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~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:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Search: subject:"volatility"
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ARCH model
Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Schätzung
USA
Volatility
402
Volatilität
401
Estimation
143
Forecasting model
133
Prognoseverfahren
133
Börsenkurs
129
Share price
129
ARCH-Modell
125
Capital income
118
Kapitaleinkommen
118
Aktienmarkt
93
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93
Welt
92
World
92
Theorie
88
Theory
88
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75
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75
United States
75
Time series analysis
56
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56
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48
Oil price
46
Ölpreis
46
Stochastic process
42
Stochastischer Prozess
42
Forecasting
37
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35
Spillover-Effekt
35
Großbritannien
30
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30
Schock
27
Shock
27
VAR model
26
VAR-Modell
26
Forecast
24
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171
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123
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117
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5
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5
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1
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English
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Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
McAleer, Michael
167
Ma, Feng
76
Caporale, Guglielmo Maria
73
Bahmani-Oskooee, Mohsen
72
Chang, Chia-Lin
68
Bouri, Elie
64
Pierdzioch, Christian
60
Bollerslev, Tim
59
Andersen, Torben
47
Asai, Manabu
39
Hammoudeh, Shawkat
39
Kang, Sang Hoon
39
Rodriguez, Gabriel
38
Gil-Alaña, Luis A.
37
Wohar, Mark E.
37
Spagnolo, Nicola
36
Zhang, Yaojie
36
Belke, Ansgar
34
Engle, Robert F.
34
Haltiwanger, John C.
34
Todorov, Viktor
34
Xuan Vinh Vo
34
Hegerty, Scott W.
33
Kočenda, Evžen
33
Kumar, Dilip
33
Tiwari, Aviral Kumar
33
Wang, Yudong
33
Bauwens, Luc
32
Mensi, Walid
32
Diebold, Francis X.
31
Salisu, Afees A.
31
Hautsch, Nikolaus
30
Herwartz, Helmut
29
Yoon, Seong-min
29
Balcilar, Mehmet
28
Davis, Steven J.
28
Koopman, Siem Jan
28
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Econometrisch Instituut <Rotterdam>
1
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
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Department of Economics working paper series
39
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
6
Energy economics
6
Research in international business and finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
Applied economics
5
Econometric Institute research papers
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 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
Federal Reserve Bank of Cleveland working paper series
2
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Source
All
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
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:
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