//--> //--> //--> //-->
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:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~isPartOf:"The review of financial studies"
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
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
525
Volatilität
434
Theorie
153
Theory
153
Forecasting model
140
Prognoseverfahren
140
USA
133
United States
133
Capital income
130
Kapitaleinkommen
130
Börsenkurs
121
Share price
121
ARCH model
103
ARCH-Modell
102
Estimation
92
Schätzung
92
Stock market
87
Aktienmarkt
85
volatility
83
Time series analysis
69
Zeitreihenanalyse
69
Exchange rate
39
Risk
38
Wechselkurs
36
Risiko
35
Welt
33
World
33
Portfolio selection
32
Portfolio-Management
32
Stochastic process
30
Stochastischer Prozess
30
GARCH
29
Risikoprämie
29
Risk premium
29
Spillover effect
26
Spillover-Effekt
26
Oil price
25
CAPM
24
Correlation
24
Ölpreis
24
more ...
less ...
Online availability
All
Undetermined
242
Free
171
Type of publication
All
Article
437
Book / Working Paper
171
Type of publication (narrower categories)
All
Article in journal
437
Aufsatz in Zeitschrift
437
Language
All
English
437
Undetermined
171
Author
All
Gupta, Rangan
10
Bouri, Elie
9
Caiado, Jorge
6
Onour, Ibrahim
6
Roubaud, David
6
Crato, Nuno
5
Masih, Mansur
5
Sinha, Pankaj
5
Clements, Adam
4
Lanne, Markku
4
McAleer, Michael
4
Ahmed, Walid M. A.
3
Camilleri, Silvio John
3
Corbet, Shaen
3
Dima, Bogdan
3
Dumitriu, Ramona
3
Gallo, Giampiero M.
3
Gerlach, Richard
3
Ghiba, Nicolae
3
González-Rivera, Gloria
3
Han, Yufeng
3
Lucas, André
3
Lucey, Brian M.
3
Ma, Feng
3
Malik, Farooq
3
Mapa, Dennis S.
3
Salisu, Afees A.
3
Schwartz, Eduardo S.
3
Shahzad, Syed Jawad Hussain
3
Stefanescu, Razvan
3
Taylor, James W.
3
Taylor, Nicholas
3
Trolle, Anders B.
3
Viceira, Luis M.
3
Wang, Yudong
3
Zhang, Yaojie
3
Aguero-Granados, M. A.
2
Akdal, Sinan
2
Antonakakis, Nikolaos
2
Apergēs, Nikolaos
2
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
171
Published in...
All
MPRA Paper
International journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The review of financial studies
Energy economics
598
Finance research letters
514
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
467
NBER Working Paper
416
International review of financial analysis
398
Applied economics
377
Journal of banking & finance
375
The journal of futures markets
344
Economic modelling
338
International review of economics & finance : IREF
338
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
266
Journal of empirical finance
261
Applied economics letters
258
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
CESifo working papers
170
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
The European journal of finance
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
146
International journal of finance & economics : IJFE
137
Journal of forecasting
131
more ...
less ...
Source
All
ECONIS (ZBW)
437
RePEc
171
Showing
1
-
10
of
608
Sort
Relevance
Date (newest first)
Date (oldest first)
1
When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Jahan-Parvar, Mohammad R.
;
Zikes, Filip
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 4190-4232
Persistent link: https://www.econbiz.de/10014392048
Saved in:
2
Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1348-1393
Persistent link: https://www.econbiz.de/10012878993
Saved in:
3
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:
4
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
5
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
6
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
7
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
8
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
9
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
10
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
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...
//-->