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
~subject:"Volatility"
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
Small sample properties of alt...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Forecasting model
49
Prognoseverfahren
49
Theorie
48
Theory
48
Stock market
32
Aktienmarkt
30
Efficient market hypothesis
30
Effizienzmarkthypothese
30
Capital income
29
Kapitaleinkommen
29
Estimation
27
Schätzung
27
Bootstrap approach
25
Bootstrap-Verfahren
25
Börsenkurs
23
Share price
23
Portfolio selection
22
Portfolio-Management
22
USA
22
Time series analysis
21
United States
21
Zeitreihenanalyse
21
Volatilität
16
Welt
16
World
16
Einheitswurzeltest
15
Statistical test
15
Statistischer Test
15
Unit root test
15
France
14
Frankreich
14
Frühindikator
14
Leading indicator
14
National income
14
Nationaleinkommen
14
Business cycle
12
ARCH model
11
ARCH-Modell
11
Economic growth
11
more ...
less ...
Online availability
All
Undetermined
6
Free
4
Type of publication
All
Article
12
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Forschungsbericht
1
more ...
less ...
Language
All
English
16
Undetermined
1
Author
All
Charles, Amélie
13
Darné, Olivier
10
Kim, Jae H.
4
Chua, Chew Lian
2
Clements, Michael P.
2
Suardi, Sandy
2
Doucouliagos, Chris
1
Galvão, Ana Beatritz
1
Galvão, Ana Beatriz C.
1
Pop, Adrian
1
Shamsuddin, Abdul
1
Tripier, Fabien
1
more ...
less ...
Published in...
All
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Applied economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
European journal of operational research : EJOR
1
International Conference of the French Finance Association (AFFI), May 11-13, 2011
1
Journal of Banking & Finance
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of forecasting
1
Warwick economic research papers
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series ...
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
RePEc
1
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.
;
Galvão, Ana Beatriz C.
;
Kim, Jae H.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 729-750
Persistent link: https://www.econbiz.de/10003759766
Saved in:
2
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003395894
Saved in:
3
Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul
;
Kim, Jae H.
- In:
Economics letters
136
(
2015
),
pp. 129-132
Persistent link: https://www.econbiz.de/10011435995
Saved in:
4
Realized volatility and correlation in grain futures markets : testing for spill-over effects
Kim, Jae H.
;
Doucouliagos, Chris
-
2005
Persistent link: https://www.econbiz.de/10003147017
Saved in:
5
Large shocks in the volatility of the Dow Jones Industrial Average index : 1928 - 2013
Charles, Amélie
;
Darné, Olivier
- In:
Journal of banking & finance
43
(
2014
),
pp. 188-199
Persistent link: https://www.econbiz.de/10010410009
Saved in:
6
Outliers and GARCH models in financial data
Charles, Amélie
;
Darné, Olivier
- In:
Economics letters
86
(
2005
)
3
,
pp. 347-352
Persistent link: https://www.econbiz.de/10002680067
Saved in:
7
On the pernicious effects of oil price uncertainty on US real economic activities
Charles, Amélie
;
Chua, Chew Lian
;
Darné, Olivier
; …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2689-2715
Persistent link: https://www.econbiz.de/10012498637
Saved in:
8
On the pernicious effects of oil price uncertainty on U.S. real cconomic activities
Charles, Amélie
;
Chua, Chew Lian
;
Darné, Olivier
; …
-
2016
Persistent link: https://www.econbiz.de/10011613241
Saved in:
9
Uncertainty and the macroeconomy : evidence from an uncertainty composite indicator
Charles, Amélie
;
Darné, Olivier
;
Tripier, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012059527
Saved in:
10
Volatility estimation for Bitcoin : replication and robustness
Charles, Amélie
;
Darné, Olivier
- In:
International economics : a journal published by CEPII …
157
(
2019
),
pp. 23-32
Persistent link: https://www.econbiz.de/10012318682
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
