//--> //--> //--> //-->
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:"Kutan, Ali Mustafa"
subject:"Volatility"
~person:"Chan, Joshua"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
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:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
539
Schätzung
539
USA
134
United States
133
Theorie
124
Theory
124
Volatilität
123
Forecasting model
120
Prognoseverfahren
120
Time series analysis
112
Zeitreihenanalyse
112
Capital income
103
Kapitaleinkommen
103
Börsenkurs
100
Share price
100
VAR model
100
VAR-Modell
100
Welt
97
World
97
Risiko
66
Risk
66
Inflation
60
Aktienmarkt
59
Stock market
59
Panel
55
Panel study
55
Estimation theory
50
Schätztheorie
50
Economic growth
44
Wirtschaftswachstum
44
Geldpolitik
43
Monetary policy
43
Schock
43
Shock
43
Cointegration
40
Impact assessment
40
Kointegration
40
Wirkungsanalyse
40
Bayes-Statistik
38
more ...
less ...
Online availability
All
Undetermined
61
Free
49
Type of publication
All
Article
72
Book / Working Paper
51
Type of publication (narrower categories)
All
Article in journal
71
Aufsatz in Zeitschrift
71
Graue Literatur
45
Non-commercial literature
45
Arbeitspapier
40
Working Paper
40
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
123
Author
All
Kutan, Ali Mustafa
Chan, Joshua
Gupta, Rangan
Pesaran, M. Hashem
McAleer, Michael
85
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
44
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Hautsch, Nikolaus
31
Asai, Manabu
29
Bouri, Elie
28
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Chang, Chia-Lin
25
Ma, Feng
25
Engle, Robert F.
24
Herwartz, Helmut
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
Koopman, Siem Jan
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Balcilar, Mehmet
20
Rodriguez, Gabriel
20
Xuan Vinh Vo
20
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Lettau, Martin
18
Spagnolo, Nicola
18
Aghion, Philippe
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
17
Allen, David E.
16
Bali, Turan G.
16
Hafner, Christian M.
16
more ...
less ...
Published in...
All
Department of Economics working paper series
17
CAMA working paper series
9
The North American journal of economics and finance : a journal of financial economics studies
7
CESifo working papers
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Cambridge working papers in economics
3
Economic modelling
3
International review of economics & finance : IREF
3
Research in international business and finance
3
Applied economics letters
2
Applied financial economics
2
CESifo Working Paper Series
2
Econometric reviews
2
Economics and Business Letters : EBL
2
Economics letters
2
Finance research letters
2
GRIPS discussion papers
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance
2
Journal of multinational financial management
2
The European journal of finance
2
ZEI papers / Zentrum für Europäische Integrationsforschung
2
Applied economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CAMA Working Paper
1
DNB working paper
1
Defence and peace economics
1
Discussion paper series / IZA
1
ERF working papers series
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
Federal Reserve Bank of Cleveland working paper series
1
Finmap working paper
1
Global Research Unit working paper
1
IEPR Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
123
Showing
1
-
10
of
123
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
3
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
4
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
6
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
7
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
8
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
9
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
10
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
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...
//-->