//--> //--> //--> //-->
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:"Wohar, Mark E."
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
Volatility and Compounding Eff...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
67
Share price
67
Capital income
66
Kapitaleinkommen
66
Volatility
56
Volatilität
56
Estimation
47
Schätzung
47
Aktienmarkt
41
Forecasting model
41
Prognoseverfahren
41
Stock market
41
USA
33
United States
33
Welt
26
World
26
Theorie
20
Theory
20
Risk
15
Risiko
14
VAR model
14
VAR-Modell
14
Risikoprämie
13
Risk premium
13
Forecast
11
Oil price
11
Prognose
11
Schock
11
Shock
11
Ölpreis
11
Dividend
10
Dividende
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Time series analysis
10
Zeitreihenanalyse
10
ARCH model
9
ARCH-Modell
9
Großbritannien
9
Impact assessment
9
more ...
less ...
Online availability
All
Undetermined
69
Free
24
Type of publication
All
Article
105
Book / Working Paper
24
Type of publication (narrower categories)
All
Article in journal
105
Aufsatz in Zeitschrift
105
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
129
Author
All
Wohar, Mark E.
McAleer, Michael
519
Caporale, Guglielmo Maria
411
Gupta, Rangan
381
Bekaert, Geert
220
Campbell, John Y.
218
Zaremba, Adam
217
Harvey, Campbell R.
190
Pierdzioch, Christian
186
Bollerslev, Tim
181
Diebold, Francis X.
180
Bali, Turan G.
179
Fabozzi, Frank J.
174
Chang, Chia-Lin
169
McMillan, David G.
169
Faff, Robert W.
166
Engle, Robert F.
163
Guidolin, Massimo
162
Narayan, Paresh Kumar
157
Timmermann, Allan
151
Allen, David E.
150
Zhou, Guofu
150
Stambaugh, Robert F.
149
Hautsch, Nikolaus
148
Hens, Thorsten
146
Stulz, René M.
146
Madan, Dilip B.
145
Bouri, Elie
143
Lo, Andrew W.
139
Ang, Andrew
138
Gil-Alaña, Luis A.
138
Härdle, Wolfgang
133
Zhang, Lu
132
Hammoudeh, Shawkat
131
Caporin, Massimiliano
130
Magni, Carlo Alberto
129
Chiarella, Carl
126
Tiwari, Aviral Kumar
123
Lucey, Brian M.
120
Lux, Thomas
120
more ...
less ...
Institution
All
Society for Computational Economics - SCE
1
Published in...
All
International review of economics & finance : IREF
10
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
7
Finance research letters
7
Applied economics
5
Applied financial economics
5
The European journal of finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Journal of international financial markets, institutions & money
3
Discussion paper series / IZA
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of financial analysis
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of international money and finance
2
Journal of multinational financial management
2
Macroeconomic dynamics
2
Open economies review
2
Research in international business and finance
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of real estate finance and economics
2
Working papers / University of Connecticut, Department of Economics
2
Applied economics letters
1
Computing in Economics and Finance 2005
1
Department of Economics working paper series
1
Economic & financial review
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Economics and Business Letters : EBL
1
IZA Discussion Paper
1
Indian economic review : official journal of Delhi School of Economics
1
Journal of central banking theory and practice
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of forecasting
1
Journal of macroeconomics
1
more ...
less ...
Source
All
ECONIS (ZBW)
128
RePEc
1
Showing
1
-
10
of
129
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
2
Structural breaks in
volatility
: the case of Chinese stock returns
Ni, Jinlan
;
Wohar, Mark E.
;
Wang, Beichen
- In:
The Chinese economy
49
(
2016
)
2
,
pp. 81-93
Persistent link: https://www.econbiz.de/10011619799
Saved in:
3
Structural breaks in
volatility
: the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
4
Predicting asset returns in the BRICS : the role of macroeconomic and fundamental predictors
Sousa, Ricardo M.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 122-143
Persistent link: https://www.econbiz.de/10011624662
Saved in:
5
Does economic policy uncertainty predict exchange rate returns and
volatility
? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
6
Differences of opinion and stock market
volatility
: evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
7
Exchange rate returns and
volatility
: the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
8
The role of term spread and pattern changes in predicting stock returns and
volatility
of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
9
The role of monetary policy uncertainty in predicting equity market
volatility
of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
10
Time-varying rare disaster risks, oil returns and
volatility
Demirer, Rıza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, …
- In:
Energy economics
75
(
2018
),
pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
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...
//-->