//--> //--> //--> //-->
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:"Engle, Robert F."
~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
161
Volatilität
161
Forecasting model
70
Capital income
61
Kapitaleinkommen
61
Börsenkurs
49
Share price
49
Estimation
47
Schätzung
47
Theorie
46
ARCH model
45
Aktienmarkt
34
Stock market
34
Welt
31
World
31
USA
30
United States
30
Time series analysis
25
Zeitreihenanalyse
25
Risiko
23
Risk
23
Forecasting
20
Forecast
14
Prognose
14
Stochastic process
14
Stochastischer Prozess
14
Climate change
13
Klimawandel
13
Exchange rate
11
Oil price
11
Wechselkurs
11
Ölpreis
11
Correlation
9
Korrelation
9
Multivariate Analyse
9
Multivariate analysis
9
Ankündigungseffekt
8
more ...
less ...
Online availability
All
Free
89
Undetermined
7
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Graue Literatur
Working Paper
Arbeitspapier
110
Non-commercial literature
105
Aufsatzsammlung
2
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
110
Author
All
Andersen, Torben
Engle, Robert F.
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
Chiarella, Carl
17
Carriero, Andrea
16
Marcellino, Massimiliano
16
Bos, Charles S.
15
Christensen, Bent Jesper
15
Christoffersen, Peter 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
Silvennoinen, Annastiina
13
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
2
The Wharton Financial Institutions Center
2
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
Published in...
All
Department of Economics working paper series
41
Working paper / National Bureau of Economic Research, Inc.
12
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
8
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
Working paper series / University of Zurich, Department of Economics
3
Global COE Hi-Stat discussion paper series
2
NCER working paper series
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers
2
Working papers / Rodney L. White Center for Financial Research
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
Harvard Business School Finance 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 paper series / Czech National Bank
1
Working paper series / European Central Bank ; Eurosystem
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers / Harvard Business School, Division of Research
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
EconStor
3
Showing
1
-
10
of
110
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
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
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:
6
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:
7
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:
8
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:
9
Modelling
volatility
cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
10
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
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...
//-->