//--> //--> //--> //-->
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:"Gupta, Rangan"
~person:"Kunst, Robert M."
~person:"Timmermann, Allan"
~subject:"Time series analysis"
~subject:"Volatilität"
~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: economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatilität
Prognoseverfahren
131
Forecasting model
123
Theorie
115
Schätzung
106
Theory
104
Estimation
98
USA
94
United States
90
Zeitreihenanalyse
84
Volatility
68
Börsenkurs
59
Share price
57
Capital income
50
Kapitaleinkommen
50
Welt
39
World
39
Risiko
38
Risk
38
Aktienmarkt
37
Stock market
36
Großbritannien
29
Prognose
29
Forecasting
28
Climate change
25
Klimawandel
25
ARCH-Modell
24
Inflation
24
ARCH model
23
Immobilienpreis
23
Real estate price
23
United Kingdom
23
Forecast
21
Kointegration
21
Statistischer Test
20
Modellierung
19
Bayes-Statistik
18
Cointegration
18
VAR-Modell
18
more ...
less ...
Online availability
All
Free
109
Undetermined
13
Type of publication
All
Book / Working Paper
133
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
130
Graue Literatur
130
Non-commercial literature
130
Article in journal
128
Aufsatz in Zeitschrift
128
Collection of articles of several authors
4
Sammelwerk
4
Handbook
2
Handbuch
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
133
Author
All
Gupta, Rangan
Kunst, Robert M.
Timmermann, Allan
McAleer, Michael
101
Caporale, Guglielmo Maria
76
Phillips, Peter C. B.
62
Gil-Alaña, Luis A.
56
Teräsvirta, Timo
56
Johansen, Søren
49
Nielsen, Morten Ørregaard
49
Pierdzioch, Christian
42
Pesaran, M. Hashem
38
Chang, Chia-Lin
34
Franses, Philip Hans
33
Swanson, Norman R.
31
Kapetanios, George
30
Shephard, Neil G.
29
Taylor, Robert
27
Allen, David E.
26
Härdle, Wolfgang
25
Lux, Thomas
25
Marcellino, Massimiliano
23
Miller, Stephen M.
23
Dijk, Herman K. van
22
Harvey, Andrew C.
22
Koop, Gary
22
Bollerslev, Tim
21
Aizenman, Joshua
20
Christensen, Bent Jesper
20
Döpke, Jörg
20
Croux, Christophe
19
Dijk, Dick van
19
Grassi, Stefano
19
Nielsen, Bent
19
Robinson, Peter M.
19
Yu, Jun
19
Buch, Claudia M.
18
Cavaliere, Giuseppe
18
Hendry, David F.
18
Maravall Herrero, Agustín
18
more ...
less ...
Institution
All
Institut für Höhere Studien
2
University of Cambridge / Department of Applied Economics
2
Birkbeck College / Department of Economics
1
Federal Reserve Bank of St. Louis
1
Forschungsinstitut zur Zukunft der Arbeit
1
University of Cambridge / Faculty of Economics
1
Published in...
All
Department of Economics working paper series
52
IHS economics series : working paper
22
Reihe Ökonomie
16
Working papers / University of Connecticut, Department of Economics
10
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
4
Cambridge working papers in economics
3
Reihe Ökonomie / Economics Series
3
Working papers / Brandeis University, Department of Economics and International Business School
3
Discussion paper / Department of Economics, University of California San Diego
2
Global Research Unit working paper
2
CREATES research paper
1
Cardiff economics working papers
1
Discussion paper in financial economics : FE
1
Discussion paper series / IZA
1
Econometric Institute research papers
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics working paper
1
Finance and economics discussion series
1
Working paper
1
Working paper series / Charles University, Center for Economic Research and Graduate Education ; Academy of Sciences of the Czech Republic, Economics Institute, CERGE-EI
1
Working papers / Department of Economics, University of Vienna
1
more ...
less ...
Source
All
ECONIS (ZBW)
130
EconStor
3
Showing
1
-
10
of
133
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
6
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:
7
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:
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:
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...
//-->