//--> //--> //--> //-->
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
~language:"eng"
~language:"lit"
~person:"Hammoudeh, Shawkat"
~person:"McAleer, Michael"
~person:"Salisu, Afees A."
~subject:"Volatility"
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: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Volatilität
68
Welt
44
World
44
ARCH model
43
ARCH-Modell
43
Forecasting model
37
Prognoseverfahren
37
Estimation
33
Schätzung
32
Theorie
30
Theory
30
Risikomaß
29
Risk measure
29
Time series analysis
28
USA
28
United States
28
Zeitreihenanalyse
28
Portfolio selection
26
Portfolio-Management
26
Risk management
25
Risikomanagement
24
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Spillover effect
18
Spillover-Effekt
18
Capital market returns
17
Kapitalmarktrendite
17
Oil price
17
Ölpreis
17
Capital income
16
Kapitaleinkommen
16
Modellierung
16
Scientific modelling
16
Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
14
Hedging
14
Börsenkurs
13
more ...
less ...
Online availability
All
Free
41
Undetermined
6
Type of publication
All
Book / Working Paper
56
Article
14
Type of publication (narrower categories)
All
Arbeitspapier
54
Graue Literatur
54
Non-commercial literature
54
Working Paper
54
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
Lithuanian
Undetermined
4
Author
All
Hammoudeh, Shawkat
McAleer, Michael
Salisu, Afees A.
Gupta, Rangan
32
Chang, Chia-Lin
22
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
19
Chiarella, Carl
14
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Guo, Hui
9
Härdle, Wolfgang
9
Miller, Stephen M.
9
Allen, David E.
8
Andersen, Torben
8
Asai, Manabu
8
Buch, Claudia M.
8
Farmer, Roger E. A.
8
Fernández-Villaverde, Jesús
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Yu, Yang
8
Zanetti, Francesco
8
Alòs, Elisa
7
Billio, Monica
7
Döpke, Jörg
7
Hautsch, Nikolaus
7
Siklos, Pierre L.
7
Timmermann, Allan
7
Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Clements, Kenneth W.
6
Dijk, Dick van
6
Gil-Alaña, Luis A.
6
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
8
Department of Economics and Finance, College of Business and Economics
2
Published in...
All
Working paper
39
Econometric Institute research papers
12
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics letters
2
Department of Economics working paper series
2
Energy economics
2
Tourism economics : the business and finance of tourism and recreation
2
Working Papers in Economics
2
Economics and Business Letters : EBL
1
Global Research Unit working paper
1
International review of economics & finance : IREF
1
The North American journal of economics and finance : a journal of theory and practice
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
68
RePEc
2
Showing
1
-
10
of
70
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
3
Tourism stocks in times of crises : an econometric investigation of non-macro factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2016
Persistent link: https://www.econbiz.de/10011823329
Saved in:
4
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:
5
Forecasting output growth of advanced economies over eight centuries : the role of gold market volatility as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, …
-
2021
Persistent link: https://www.econbiz.de/10012622272
Saved in:
6
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
7
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
8
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
9
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
10
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->