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~person:"Wohar, Mark E."
~subject:"ARCH model"
~subject:"Forecasting model"
~subject:"Nonparametric statistics"
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Search: subject:"Volatilität"
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ARCH model
Forecasting model
Nonparametric statistics
Volatility
56
Volatilität
56
Börsenkurs
25
Share price
25
Estimation
24
Schätzung
24
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19
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19
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Wohar, Mark E.
McAleer, Michael
165
Gupta, Rangan
150
Ma, Feng
86
Bollerslev, Tim
75
Chang, Chia-Lin
68
Bouri, Elie
59
Diebold, Francis X.
57
Pierdzioch, Christian
50
Caporin, Massimiliano
42
Andersen, Torben
40
Engle, Robert F.
40
McMillan, David G.
40
Zhang, Yaojie
40
Wang, Yudong
37
Asai, Manabu
36
Caporale, Guglielmo Maria
34
Bauwens, Luc
33
Liang, Chao
33
Salisu, Afees A.
33
Christoffersen, Peter F.
32
Kumar, Dilip
32
Wei, Yu
32
Clark, Todd E.
31
Clements, Adam
29
Gallo, Giampiero M.
28
Koopman, Siem Jan
28
Hammoudeh, Shawkat
27
Hansen, Peter Reinhard
27
Lux, Thomas
27
Conrad, Christian
26
Degiannakis, Stavros
26
Hafner, Christian M.
26
Demirer, Rıza
25
Herwartz, Helmut
25
Teräsvirta, Timo
25
Todorov, Viktor
25
Ghysels, Eric
24
Tiwari, Aviral Kumar
24
Kang, Sang Hoon
23
Maheu, John M.
23
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The North American journal of economics and finance : a journal of financial economics studies
4
Energy economics
2
International review of economics & finance : IREF
2
Journal of international financial markets, institutions & money
2
The European journal of finance
2
Department of Economics working paper series
1
Economics and Business Letters : EBL
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of multinational financial management
1
Open economies review
1
The Chinese economy
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
22
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1
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
2
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
3
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
4
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
5
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
6
High-frequency volatility forecasting of US housing markets
Segnon, Mawuli
;
Gupta, Rangan
;
Lesame, Keagile
;
Wohar, …
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
Saved in:
7
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
8
Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
9
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
10
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
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