//--> //--> //--> //-->
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:"Christoffersen, Peter F."
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Härdle, Wolfgang"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~subject:"Volatilität"
~type_genre:"Systematic review"
~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
| 15 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatilität
Volatility
215
Theory
79
Prognoseverfahren
76
Schätzung
75
Forecasting model
74
Estimation
73
Capital income
67
Kapitaleinkommen
67
Börsenkurs
65
Share price
64
Zeitreihenanalyse
47
Time series analysis
45
USA
39
Stochastic process
32
Stochastischer Prozess
32
Welt
31
World
31
Aktienmarkt
30
Stock market
30
Option pricing theory
28
Optionspreistheorie
28
Risiko
25
Risk
25
Deutschland
22
Germany
22
Wechselkurs
22
Exchange rate
21
Forecasting
20
Nichtparametrisches Verfahren
17
Nonparametric statistics
16
Climate change
14
Klimawandel
14
Aktienindex
12
Forecast
12
Prognose
12
more ...
less ...
Online availability
All
Free
180
Undetermined
6
Type of publication
All
Book / Working Paper
221
Article
1
Type of publication (narrower categories)
All
Systematic review
Working Paper
Article in journal
262
Aufsatz in Zeitschrift
262
Arbeitspapier
214
Graue Literatur
203
Non-commercial literature
203
Aufsatz im Buch
17
Book section
17
Aufsatzsammlung
3
Hochschulschrift
3
Collection of articles of several authors
2
Collection of articles written by one author
2
Festschrift
2
Sammelwerk
2
Sammlung
2
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
Lehrbuch
1
Reprint
1
Textbook
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
220
German
2
Author
All
Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Herwartz, Helmut
Härdle, Wolfgang
Medeiros, Marcelo C.
McAleer, Michael
197
Caporale, Guglielmo Maria
102
Chang, Chia-Lin
74
Spagnolo, Nicola
56
Koopman, Siem Jan
55
Diebold, Francis X.
54
Bollerslev, Tim
48
Pierdzioch, Christian
45
Lux, Thomas
42
Hautsch, Nikolaus
39
Asai, Manabu
36
Aizenman, Joshua
35
Hafner, Christian M.
31
Dijk, Dick van
30
Fernández-Villaverde, Jesús
30
Allen, David E.
29
Buch, Claudia M.
29
Mumtaz, Haroon
29
Bos, Charles S.
28
Kočenda, Evžen
28
Chiarella, Carl
27
Clements, Adam
27
Christensen, Bent Jesper
26
Lucas, André
26
Bekaert, Geert
25
Clark, Todd E.
25
Caballero, Ricardo J.
24
Caporin, Massimiliano
24
Gil-Alaña, Luis A.
24
Marcellino, Massimiliano
24
Pesaran, M. Hashem
24
Rodriguez, Gabriel
24
Spagnolo, Fabio
23
Christiansen, Charlotte
22
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
The Wharton Financial Institutions Center
3
Rodney L. White Center for Financial Research
2
Econometrisch Instituut <Rotterdam>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
University of Canterbury / Dept. of Economics and Finance
1
Université de Montréal / Département de sciences économiques
1
more ...
less ...
Published in...
All
Department of Economics working paper series
55
SFB 649 discussion paper
22
Working paper / National Bureau of Economic Research, Inc.
17
CREATES research paper
14
Discussion papers of interdisciplinary research project 373
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
12
Working papers / Financial Institutions Center
10
CFS working paper series
6
Econometric Institute research papers
6
Texto para discussão
5
CORE discussion paper : DP
3
Financial Institutions Center
3
Finmap working paper
3
IRTG 1792 discussion paper
3
Working paper
3
Working papers / Federal Reserve Bank of Chicago
3
Economics working paper
2
Global COE Hi-Stat discussion paper series
2
Global Research Unit working paper
2
Staff working paper / Bank of Canada
2
Working papers / Rodney L. White Center for Financial Research
2
Working papers / University of Connecticut, Department of Economics
2
American Economic Review papers and proceedings
1
CEFIR and NES working papers
1
CORE discussion papers : DP
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cege discussion paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economics Working Paper
1
Economics discussion papers
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
NES working paper series : working paper
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
SFB 373 Discussion Paper
1
Technical working paper / National Bureau of Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
215
EconStor
7
Showing
1
-
10
of
222
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
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
6
Political geography and stock market
volatility
: the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
7
Return-
volatility
nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
8
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:
9
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:
10
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:
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...
//-->