//--> //--> //--> //-->
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:"ARCH model"
subject:"Volatilität"
~person:"Pierdzioch, Christian"
~subject:"USA"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatilität
USA
Estimation
118
Schätzung
118
Volatility
51
Forecasting model
47
Prognoseverfahren
47
Börsenkurs
46
Share price
46
Deutschland
44
Germany
44
Capital income
38
Kapitaleinkommen
38
Theorie
33
Theory
33
Aktienmarkt
26
Stock market
24
Business cycle
23
Konjunktur
23
Exchange rate
20
Wechselkurs
20
Welt
20
World
20
United States
19
Exchange rate policy
13
Wechselkurspolitik
13
International financial market
10
Internationaler Finanzmarkt
10
Japan
10
Neue Makroökonomik offener Volkswirtschaften
10
New open economy macroeconomics
10
Forecast
9
Forecasting
9
OECD countries
9
OECD-Staaten
9
Prognose
9
Risiko
9
Risk
9
Schock
9
Shock
9
more ...
less ...
Online availability
All
Free
26
Undetermined
21
Type of publication
All
Book / Working Paper
34
Article
28
Type of publication (narrower categories)
All
Arbeitspapier
27
Working Paper
27
Article in journal
26
Aufsatz in Zeitschrift
26
Graue Literatur
26
Non-commercial literature
26
Aufsatz im Buch
2
Book section
2
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
62
German
1
Author
All
Pierdzioch, Christian
Gupta, Rangan
153
Caporale, Guglielmo Maria
140
McAleer, Michael
101
Gil-Alaña, Luis A.
100
Heckman, James J.
65
Bollerslev, Tim
58
Bahmani-Oskooee, Mohsen
55
Belke, Ansgar
53
Koopman, Siem Jan
53
Engle, Robert F.
51
Pesaran, M. Hashem
51
Hautsch, Nikolaus
48
Wohar, Mark E.
47
Balcilar, Mehmet
44
Hamermesh, Daniel S.
42
Miller, Stephen M.
41
Todorov, Viktor
39
Diebold, Francis X.
36
Marcellino, Massimiliano
36
Bouri, Elie
35
Cheung, Yin-Wong
34
Härdle, Wolfgang
34
Timmermann, Allan
34
Buch, Claudia M.
33
Herwartz, Helmut
32
Mumtaz, Haroon
32
Reitz, Stefan
32
Bloom, Nicholas
31
Chang, Chia-Lin
31
Stulz, René M.
31
Asai, Manabu
30
Basu, Susanto
30
Caporin, Massimiliano
30
Karanassou, Marika
30
Kilian, Lutz
30
Ludvigson, Sydney C.
30
Glaeser, Edward L.
29
Neumark, David
29
Andersen, Torben
28
more ...
less ...
Institution
All
Institut für Weltwirtschaft
2
Published in...
All
Kiel working paper
8
Kieler Arbeitspapiere
8
Department of Economics working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
5
Finmap working paper
2
Journal of forecasting
2
The European journal of finance
2
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
Annals of financial economics
1
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 2 Discussion Paper
1
CESifo Working Paper Series
1
CESifo working papers
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Discussion paper / Deutsche Bundesbank
1
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
1
Energy economics
1
Finance research letters
1
German economic review
1
International economics and economic policy : IEEP
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economics & business
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
1
Kredit und Kapital
1
Research in international business and finance
1
Structural change and economic dynamics : SC+ED
1
The empirical economics letters : a monthly international journal of economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
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
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:
3
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:
4
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
5
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
6
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
7
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
8
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
9
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
10
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->