//--> //--> //-->
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:"International journal of forecasting"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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 Openness and Volatili...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Volatility
3
Volatilität
3
ARCH model
2
Forecasting model
2
Geopolitical risks
2
Geopolitics
2
Geopolitik
2
Prognoseverfahren
2
Aktienmarkt
1
Börsenkurs
1
Capital income
1
Co-volatility
1
Commodity derivative
1
Commodity markets
1
EPA tests
1
Estimation
1
Forecasting
1
Gold
1
Jumps
1
Kapitaleinkommen
1
Leverage effects
1
Markov chain
1
Markov-Kette
1
Markov-switching GARCH-MIDAS
1
Model confidence sets
1
Realized covariance
1
Rohstoffderivat
1
Schätzung
1
Share price
1
Spillover effect
1
Spillover effects
1
Spillover-Effekt
1
Stock market
1
Theorie
1
Theory
1
Volatility forecasts
1
Welt
1
World
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Gupta, Rangan
McAleer, Michael
Wang, Yudong
4
Zhang, Yaojie
4
Ma, Feng
3
Catania, Leopoldo
2
Chen, Cathy W. S.
2
Cipollini, Fabrizio
2
Gallo, Giampiero M.
2
Gerlach, Richard
2
He, Mengxi
2
Lyócsa, Štefan
2
Rombouts, Jeroen V. K.
2
Ruiz, Esther
2
Taylor, James W.
2
Wahab, M. I. M.
2
Wu, Chongfeng
2
Almeida, Daniel de
1
Amendola, Alessandra
1
Asai, Manabu
1
Awartani, Basel M. A.
1
Bagnato, Luca
1
Baker, Paul L.
1
Bams, Dennis
1
Bauwens, Luc
1
Becker, Ralf
1
Blanchard, Gildas
1
Boudt, Kris
1
Braione, Manuela
1
Breitung, Jörg
1
Brownlees, Christian
1
Buncic, Daniel
1
Candila, Vincenzo
1
Chen, Langnan
1
Chen, Qian
1
Clements, Adam
1
Corradi, Valentina
1
Croux, Christophe
1
Daníelsson, Jón
1
Demetrescu, Matei
1
Doolan, M. B.
1
more ...
less ...
Published in...
All
International journal of forecasting
Econometric Institute research papers
36
Department of Economics working paper series
23
Discussion paper / Tinbergen Institute
21
Working paper
16
The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
5
Journal of risk and financial management : JRFM
4
Econometric reviews
3
Econometrics : open access journal
3
Economics letters
3
Finance research letters
3
Finmap working paper
3
International review of economics & finance : IREF
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Defence and peace economics
2
Economic modelling
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Contributions to economic analysis
1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economics and Business Letters : EBL
1
Economics working paper
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global Research Unit working paper
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of economics and finance
1
Journal of forecasting
1
Journal of multinational financial management
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting
volatility
and co-
volatility
of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Forecasting stock market
volatility
with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->