//--> //--> //--> //-->
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
~person:"Andersen, Torben"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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
| 13 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Measurement
Prognoseverfahren
Theory
Volatility
169
Volatilität
169
Forecasting model
68
Theorie
56
Capital income
55
Kapitaleinkommen
55
Estimation
48
Schätzung
48
Börsenkurs
46
Share price
46
ARCH model
37
Welt
33
World
33
USA
30
United States
30
Aktienmarkt
29
Stock market
29
Risiko
25
Risk
25
Stochastic process
24
Stochastischer Prozess
24
Time series analysis
22
Zeitreihenanalyse
22
Forecasting
20
Climate change
14
Forecast
14
Klimawandel
14
Prognose
14
Option pricing theory
13
Optionspreistheorie
13
Yield curve
13
Zinsstruktur
13
Exchange rate
11
Oil price
11
Wechselkurs
11
Ölpreis
11
GARCH-MIDAS
8
more ...
less ...
Online availability
All
Free
93
Undetermined
5
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Graue Literatur
Working Paper
Arbeitspapier
115
Non-commercial literature
111
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
115
Author
All
Andersen, Torben
Chiarella, Carl
Gupta, Rangan
Liao, Yin
Medeiros, Marcelo C.
McAleer, Michael
116
Chang, Chia-Lin
42
Diebold, Francis X.
36
Koopman, Siem Jan
35
Bollerslev, Tim
34
Lux, Thomas
34
Pierdzioch, Christian
27
Härdle, Wolfgang
26
Asai, Manabu
25
Caporale, Guglielmo Maria
22
Hafner, Christian M.
21
Clark, Todd E.
20
Clements, Adam
20
Lucas, André
20
Bauwens, Luc
19
Dijk, Dick van
19
Herwartz, Helmut
19
Fernández-Villaverde, Jesús
18
Merkl, Christian
18
Caporin, Massimiliano
17
Carriero, Andrea
16
Marcellino, Massimiliano
16
Bos, Charles S.
15
Christensen, Bent Jesper
15
Christoffersen, Peter F.
14
Engle, Robert F.
14
Hansen, Peter Reinhard
14
Meddahi, Nour
14
Agénor, Pierre-Richard
13
Aizenman, Joshua
13
Hautsch, Nikolaus
13
Lütkepohl, Helmut
13
Martin, Gael M.
13
Mittnik, Stefan
13
Mumtaz, Haroon
13
Salisu, Afees A.
13
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
University of Canterbury / Dept. of Economics and Finance
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Department of Economics working paper series
43
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Working paper / National Bureau of Economic Research, Inc.
9
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
8
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Working papers / Financial Institutions Center
4
CFS working paper series
3
CREATES research paper
3
Econometric Institute research papers
3
Financial Institutions Center
3
Finmap working paper
3
Working paper
3
Global COE Hi-Stat discussion paper series
2
NCER working paper series
2
CAMA working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
Economics working paper
1
Global Research Unit working paper
1
Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers / Rodney L. White Center for Financial Research
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
EconStor
3
Showing
1
-
10
of
115
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Energy market uncertainties and gold return
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
3
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:
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 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:
6
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:
7
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:
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
Technological shocks and stock market
volatility
over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
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...
//-->