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~person:"Christoffersen, Peter F."
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~person:"Medeiros, Marcelo C."
~type_genre:"Systematic review"
~type_genre:"Textbook"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Volatilität
157
Volatility
154
Prognoseverfahren
70
Forecasting model
68
Schätzung
53
Estimation
52
Börsenkurs
51
Share price
50
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48
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Nichtparametrisches Verfahren
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11
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11
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146
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Book / Working Paper
168
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208
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208
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152
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141
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141
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8
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Christoffersen, Peter F.
Gupta, Rangan
Härdle, Wolfgang
Medeiros, Marcelo C.
McAleer, Michael
243
Caporale, Guglielmo Maria
125
Chang, Chia-Lin
97
Spagnolo, Nicola
70
Koopman, Siem Jan
69
Diebold, Francis X.
59
Bollerslev, Tim
54
Lux, Thomas
50
Andersen, Torben
49
Pierdzioch, Christian
46
Asai, Manabu
44
Mumtaz, Haroon
44
Hautsch, Nikolaus
42
Aizenman, Joshua
38
Allen, David E.
36
Kočenda, Evžen
35
Fernández-Villaverde, Jesús
33
Hafner, Christian M.
33
Buch, Claudia M.
32
Clark, Todd E.
32
Lucas, André
32
Dijk, Dick van
31
Spagnolo, Fabio
31
Carrillo-Tudela, Carlos
30
Marcellino, Massimiliano
30
Bos, Charles S.
29
Pesaran, M. Hashem
29
Bekaert, Geert
28
Chiarella, Carl
28
Herwartz, Helmut
28
Huber, Florian
28
Bachmann, Ronald
27
Christensen, Bent Jesper
27
Clements, Adam
27
Conrad, Christian
27
Lehmann, Hartmut
27
Merkl, Christian
27
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
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1
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Department of Economics working paper series
57
SFB 649 discussion paper
22
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12
Discussion papers of interdisciplinary research project 373
10
CREATES research paper
8
Texto para discussão
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Working papers / Financial Institutions Center
6
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5
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4
Finmap working paper
3
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3
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3
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3
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2
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2
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2
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2
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1
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1
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1
FinMaP-Working Paper
1
Handbook of economic forecasting ; Vol. 1
1
IRTG 1792 Discussion Paper
1
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1
Working paper series / European Central Bank ; Eurosystem
1
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1
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ECONIS (ZBW)
154
EconStor
15
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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
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