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~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~subject:"Ölpreis"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Search: subject:"volatility"
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Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Schätzung
Theory
USA
Ölpreis
Volatility
402
Volatilität
401
Estimation
144
Forecasting model
134
Prognoseverfahren
134
Börsenkurs
129
Share price
129
ARCH model
125
ARCH-Modell
125
Capital income
118
Kapitaleinkommen
118
Aktienmarkt
93
Stock market
93
Welt
93
World
93
Theorie
87
Risiko
76
Risk
76
United States
75
Time series analysis
55
Zeitreihenanalyse
55
Wechselkurs
48
Oil price
46
Stochastic process
42
Stochastischer Prozess
42
Forecasting
37
Spillover effect
35
Spillover-Effekt
35
Großbritannien
30
United Kingdom
30
Schock
27
Shock
27
VAR model
26
VAR-Modell
26
Forecast
24
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116
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101
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Article
175
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116
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Arbeitspapier
Aufsatz in Zeitschrift
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Article in journal
175
Working Paper
119
Graue Literatur
113
Non-commercial literature
113
Aufsatz im Buch
8
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8
Aufsatzsammlung
1
Collection of articles of several authors
1
Handbook
1
Handbuch
1
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1
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1
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Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
McAleer, Michael
151
Bollerslev, Tim
82
Caporale, Guglielmo Maria
79
Bahmani-Oskooee, Mohsen
72
Pierdzioch, Christian
65
Ma, Feng
64
Andersen, Torben
62
Chang, Chia-Lin
59
Bouri, Elie
56
Hammoudeh, Shawkat
52
Diebold, Francis X.
51
Koopman, Siem Jan
45
Mensi, Walid
43
Asai, Manabu
42
Wohar, Mark E.
42
Härdle, Wolfgang
41
Gil-Alaña, Luis A.
40
Spagnolo, Nicola
40
Todorov, Viktor
40
Rodriguez, Gabriel
38
Tiwari, Aviral Kumar
38
Wang, Yudong
38
Kang, Sang Hoon
35
Lux, Thomas
35
Salisu, Afees A.
35
Belke, Ansgar
34
Haltiwanger, John C.
34
Kočenda, Evžen
34
Xuan Vinh Vo
34
Caporin, Massimiliano
33
Clements, Adam
32
Hautsch, Nikolaus
32
Herwartz, Helmut
32
Merkl, Christian
31
Mumtaz, Haroon
31
Hegerty, Scott W.
30
Ji, Qiang
30
Zhang, Yaojie
30
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Econometrisch Instituut <Rotterdam>
1
National Bureau of Economic Research
1
Virginia Polytechnic Institute and State University / Department of Economics
1
Published in...
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Department of Economics working paper series
34
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
11
Discussion paper / Tinbergen Institute
9
Finance research letters
8
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
The European journal of finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics letters
5
International review of economics & finance : IREF
5
Journal of forecasting
5
Research in international business and finance
5
Applied economics
4
Applied financial economics
4
Econometric Institute research papers
4
Economics letters
4
International journal of finance & economics : IJFE
4
Journal of international financial markets, institutions & money
4
Journal of multinational financial management
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Annals of financial economics
3
CORE discussion paper : DP
3
CORE discussion papers : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Journal of international money and finance
3
Journal of risk and financial management : JRFM
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
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
CESifo working papers
2
Discussion papers of interdisciplinary research project 373
2
Economia internazionale
2
Economic modelling
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Federal Reserve Bank of Cleveland working paper series
2
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Source
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ECONIS (ZBW)
291
Showing
1
-
10
of
291
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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
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:
7
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:
8
Geopolitical risks and oil returns
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
9
Energy market uncertainties and gold return
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
10
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
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