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
~person:"Gupta, Rangan"
~person:"Li, Yan"
~subject:"Forecasting"
~subject:"Oil price"
~subject:"World"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting
Oil price
World
Volatility
38
Volatilität
38
Forecasting model
34
Prognoseverfahren
34
Capital income
25
Kapitaleinkommen
25
Realized volatility
23
Welt
18
Aktienmarkt
16
Stock market
16
Estimation
15
Schätzung
15
Börsenkurs
13
Forecast
13
Prognose
13
Share price
13
realized volatility
13
ARCH model
11
ARCH-Modell
11
Ölpreis
9
forecasting
8
Risiko
7
Risk
7
USA
7
United States
7
Anlageverhalten
6
Behavioural finance
6
Time series analysis
6
Zeitreihenanalyse
6
Gold
5
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Immobilienfonds
4
Real estate fund
4
Regression analysis
4
more ...
less ...
Online availability
All
Undetermined
18
Free
7
Type of publication
All
Article
18
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
25
Author
All
Gupta, Rangan
Li, Yan
Pierdzioch, Christian
17
Ma, Feng
15
Chevallier, Julien
10
McAleer, Michael
8
Sévi, Benoît
8
Bollerslev, Tim
7
Ji, Qiang
7
Nonejad, Nima
7
Degiannakis, Stavros
6
Filis, George
6
Gillas, Konstantinos Gkillas
6
Liang, Chao
6
Andersen, Torben G.
5
Diebold, Francis X.
5
Liao, Yin
5
Lyócsa, Štefan
5
Vega, Clara
5
Bonato, Matteo
4
Cesa-Bianchi, Ambrogio
4
Molnár, Peter
4
Patton, Andrew J.
4
Pesaran, M. Hashem
4
Rebucci, Alessandro
4
Scharth, Marcel
4
Todorova, Neda
4
Allen, David E.
3
Bouri, Elie
3
Buncic, Daniel
3
Demirer, Rıza
3
Gong, Xu
3
Lu, Xinjie
3
Luo, Jiawen
3
Suleman, Muhammad Tahir
3
Wahab, M. I. M.
3
Wang, Jiqian
3
Xu, Yongdeng
3
Zhang, Yaojie
3
Bannouh, Karim
2
more ...
less ...
Published in...
All
Department of Economics working paper series
7
Finance research letters
4
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Energy economics
1
Financial innovation : FIN
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of the Operational Research Society
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
11
-
20
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Saved in:
12
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:
13
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:
14
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:
15
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
16
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:
17
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
18
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
19
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
20
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
First
Prev
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
