//--> //--> //--> //-->
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:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~subject:"EU countries"
~subject:"Forecasting model"
~subject:"Wechselkurs"
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_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
EU countries
Forecasting model
Wechselkurs
Volatility
409
Volatilität
406
Börsenkurs
160
Share price
160
Capital income
149
Kapitaleinkommen
149
Schätzung
138
Estimation
137
Aktienmarkt
125
Stock market
125
Prognoseverfahren
121
Welt
100
World
100
ARCH model
99
ARCH-Modell
99
Risiko
92
Risk
92
Zeitreihenanalyse
76
Time series analysis
75
USA
72
United States
71
Oil price
60
Ölpreis
60
Exchange rate
53
Spillover effect
53
Spillover-Effekt
53
Theorie
49
Theory
49
Emerging economies
39
Schwellenländer
39
Forecasting
34
Ankündigungseffekt
31
Announcement effect
31
EU-Staaten
31
Financial market
31
Finanzmarkt
31
Großbritannien
29
more ...
less ...
Online availability
All
Free
102
Undetermined
81
Type of publication
All
Book / Working Paper
100
Article
93
Type of publication (narrower categories)
All
Article in journal
92
Aufsatz in Zeitschrift
92
Working Paper
79
Arbeitspapier
78
Graue Literatur
78
Non-commercial literature
78
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
Author
All
Caporale, Guglielmo Maria
Gupta, Rangan
Ma, Feng
82
Bahmani-Oskooee, Mohsen
73
Pierdzioch, Christian
65
McAleer, Michael
63
Bollerslev, Tim
58
Diebold, Francis X.
49
Zhang, Yaojie
40
Belke, Ansgar
36
McMillan, David G.
35
Wang, Yudong
34
Kočenda, Evžen
33
Liang, Chao
33
Lux, Thomas
33
Spagnolo, Nicola
33
Bouri, Elie
31
Andersen, Torben
30
Salisu, Afees A.
30
Caporin, Massimiliano
29
Hegerty, Scott W.
29
Wei, Yu
29
Engle, Robert F.
27
Degiannakis, Stavros
26
Spagnolo, Fabio
26
Schnabl, Gunther
25
Christoffersen, Peter F.
24
Clements, Adam
24
Neely, Christopher J.
24
Sarno, Lucio
24
Asai, Manabu
23
Gallo, Giampiero M.
23
Wang, Jiqian
22
Gros, Daniel
21
Bauwens, Luc
20
Lanne, Markku
20
MacDonald, Ronald
20
Medeiros, Marcelo C.
20
Patton, Andrew J.
20
Dijk, Dick van
19
more ...
less ...
Published in...
All
Department of Economics working paper series
39
CESifo working papers
12
Economics and finance working paper series
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Finance research letters
7
DIW Berlin Discussion Paper
6
Energy economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
CESifo Working Paper Series
4
International review of economics & finance : IREF
4
Journal of forecasting
4
Research in international business and finance
4
The European journal of finance
4
Annals of financial economics
3
Finmap working paper
3
International review of financial analysis
3
Journal of international money and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
CESifo Working Paper
2
Economics and Business Letters : EBL
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Financial innovation : FIN
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Applied economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Brunel Economics and Finance Working Paper
1
Computational economics
1
DIW Discussion Papers
1
Defence and peace economics
1
Discussion paper / Centre for Economic Forecasting
1
Eastern economic journal
1
Economic modelling
1
Economics letters
1
Economics working paper
1
Emerging markets review
1
more ...
less ...
Source
All
ECONIS (ZBW)
192
EconStor
1
Showing
1
-
10
of
193
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
5
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
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
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:
8
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:
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
Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analy...
Candila, Vincenzo
;
Cepni, Oguzhan
;
Gallo, Giampiero M.
; …
-
2024
Persistent link: https://www.econbiz.de/10015051333
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...
//-->