//--> //--> //-->
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:"Department of Economics working paper series"
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
Measuring volatility with the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
8
Volatilität
8
Forecasting model
7
Prognoseverfahren
7
Realized volatility
6
Capital income
5
Forecasting
5
Kapitaleinkommen
5
Welt
5
World
5
Aktienmarkt
4
Stock market
4
Börsenkurs
3
Forecast
3
Prognose
3
Share price
3
ARCH model
2
ARCH-Modell
2
Agricultural commodities
2
Anlageverhalten
2
Behavioural finance
2
Bubbles
2
Business applications
2
Estimation
2
Immobilienfonds
2
Oil price
2
Real estate fund
2
Realized Volatility
2
Risiko
2
Risk
2
Schätzung
2
Spekulationsblase
2
State-level investor sentiment
2
State-level stock markets
2
Ölpreis
2
Agrarpreis
1
Agricultural price
1
Climate change
1
Climate risks
1
Commodity price
1
more ...
less ...
Online availability
All
Free
8
Undetermined
1
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
9
Author
All
Gupta, Rangan
9
Pierdzioch, Christian
7
Bonato, Matteo
3
Nielsen, Joshua
2
Ҫepni, Oğuzhan
2
Bouri, Elie
1
Cepni, Oguzhan
1
Ji, Qiang
1
Ma, Feng
1
Nel, Jacobus
1
Ogbonna, Ahamuefula Ephraim
1
Plakandaras, Vasilios
1
Salisu, Afees A.
1
Wang, Jiqian
1
Çepni, Oğuzhan
1
more ...
less ...
Published in...
All
Department of Economics working paper series
CREATES Research Papers
66
Journal of econometrics
56
Finance research letters
39
International journal of forecasting
26
Energy economics
25
Journal of empirical finance
25
International review of economics & finance : IREF
24
Journal of Risk and Financial Management
24
Journal of financial econometrics
24
Economic modelling
23
Journal of forecasting
23
Journal of risk and financial management : JRFM
22
The North American journal of economics and finance : a journal of financial economics studies
21
Applied economics letters
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Quantitative finance
19
Physica A: Statistical Mechanics and its Applications
18
International review of financial analysis
17
CFS Working Paper Series
16
Research in international business and finance
16
SFB 649 Discussion Paper
16
Applied economics
15
Economics letters
15
Econometrics
14
Journal of banking & finance
14
Journal of international financial markets, institutions & money
14
Working Papers / Schweizerische Nationalbank (SNB)
13
Econometrics : open access journal
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
SFB 649 Discussion Papers
12
Working Paper
12
Discussion paper / Tinbergen Institute
11
MPRA Paper
11
Working Papers / Duke University, Department of Economics
11
Working paper
11
CFS Working Paper
10
CIRANO Working Papers
10
Econometric Reviews
10
Econometric reviews
10
Tinbergen Institute Discussion Paper
10
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
2
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
3
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
4
Financial stress and realized volatility : the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317311
Saved in:
5
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:
6
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
7
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
8
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->