//--> //--> //--> //-->
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
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital market returns
Forecasting model
Volatilität
7,169
Volatility
7,161
Theorie
2,378
Theory
2,378
Estimation
1,722
Schätzung
1,722
Börsenkurs
1,373
Share price
1,371
USA
1,184
United States
1,183
Capital income
972
Kapitaleinkommen
972
Wechselkurs
891
Exchange rate
888
Welt
866
World
866
ARCH model
826
ARCH-Modell
826
Time series analysis
718
Zeitreihenanalyse
718
Stochastic process
717
Stochastischer Prozess
717
Prognoseverfahren
632
Aktienmarkt
599
Stock market
593
Business cycle
585
Konjunktur
584
Schock
471
Shock
471
Financial market
464
Finanzmarkt
464
Risk
441
Risiko
439
Optionspreistheorie
429
Option pricing theory
428
Geldpolitik
406
Monetary policy
400
Risikoprämie
324
Risk premium
323
more ...
less ...
Online availability
All
Free
579
Undetermined
47
Type of publication
All
Book / Working Paper
738
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
2,519
Aufsatz in Zeitschrift
2,519
Graue Literatur
738
Arbeitspapier
683
Working Paper
683
Aufsatz im Buch
89
Book section
89
Hochschulschrift
78
Thesis
57
Collection of articles written by one author
27
Sammlung
27
Collection of articles of several authors
25
Sammelwerk
25
Aufsatzsammlung
13
Conference paper
9
Konferenzbeitrag
9
Bibliografie enthalten
5
Bibliography included
5
Lehrbuch
5
Systematic review
5
Textbook
5
Übersichtsarbeit
5
Konferenzschrift
4
Festschrift
3
Handbook
3
Handbuch
3
Bibliografie
2
Conference proceedings
2
Reprint
2
Rezension
2
Case study
1
Fallstudie
1
Nachschlagewerk
1
Reference book
1
more ...
less ...
Language
All
English
736
German
1
French
1
Author
All
McAleer, Michael
63
Gupta, Rangan
43
Lux, Thomas
18
Bollerslev, Tim
17
Pierdzioch, Christian
16
Chang, Chia-Lin
15
Asai, Manabu
14
Clements, Adam
14
Caporin, Massimiliano
12
Diebold, Francis X.
12
Salisu, Afees A.
11
Dijk, Dick van
10
Medeiros, Marcelo C.
10
Allen, David E.
9
Andersen, Torben
9
Bonato, Matteo
9
Carriero, Andrea
9
Clark, Todd E.
9
Koopman, Siem Jan
9
Marcellino, Massimiliano
9
Baumeister, Christiane
8
Christoffersen, Peter F.
8
Martin, Gael M.
7
Zhang, Bo
7
Ҫepni, Oğuzhan
7
Bouri, Elie
6
Chan, Joshua
6
Craig, Ben R.
6
Gallo, Giampiero M.
6
Hol Uspensky, Eugenie
6
Huber, Florian
6
Karmakar, Sayar
6
Nason, James Michael
6
Ravazzolo, Francesco
6
Segnon, Mawuli
6
Bao Hoang Nguyen
5
Cepni, Oguzhan
5
Daníelsson, Jón
5
Delle Monache, Davide
5
Ghysels, Eric
5
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Brown University / Department of Economics
2
Federal Reserve Bank of San Francisco
2
Institute of Finance and Accounting <London>
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve Bank of Cleveland
1
National Bureau of Economic Research
1
Rodney L. White Center for Financial Research
1
Stanford Institute for Economic Policy Research
1
University of Exeter / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
44
Department of Economics working paper series
38
Working paper
32
Econometric Institute research papers
27
Working paper / National Bureau of Economic Research, Inc.
22
CAMA working paper series
17
CREATES research paper
17
Finance and economics discussion series
14
NCER working paper series
13
Working papers
13
Discussion paper / Centre for Economic Policy Research
11
Discussion papers / CEPR
11
CESifo working papers
10
CFS working paper series
10
Research paper series / Swiss Finance Institute
10
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working papers on finance
9
Discussion paper
8
IES working paper
8
SFB 649 discussion paper
8
Staff reports / Federal Reserve Bank of New York
8
Cambridge working papers in economics
7
Economics working paper
7
Working paper series / European Central Bank
7
Finmap working paper
6
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
5
ECON PhD dissertations
5
Federal Reserve Bank of Cleveland working paper series
5
International finance discussion papers
5
Kiel working paper
5
Staff working paper / Bank of Canada
5
Swiss Finance Institute Research Paper
5
Working papers / Bank for International Settlements
5
Working papers / Financial Institutions Center
5
CAMP working paper series
4
DEMB working paper series
4
Discussion paper / Deutsche Bundesbank
4
Discussion papers in economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
738
Showing
1
-
10
of
738
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Aggregating sentiment in Europe : the relationship with volatility and returns
Gambarelli, Luca
;
Muzzioli, Silvia
-
2023
Persistent link: https://www.econbiz.de/10014516165
Saved in:
2
Predicting exchange rate in India : a non-parametric causality-in-quantiles approach
Jaiswal, Seema
-
2022
Persistent link: https://www.econbiz.de/10013402148
Saved in:
3
Expectations and term premia in EFSF bond yields
Carriero, Andrea
;
Ricci, Lorenzo
;
Vangelista, Elisabetta
-
2022
Persistent link: https://www.econbiz.de/10013384831
Saved in:
4
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:
5
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:
6
The hybrid forecast of S&P 500 volatility ensembled from VIX, GARCH and LSTM models
Roszyk, Natalia
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634883
Saved in:
7
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:
8
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
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
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:
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...
//-->