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~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Messung
Prognoseverfahren
Theory
Volatilität
144
Volatility
141
Forecasting model
66
Capital income
54
Kapitaleinkommen
54
Börsenkurs
45
Share price
44
Schätzung
41
Estimation
40
Theorie
39
ARCH-Modell
38
ARCH model
36
Welt
30
World
30
Aktienmarkt
29
Stock market
29
USA
27
United States
26
Risiko
23
Risk
23
Zeitreihenanalyse
23
Time series analysis
22
Forecasting
20
Forecast
14
Prognose
14
Stochastic process
14
Stochastischer Prozess
14
Climate change
13
Klimawandel
13
Oil price
11
Ölpreis
11
Realized volatility
10
forecasting
10
Exchange rate
9
Wechselkurs
9
Aktienindex
8
Statistical distribution
8
Statistische Verteilung
8
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Free
73
Undetermined
5
Type of publication
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Book / Working Paper
88
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Graue Literatur
Working Paper
Article in journal
121
Aufsatz in Zeitschrift
121
Arbeitspapier
86
Non-commercial literature
83
Aufsatz im Buch
3
Book section
3
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
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Language
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English
88
Author
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Andersen, Torben
Gupta, Rangan
Liao, Yin
Medeiros, Marcelo C.
McAleer, Michael
56
Lux, Thomas
41
Koopman, Siem Jan
35
Bollerslev, Tim
33
Diebold, Francis X.
33
Pierdzioch, Christian
28
Härdle, Wolfgang
26
Clark, Todd E.
20
Clements, Adam
19
Lucas, André
19
Asai, Manabu
18
Fernández-Villaverde, Jesús
18
Merkl, Christian
18
Caporin, Massimiliano
17
Chiarella, Carl
17
Carriero, Andrea
16
Dijk, Dick van
16
Marcellino, Massimiliano
16
Hautsch, Nikolaus
14
Herwartz, Helmut
14
Meddahi, Nour
14
Agénor, Pierre-Richard
13
Aizenman, Joshua
13
Bos, Charles S.
13
Lütkepohl, Helmut
13
Martin, Gael M.
13
Mittnik, Stefan
12
Mumtaz, Haroon
12
Rubio-Ramírez, Juan Francisco
12
Barigozzi, Matteo
11
Christoffersen, Peter F.
11
Gonçalves, Sílvia
11
Guerrón-Quintana, Pablo A.
11
Hafner, Christian M.
11
Huber, Florian
11
Rose, Andrew
11
Salisu, Afees A.
11
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The Wharton Financial Institutions Center
2
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...
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Department of Economics working paper series
38
Working paper / National Bureau of Economic Research, Inc.
8
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
Working papers / Financial Institutions Center
4
CFS working paper series
3
Econometric Institute research papers
3
Financial Institutions Center
3
Finmap working paper
3
Working paper
3
CREATES research paper
2
NCER working paper series
2
Texto para discussão
2
CAMA working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Economics working paper
1
Global COE Hi-Stat discussion paper series
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
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ECONIS (ZBW)
86
EconStor
2
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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
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:
8
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:
9
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:
10
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:
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