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~person:"Gupta, Rangan"
~person:"Ledoit, Olivier"
~subject:"ARCH model"
~subject:"Volatility"
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ARCH model
Volatility
Forecasting model
168
Prognoseverfahren
168
Estimation
151
Schätzung
151
Volatilität
146
United States
143
USA
141
Börsenkurs
107
Share price
107
Theorie
105
Capital income
102
Kapitaleinkommen
102
Theory
102
Risiko
90
Risk
90
Stock market
80
Aktienmarkt
78
Welt
78
World
78
South Africa
75
Time series analysis
75
Zeitreihenanalyse
75
Forecasting
73
Immobilienpreis
65
Real estate price
65
Inflation
59
ARCH-Modell
58
Oil price
58
VAR model
57
VAR-Modell
56
Ölpreis
56
Monetary policy
54
Südafrika
53
Causality analysis
52
Kausalanalyse
52
Geldpolitik
44
Economic growth
43
Cointegration
42
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70
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Article
82
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79
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82
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82
Arbeitspapier
75
Graue Literatur
75
Non-commercial literature
75
Working Paper
75
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English
159
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2
Author
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Gupta, Rangan
Ledoit, Olivier
McAleer, Michael
137
Caporale, Guglielmo Maria
59
Chang, Chia-Lin
58
Bouri, Elie
51
Pierdzioch, Christian
51
Hammoudeh, Shawkat
50
Ma, Feng
50
Bahmani-Oskooee, Mohsen
46
Tiwari, Aviral Kumar
44
Bollerslev, Tim
36
Mensi, Walid
34
Engle, Robert F.
33
Lux, Thomas
33
Salisu, Afees A.
33
Spagnolo, Nicola
32
Teräsvirta, Timo
31
Wohar, Mark E.
31
Caporin, Massimiliano
30
Demirer, Rıza
30
Allen, David E.
29
Shephard, Neil G.
29
Kang, Sang Hoon
27
Gil-Alaña, Luis A.
26
Hegerty, Scott W.
26
Miller, Stephen M.
26
Asai, Manabu
25
Balcilar, Mehmet
25
Karanasos, Menelaos
25
Conrad, Christian
24
Hafner, Christian M.
24
Wang, Yudong
24
McMillan, David G.
23
Mumtaz, Haroon
23
Xuan Vinh Vo
23
Aizenman, Joshua
22
Chevallier, Julien
22
Chiarella, Carl
22
Christoffersen, Peter F.
22
Hamori, Shigeyuki
22
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Department of Economics, Faculty of Economic and Management Sciences
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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Department of Economics working paper series
57
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / University of Zurich, Department of Economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
5
Economics letters
5
Applied economics
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Working papers / University of Connecticut, Department of Economics
3
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
Applied financial economics
1
CREATES research paper
1
Computational economics
1
Econometric Institute research papers
1
Economics working paper
1
Economics, management and financial markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics and economic policy : IEEP
1
Journal of applied economics
1
Journal of international commerce, economics and policy
1
Research in international business and finance
1
The journal of real estate finance and economics
1
The review of economics and statistics
1
University of Zurich, Department of Economics, Working Paper
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
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ECONIS (ZBW)
159
RePEc
2
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11
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:
12
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:
13
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:
14
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:
15
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:
16
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
17
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:
18
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:
19
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:
20
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:
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