//--> //--> //--> //-->
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:"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
| 16 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Schätzung
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
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
more ...
less ...
Online availability
All
Undetermined
113
Free
106
Type of publication
All
Article
170
Book / Working Paper
120
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatz in Zeitschrift
Article in journal
171
Working Paper
123
Graue Literatur
117
Non-commercial literature
117
Aufsatz im Buch
5
Book section
5
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
167
Ma, Feng
76
Caporale, Guglielmo Maria
73
Bahmani-Oskooee, Mohsen
72
Chang, Chia-Lin
68
Bouri, Elie
64
Pierdzioch, Christian
60
Bollerslev, Tim
58
Andersen, Torben
46
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
Haltiwanger, John C.
34
Todorov, Viktor
34
Xuan Vinh Vo
34
Engle, Robert F.
33
Hegerty, Scott W.
33
Kočenda, Evžen
33
Kumar, Dilip
33
Tiwari, Aviral Kumar
33
Wang, Yudong
33
Mensi, Walid
32
Diebold, Francis X.
31
Salisu, Afees A.
31
Bauwens, Luc
30
Hautsch, Nikolaus
30
Herwartz, Helmut
29
Yoon, Seong-min
29
Balcilar, Mehmet
28
Davis, Steven J.
28
Koopman, Siem Jan
28
more ...
less ...
Institution
All
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
Published in...
All
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
more ...
less ...
Source
All
ECONIS (ZBW)
290
Showing
61
-
70
of
290
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
A moving average heterogeneous autoregressive model for forecasting the realized
volatility
of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
62
Mixed-frequency forecasting of crude oil
volatility
based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
63
Out-of-sample predictability of gold market
volatility
: the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
64
Evolving United States stock market
volatility
: the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
65
Forecasting stock market (realized)
volatility
in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
66
Investors' uncertainty and forecasting stock market
volatility
Liu, Ruipeng
;
Gupta, Rangan
- In:
The journal of behavioral finance : a publication of …
23
(
2022
)
3
,
pp. 327-337
Persistent link: https://www.econbiz.de/10013353013
Saved in:
67
Climate risks and state-level stock-market realized
volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
68
Risk aversion and the predictability of crude oil market
volatility
: a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
69
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
70
Geopolitical risks and historical exchange rate
volatility
of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->