//--> //--> //--> //-->
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:"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
| 12 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatilität
148
Volatility
146
Prognoseverfahren
68
Forecasting model
66
Capital income
58
Kapitaleinkommen
58
Börsenkurs
42
Theory
42
Schätzung
41
Share price
41
Estimation
40
USA
29
Stock market
28
Aktienmarkt
27
Welt
26
World
26
Zeitreihenanalyse
24
Time series analysis
23
Risiko
21
Risk
21
Forecasting
20
Stochastic process
18
Stochastischer Prozess
18
Climate change
12
Klimawandel
12
Option pricing theory
11
Optionspreistheorie
11
Forecast
10
Oil price
10
Prognose
10
Realized volatility
10
Statistical distribution
10
Statistische Verteilung
10
forecasting
10
Ölpreis
10
Exchange rate
8
more ...
less ...
Online availability
All
Free
75
Undetermined
3
Type of publication
All
Book / Working Paper
92
Article
1
Type of publication (narrower categories)
All
Systematic review
Working Paper
Article in journal
119
Aufsatz in Zeitschrift
119
Arbeitspapier
90
Graue Literatur
85
Non-commercial literature
85
Aufsatz im Buch
6
Book section
6
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
93
Author
All
Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
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
21
Dijk, Dick van
20
Merkl, Christian
20
Bauwens, Luc
19
Herwartz, Helmut
19
Clark, Todd E.
18
Fernández-Villaverde, Jesús
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
Lettau, Martin
14
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
3
Rodney L. White Center for Financial Research
2
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
24
Working paper / National Bureau of Economic Research, Inc.
15
Working papers / Financial Institutions Center
7
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
Economics discussion papers
1
Economics working paper
1
Handbook of economic forecasting ; Vol. 1
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)
91
EconStor
2
Showing
1
-
10
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
Economic conditions and predictability of US stock returns
volatility
: local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
6
Climate risks and stock market
volatility
over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
7
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
8
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
9
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
Saved in:
10
Forecasting
volatility
of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
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...
//-->