//--> //--> //--> //-->
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"
~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:"ARCH model"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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:"volatility"
Narrow search
Delete all filters
| 17 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Schätzung
Stochastic process
USA
Volatility
401
Volatilität
400
Estimation
143
Forecasting model
133
Prognoseverfahren
133
Börsenkurs
129
Share price
129
ARCH-Modell
124
Capital income
118
Kapitaleinkommen
118
Aktienmarkt
93
Stock market
93
Welt
92
World
92
Theorie
87
Theory
87
Risiko
75
Risk
75
United States
75
Time series analysis
55
Zeitreihenanalyse
55
Wechselkurs
48
Oil price
46
Ölpreis
46
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
more ...
less ...
Online availability
All
Free
117
Undetermined
115
Type of publication
All
Article
177
Book / Working Paper
132
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatz in Zeitschrift
Article in journal
178
Working Paper
135
Graue Literatur
128
Non-commercial literature
128
Aufsatz im Buch
9
Book section
9
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference paper
1
Handbook
1
Handbuch
1
Konferenzbeitrag
1
Sammelwerk
1
more ...
less ...
Language
All
English
Author
All
Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
McAleer, Michael
181
Ma, Feng
76
Caporale, Guglielmo Maria
73
Bahmani-Oskooee, Mohsen
72
Chang, Chia-Lin
72
Bouri, Elie
64
Bollerslev, Tim
60
Pierdzioch, Christian
60
Andersen, Torben
55
Asai, Manabu
49
Koopman, Siem Jan
49
Todorov, Viktor
45
Rodriguez, Gabriel
42
Hammoudeh, Shawkat
39
Kang, Sang Hoon
39
Gil-Alaña, Luis A.
38
Spagnolo, Nicola
37
Wohar, Mark E.
37
Zhang, Yaojie
36
Belke, Ansgar
34
Haltiwanger, John C.
34
Wang, Yudong
34
Xuan Vinh Vo
34
Diebold, Francis X.
33
Engle, Robert F.
33
Hegerty, Scott W.
33
Kočenda, Evžen
33
Kumar, Dilip
33
Mumtaz, Haroon
33
Tiwari, Aviral Kumar
33
Herwartz, Helmut
32
Härdle, Wolfgang
32
Mensi, Walid
32
Caporin, Massimiliano
31
Clark, Todd E.
31
Hautsch, Nikolaus
31
Salisu, Afees A.
31
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
National Bureau of Economic Research
1
School of Finance and Business Economics <Perth, Western Australia>
1
Virginia Polytechnic Institute and State University / Department of Economics
1
Published in...
All
Department of Economics working paper series
40
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
15
The North American journal of economics and finance : a journal of financial economics studies
14
Discussion paper / Tinbergen Institute
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied financial economics
7
CORE discussion papers : DP
7
Economics letters
7
Econometric Institute research papers
6
Energy economics
6
Research in international business and finance
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
Applied economics
5
Finance research letters
5
International review of economics & finance : IREF
5
The European journal of finance
5
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
5
Applied economics letters
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Journal of multinational financial management
4
Annals of financial economics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic modelling
3
Finmap working paper
3
International journal of forecasting
3
International review of financial analysis
3
Journal of applied econometrics
3
Journal of international financial markets, institutions & money
3
Journal of risk and financial management : JRFM
3
SFB 649 discussion paper
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
more ...
less ...
Source
All
ECONIS (ZBW)
309
Showing
1
-
10
of
309
Sort
relevance
articles prioritized
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
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
Climate risks and prediction of sectoral REITs
volatility
: international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->