//--> //--> //--> //-->
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
~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
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
Managing trade : evidence from...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
13
Schätzung
13
Volatility
12
Volatilität
12
USA
9
United States
9
Forecasting model
7
Prognoseverfahren
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Share price
6
Stochastic process
4
Stochastischer Prozess
4
Time series analysis
4
Zeitreihenanalyse
4
Estimation theory
3
Risiko
3
Risk
3
Schätztheorie
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Analysis
2
Causality analysis
2
Gold
2
Immobilienpreis
2
Kausalanalyse
2
Leverage effects
2
Mathematical analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Multivariate stochastic volatility
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Patent
2
Real estate price
2
Realized volatility
2
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Gupta, Rangan
McAleer, Michael
Wang, Yazhen
Huang, Jikun
30
Rozelle, Scott
24
Li, Shi
19
Fleisher, Belton M.
18
Todorov, Viktor
15
Heerink, Nico
13
Zhang, Xiaobo
13
Smyth, Russell
12
Wu, Yanrui
12
Bollerslev, Tim
11
Zhang, Linxiu
11
Qin, Xuezheng
10
Song, Shunfeng
10
Wang, Xiaobing
10
Yao, Shujie
10
Yu, Xiaohua
10
Zhao, Zhong
10
Holz, Carsten A.
9
Knight, John B.
9
Linton, Oliver
9
Tauchen, George Eugene
9
Wan, Guanghua
9
Gan, Li
8
Gustafsson, Björn
8
Pesaran, M. Hashem
8
Phillips, Peter C. B.
8
Shi, Yaojiang
8
Slottje, Daniel Jonathan
8
Song, Yang
8
Su, Liangjun
8
Tao, Zhigang
8
Wei, Chu
8
Woo, Wing Thye
8
Xie, Lunyu
8
Yang, Chih-Hai
8
Zhang, Chengsi
8
Groenewold, Nicolaas
7
Heckman, James J.
7
Hsiao, Cheng
7
more ...
less ...
Published in...
All
China economic review : an international journal
Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Econometric Institute research papers
71
Department of Economics working paper series
57
Discussion paper / Tinbergen Institute
46
Working paper
36
Working papers / University of Connecticut, Department of Economics
25
Applied economics
22
The North American journal of economics and finance : a journal of financial economics studies
22
Tinbergen Institute Discussion Paper
19
Finance research letters
15
International review of economics & finance : IREF
12
Research in international business and finance
11
Energy economics
10
Journal of risk and financial management : JRFM
10
Economics letters
9
Applied economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Annals of financial economics
7
Economic modelling
7
International journal of finance & economics : IJFE
7
Journal of forecasting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Econometric reviews
5
Journal of macroeconomics
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
The journal of real estate finance and economics
5
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
5
Applied financial economics
4
Econometric Institute Research Papers
4
Journal of Risk and Financial Management
4
Journal of multinational financial management
4
Risks : open access journal
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Structural change and economic dynamics : SC+ED
4
Defence and peace economics
3
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
2
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
3
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
7
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
8
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
9
Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty
Christou, Christina
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 243-248
Persistent link: https://www.econbiz.de/10012417600
Saved in:
10
Comparing the forecasting ability of financial conditions indices : the case of South Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Van Eyden, Reneé
; …
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 245-259
Persistent link: https://www.econbiz.de/10012035015
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->