//--> //--> //--> //-->
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"
subject:"Yield curve"
~accessRights:"free"
~person:"Chan, Joshua"
~person:"Gupta, Rangan"
~person:"Krippner, Leo"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
Estimation
128
Schätzung
128
USA
55
United States
55
Volatilität
35
Time series analysis
28
Zeitreihenanalyse
28
Forecasting model
26
Prognoseverfahren
26
Risiko
25
Risk
25
Capital income
22
Kapitaleinkommen
22
Inflation
19
Zinsstruktur
19
Börsenkurs
18
Climate change
18
Klimawandel
18
Share price
18
State space model
18
Theorie
18
Theory
18
Zustandsraummodell
18
VAR model
17
VAR-Modell
17
Welt
17
World
17
Business cycle
13
Geldpolitik
13
Konjunktur
13
Monetary policy
13
Bayes-Statistik
12
Bayesian inference
12
Interest rate policy
12
Markov chain
12
Markov-Kette
12
Zinspolitik
12
Stochastic process
11
more ...
less ...
Online availability
All
Free
Undetermined
62
Type of publication
All
Book / Working Paper
49
Article
5
Type of publication (narrower categories)
All
Graue Literatur
42
Non-commercial literature
42
Arbeitspapier
37
Working Paper
37
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
54
Author
All
Chan, Joshua
Gupta, Rangan
Krippner, Leo
McAleer, Michael
59
Caporale, Guglielmo Maria
42
Koopman, Siem Jan
22
Pierdzioch, Christian
22
Kim, Don H.
20
Hautsch, Nikolaus
19
Bollerslev, Tim
18
Härdle, Wolfgang
18
Chang, Chia-Lin
17
Weber, Michael
17
Buch, Claudia M.
16
Diebold, Francis X.
16
Gil-Alaña, Luis A.
16
Rudebusch, Glenn D.
16
Mumtaz, Haroon
15
Allen, David E.
14
Asai, Manabu
14
Bartram, Söhnke M.
13
Caporin, Massimiliano
13
Döpke, Jörg
13
Hamilton, James D.
13
Lettau, Martin
13
Pesaran, M. Hashem
13
Rodriguez, Gabriel
13
Wu, Jing Cynthia
13
Todorov, Viktor
12
Wei, Min
12
Aghion, Philippe
11
Andersen, Torben G.
11
D'Amico, Stefania
11
Huber, Florian
11
Medeiros, Marcelo C.
11
Spagnolo, Nicola
11
Stulz, René M.
11
Audrino, Francesco
10
Bekaert, Geert
10
Brown, Gregory W.
10
more ...
less ...
Institution
All
Reserve Bank of New Zealand
1
Published in...
All
Department of Economics working paper series
15
CAMA working paper series
13
Working paper in economics
5
CAMA Working Paper
3
Discussion paper series / Reserve Bank of New Zealand
2
Economics and Business Letters : EBL
2
GRIPS discussion papers
2
Discussion paper
1
Economics, management and financial markets
1
Federal Reserve Bank of Cleveland working paper series
1
Finmap working paper
1
Global Research Unit working paper
1
International journal of finance & economics : IJFE
1
Journal of forecasting
1
Reserve Bank of New Zealand Discussion Paper
1
Working papers / University of Connecticut, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
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
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
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
9
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:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->