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~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Bollerslev, Tim"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Option pricing theory"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Option pricing theory
Schätzung
Volatilität
Volatility
449
Estimation
163
Forecasting model
150
Prognoseverfahren
150
Capital income
148
Kapitaleinkommen
148
Börsenkurs
144
Share price
144
Theorie
128
Theory
128
ARCH model
114
ARCH-Modell
114
USA
98
United States
98
Welt
91
World
91
Aktienmarkt
88
Stock market
88
Risiko
78
Risk
78
Time series analysis
75
Zeitreihenanalyse
75
Stochastic process
50
Stochastischer Prozess
50
Wechselkurs
48
Oil price
45
Ölpreis
45
Forecasting
36
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
Spillover effect
30
Spillover-Effekt
30
Schock
27
Shock
27
Forecast
26
Prognose
26
Risikoprämie
26
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Free
179
Undetermined
165
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Article
253
Book / Working Paper
207
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Arbeitspapier
Aufsatz in Zeitschrift
Article in journal
253
Working Paper
215
Graue Literatur
197
Non-commercial literature
197
Aufsatz im Buch
18
Book section
18
Aufsatzsammlung
2
Conference paper
2
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Collection of articles of several authors
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1
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1
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1
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1
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1
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1
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English
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Allen, David E.
Bollerslev, Tim
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
Schnabl, Gunther
McAleer, Michael
246
Caporale, Guglielmo Maria
133
Bouri, Elie
104
Ma, Feng
93
Chang, Chia-Lin
91
Andersen, Torben
87
Pierdzioch, Christian
78
Spagnolo, Nicola
74
Hammoudeh, Shawkat
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
64
Diebold, Francis X.
63
Härdle, Wolfgang
60
Koopman, Siem Jan
56
Asai, Manabu
55
Gil-Alaña, Luis A.
54
Kang, Sang Hoon
54
Mensi, Walid
52
Wohar, Mark E.
52
Clements, Adam
51
Todorov, Viktor
51
McMillan, David G.
50
Salisu, Afees A.
50
Aizenman, Joshua
48
Caporin, Massimiliano
48
Dijk, Dick van
46
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Mumtaz, Haroon
44
Tauchen, George Eugene
44
Demirer, Rıza
43
Kočenda, Evžen
43
Rodriguez, Gabriel
43
Zhang, Yaojie
43
Christoffersen, Peter F.
42
Corbet, Shaen
42
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Econometrisch Instituut <Rotterdam>
2
Rodney L. White Center for Financial Research
2
School of Finance and Business Economics <Perth, Western Australia>
2
The Wharton Financial Institutions Center
2
National Bureau of Economic Research
1
Université de Montréal / Département de sciences économiques
1
Virginia Polytechnic Institute and State University / Department of Economics
1
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Department of Economics working paper series
55
Journal of econometrics
21
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
The North American journal of economics and finance : a journal of financial economics studies
14
Discussion paper / Tinbergen Institute
13
Energy economics
13
Working paper / National Bureau of Economic Research, Inc.
12
Finance research letters
9
CREATES research paper
8
Economics letters
8
International review of economics & finance : IREF
8
School of Accounting, Finance and Economics & FEMARC working paper series
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
CORE discussion papers : DP
7
Econometric Institute research papers
7
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Applied economics
6
Applied economics letters
6
ERID working paper
6
Finance and economics discussion series
5
Journal of applied econometrics
5
Journal of financial economics
5
Research in international business and finance
5
The European journal of finance
5
Working paper
5
Working papers / Financial Institutions Center
5
CFS working paper series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of forecasting
4
Journal of risk and financial management : JRFM
4
Annals of financial economics
3
CORE discussion paper : DP
3
Defence and peace economics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economia internazionale
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
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Source
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ECONIS (ZBW)
460
Showing
1
-
10
of
460
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date (newest first)
date (oldest first)
1
Business applications and state-level stock market realized
volatility
: a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Does the introduction of US spot Bitcoin ETFs affect spot returns and
volatility
of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
3
Energy market uncertainties and exchange rate
volatility
: a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
4
Forecasting realized US stock market
volatility
: is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
5
Energy market uncertainties and US state-level stock market
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
6
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
7
Political geography and stock market
volatility
: the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
8
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
9
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
10
Forecasting gold returns
volatility
over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
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