//--> //--> //--> //-->
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:"Lettau, Martin"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~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
| 13 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatilität
171
Volatility
167
Prognoseverfahren
77
Forecasting model
75
Capital income
64
Kapitaleinkommen
64
Börsenkurs
57
Share price
56
Schätzung
50
Theory
50
Estimation
49
USA
40
Aktienmarkt
32
Stock market
32
Welt
30
World
30
Risiko
27
Risk
26
Zeitreihenanalyse
24
Time series analysis
23
Forecasting
20
Stochastic process
18
Stochastischer Prozess
18
Climate change
14
Klimawandel
14
Forecast
12
Prognose
12
Oil price
11
Option pricing theory
11
Optionspreistheorie
11
Ölpreis
11
Realized volatility
10
Statistical distribution
10
Statistische Verteilung
10
forecasting
10
Exchange rate
8
more ...
less ...
Online availability
All
Free
88
Undetermined
9
Type of publication
All
Book / Working Paper
113
Article
1
Type of publication (narrower categories)
All
Systematic review
Working Paper
Article in journal
125
Aufsatz in Zeitschrift
125
Arbeitspapier
110
Graue Literatur
104
Non-commercial literature
104
Aufsatz im Buch
7
Book section
7
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Reprint
1
Sammelwerk
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
114
Author
All
Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Lettau, Martin
Medeiros, Marcelo C.
McAleer, Michael
125
Chang, Chia-Lin
50
Koopman, Siem Jan
44
Diebold, Francis X.
43
Bollerslev, Tim
40
Lux, Thomas
36
Caporale, Guglielmo Maria
33
Asai, Manabu
29
Härdle, Wolfgang
25
Hafner, Christian M.
24
Bos, Charles S.
22
Chiarella, Carl
22
Christensen, Bent Jesper
22
Hautsch, Nikolaus
22
Lucas, André
22
Pierdzioch, Christian
22
Dijk, Dick van
20
Fernández-Villaverde, Jesús
20
Merkl, Christian
20
Bauwens, Luc
19
Herwartz, Helmut
19
Clark, Todd E.
18
Nielsen, Morten Ørregaard
17
Conrad, Christian
16
Davis, Steven J.
16
Mumtaz, Haroon
16
Teräsvirta, Timo
16
Caporin, Massimiliano
15
Clements, Adam
15
Engle, Robert F.
15
Haltiwanger, John C.
15
Hansen, Peter Reinhard
15
Mittnik, Stefan
15
Rubio-Ramírez, Juan Francisco
15
Silvennoinen, Annastiina
15
Guerrón-Quintana, Pablo A.
14
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
3
Rodney L. White Center for Financial Research
2
Federal Reserve Bank of New York
1
National Bureau of Economic Research
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Department of Economics working paper series
31
Working paper / National Bureau of Economic Research, Inc.
19
Working papers / Financial Institutions Center
7
Discussion paper / Centre for Economic Policy Research
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
CREATES research paper
5
CFS working paper series
4
Econometric Institute research papers
4
Financial Institutions Center
3
Finmap working paper
3
Global COE Hi-Stat discussion paper series
2
Global Research Unit working paper
2
Texto para discussão
2
Working papers / Federal Reserve Bank of Chicago
2
Working papers / Rodney L. White Center for Financial Research
2
American Economic Review papers and proceedings
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Center for Economic Research, Tilburg University
1
Economics discussion papers
1
Economics working paper
1
Handbook of economic forecasting ; Vol. 1
1
NBER working paper series
1
Staff Report
1
Staff reports / Federal Reserve Bank of New York
1
Staff working paper / Bank of Canada
1
Technical working paper / National Bureau of Economic Research
1
Working paper
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper series / European Central Bank ; Eurosystem
1
Working papers / University of Connecticut, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
111
EconStor
3
Showing
1
-
10
of
114
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
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
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:
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...
//-->