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~accessRights:"free"
~isPartOf:"Department of Economics working paper series"
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type:"book"
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Prognoseverfahren
Volatilität
Estimation
44
Schätzung
44
Volatility
44
Forecasting model
39
Welt
33
World
33
Börsenkurs
28
Share price
28
USA
28
United States
28
Risiko
27
Risk
27
Climate change
25
Klimawandel
25
Stock market
24
Aktienmarkt
23
Forecasting
23
Capital income
21
Kapitaleinkommen
21
ARCH model
19
ARCH-Modell
19
Theorie
18
Theory
18
Geldpolitik
12
Monetary policy
12
Impact assessment
11
Schock
11
Shock
11
South Africa
11
Südafrika
11
Wirkungsanalyse
11
Business cycle
9
Climate risks
9
Economic growth
9
Einkommensverteilung
9
Forecast
9
Income distribution
9
Inflation
9
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Arbeitspapier
54
Graue Literatur
54
Non-commercial literature
54
Working Paper
54
Language
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English
Author
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Gupta, Rangan
54
Pierdzioch, Christian
13
Bouri, Elie
9
Salisu, Afees A.
9
Cepni, Oguzhan
8
Demirer, Rıza
6
Ҫepni, Oğuzhan
6
Nielsen, Joshua
5
Bonato, Matteo
4
Karmakar, Sayar
4
Gabauer, David
3
Ji, Qiang
3
Nel, Jacobus
3
Ogbonna, Ahamuefula Ephraim
3
Plakandaras, Vasilios
3
Van Eyden, Reneé
3
Caraiani, Petre
2
Christou, Christina
2
Foglia, Matteo
2
Liao, Wenting
2
Liu, Ruipeng
2
Luo, Jiawen
2
Rognone, Lavinia
2
Segnon, Mawuli
2
Sheng, Xin
2
Çepni, Oğuzhan
2
Babalos, Vassilios
1
Caporin, Massimiliano
1
Cuñado Eizaguirre, Juncal
1
Das, Sonali
1
Del Fava, Santino
1
Fang, Libing
1
Fu, Shengjie
1
Gillas, Konstantinos Gkillas
1
Hassani, Hossein
1
Ivashchenko, Sergey
1
Jaichand, Yuvana
1
Kim, Woo Joong
1
Konstantatos, Christoforos
1
Kunene, Desiree M.
1
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Department of Economics working paper series
NBER working paper series
715
NBER Working Paper
637
Working paper
353
Discussion paper / Tinbergen Institute
311
Working paper / National Bureau of Economic Research, Inc.
300
IMF working papers
278
CESifo working papers
265
ECB Working Paper
245
Working paper series / European Central Bank
215
CREATES research paper
182
Econometric Institute research papers
164
Working papers
146
Finance and economics discussion series
144
Working paper / Department of Econometrics and Business Statistics, Monash University
144
Working Paper
133
CESifo Working Paper
131
Research paper series / Swiss Finance Institute
131
CAMA working paper series
129
Tinbergen Institute Discussion Paper
120
IMF Working Paper
117
CESifo Working Paper Series
116
Discussion paper
113
SFB 649 discussion paper
113
Working paper series
95
Discussion paper series / IZA
91
IMF working paper
90
Swiss Finance Institute Research Paper
87
International finance discussion papers
84
FEDS Working Paper
81
Federal Reserve Bank of Cleveland working paper series
81
Staff reports / Federal Reserve Bank of New York
79
Cambridge working papers in economics
78
CFS working paper series
74
Discussion papers / Deutsches Institut für Wirtschaftsforschung
74
Staff working paper / Bank of Canada
74
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
74
CAMA Working Paper
69
SFB 649 Discussion Paper
68
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
62
Temi di discussione / Banca d'Italia
59
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ECONIS (ZBW)
54
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1
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
2
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
3
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
4
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
5
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
6
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
7
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:
8
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
9
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
10
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
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