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subject:"Prognoseverfahren"
~isPartOf:"Department of Economics working paper series"
~subject:"Volatilität"
~type:"book"
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Prognoseverfahren
Volatilität
Estimation
58
Schätzung
58
Forecasting model
19
USA
19
United States
19
Welt
18
World
18
Risiko
17
Risk
17
Volatility
17
Climate change
16
Klimawandel
16
Capital income
14
Kapitaleinkommen
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Börsenkurs
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Share price
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Forecasting
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Aktienmarkt
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Panel
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Panel study
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Stock market
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Inflation
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ARCH model
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ARCH-Modell
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Theorie
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Theory
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Zeitreihenanalyse
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Climate Risks
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Climate risks
5
Economic growth
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Forecast
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Geldpolitik
5
Immobilienpreis
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Impact assessment
5
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5
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Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
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English
24
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Gupta, Rangan
23
Pierdzioch, Christian
6
Bouri, Elie
5
Ҫepni, Oğuzhan
5
Cepni, Oguzhan
3
Nel, Jacobus
3
Nielsen, Joshua
3
Salisu, Afees A.
3
Bonato, Matteo
2
Christou, Christina
2
Ji, Qiang
2
Karmakar, Sayar
2
Liao, Wenting
2
Plakandaras, Vasilios
2
Balcilar, Mehmet
1
Fackler, James Sherman
1
Foglia, Matteo
1
Gabauer, David
1
Hassani, Hossein
1
Liu, Ruipeng
1
Luo, Jiawen
1
Ma, Jun
1
Marfatia, Hardik A.
1
McMillin, W. Douglas
1
Moodley, Damien
1
Ogbonna, Ahamuefula Ephraim
1
Rognone, Lavinia
1
Rossini, Lua
1
Segnon, Mawuli
1
Sheng, Xin
1
Sun, Xiaojin
1
Van Eyden, Reneé
1
Wohar, Mark E.
1
Yeganegi, Mohammad Reza
1
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Department of Economics working paper series
Working paper / National Bureau of Economic Research, Inc.
124
NBER working paper series
114
Working paper
111
NBER Working Paper
108
Discussion paper / Centre for Economic Policy Research
100
CESifo working papers
85
Discussion paper / Tinbergen Institute
77
Finance and economics discussion series
43
Discussion paper
42
Discussion papers / CEPR
42
Research paper series / Swiss Finance Institute
42
SFB 649 discussion paper
42
CFS working paper series
39
Kiel working paper
37
CAMA working paper series
36
Econometric Institute research papers
34
CESifo Working Paper Series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
33
Discussion paper / Deutsche Bundesbank
32
CREATES research paper
30
Working papers
28
Discussion paper series / IZA
26
IMF working papers
26
Working paper series / European Central Bank
26
Staff reports / Federal Reserve Bank of New York
24
Kieler Arbeitspapiere
23
Swiss Finance Institute Research Paper
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Bundesbank Series 1 Discussion Paper
21
Federal Reserve Bank of Cleveland working paper series
21
Working paper series
20
Discussion papers of interdisciplinary research project 373
18
International finance discussion papers
18
SpringerLink / Bücher
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Economics and finance working paper series
17
DIW Berlin Discussion Paper
16
ECB Working Paper
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HWWA discussion paper
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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:
2
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
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
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
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