//--> //--> //-->
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:"Salisu, Afees A."
~subject:"Aktienmarkt"
~subject:"Capital market returns"
~subject:"Forecasting model"
~type_genre:"Non-commercial literature"
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_exact:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Capital market returns
Forecasting model
Volatility
12
Volatilität
12
Prognoseverfahren
10
ARCH model
7
ARCH-Modell
7
Börsenkurs
7
Share price
7
Capital income
6
GARCH-MIDAS
6
Kapitaleinkommen
6
Welt
5
World
5
Forecasting
4
Oil price
4
Stock market
4
Ölpreis
4
Energiemarkt
3
Energy market
3
Estimation
3
Industrialized countries
3
Industrieländer
3
Risiko
3
Risk
3
Schätzung
3
USA
3
United States
3
forecasting
3
Aktienindex
2
Daily State-Level Stock Returns Volatility
2
Gold
2
Monthly Oil Price and Energy Market Uncertainties
2
Stock index
2
Theorie
2
Theory
2
Bitcoin prices
1
Bruttoinlandsprodukt
1
DFM-SV
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
10
Graue Literatur
10
Working Paper
10
Language
All
English
10
Author
All
Salisu, Afees A.
McAleer, Michael
63
Gupta, Rangan
48
Caporale, Guglielmo Maria
27
Bollerslev, Tim
21
Diebold, Francis X.
20
Lux, Thomas
20
Pierdzioch, Christian
18
Clements, Adam
17
Spagnolo, Nicola
16
Chang, Chia-Lin
15
Asai, Manabu
14
Caporin, Massimiliano
13
Dijk, Dick van
13
Allen, David E.
10
Koopman, Siem Jan
10
Medeiros, Marcelo C.
10
Andersen, Torben
9
Bekaert, Geert
9
Bonato, Matteo
9
Carriero, Andrea
9
Clark, Todd E.
9
Hale, Galina
9
Kočenda, Evžen
9
Marcellino, Massimiliano
9
Razin, Asaf
9
Tong, Hui
9
Yılmaz, Kamil
9
Baumeister, Christiane
8
Beirne, John
8
Christoffersen, Peter F.
8
Daníelsson, Jón
8
Engle, Robert F.
8
Rodriguez, Gabriel
8
Schulze-Ghattas, Marianne
8
Baruník, Jozef
7
Guo, Hui
7
Hoerova, Marie
7
Lettau, Martin
7
Ludvigson, Sydney C.
7
more ...
less ...
Published in...
All
Department of Economics working paper series
9
Global Research Unit working paper
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
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
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
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:
4
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
5
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
6
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
7
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
8
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
9
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270178
Saved in:
10
Forecasting output growth of advanced economies over eight centuries : the role of gold market volatility as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, …
-
2021
Persistent link: https://www.econbiz.de/10012622272
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->