
Qiao, Gaoxiu
3
Su, Xianfang
3
Wang, Xiangning
3
Zhang, Zhaoyong
3
Zhuang, Xintian
3
Al-Jarrah, Idries Mohammad Wanas
2
Chiang, Thomas C.
2
Gao, Yang
2
Hamori, Shigeyuki
2
Hegerty, Scott W.
2
Huang, Qian
2
Ji, Qiang
2
Jiang, Yong
2
Jiang, Yonghong
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kok Haur Ng
2
Li, Weiping
2
Li, Yanshuang
2
Lien, Da-hsiang Donald
2
Lin, Ling
2
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The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
34
Discussion paper / Tinbergen Institute
10
CORE discussion papers : DP
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economics letters
6
Energy economics
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
Econometric Institute research papers
5
International review of economics & finance : IREF
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
4
Annals of financial economics
3
Applied economics letters
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic modelling
3
Finance research letters
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of multinational financial management
3
Journal of risk and financial management : JRFM
3
SFB 649 discussion paper
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
CESifo working papers
2
CORE discussion paper : DP
2
Defence and peace economics
2
Discussion papers of interdisciplinary research project 373
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
2
Federal Reserve Bank of Cleveland working paper series
2
Finance and economics discussion series
2
Financial innovation : FIN
2
Global Research Unit working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
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ECONIS (ZBW)
13
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1
Evolving United States stock market
volatility
: the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
2
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
3
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
4
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
5
Time-varying risk aversion and realized gold
volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
6
Does partisan conflict predict a reduction in US stock market (realized)
volatility
? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
7
OPEC news and predictability of oil futures returns and
volatility
: evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
Saved in:
8
Efficient modelling and forecasting with range based
volatility
models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
Saved in:
9
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
10
The role of term spread and pattern changes in predicting stock returns and
volatility
of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
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