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~language:"eng"
~person:"Wohar, Mark E."
~subject:"Forecasting model"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Forecasting model
Volatilität
Estimation
80
Schätzung
80
USA
70
United States
70
Capital income
58
Kapitaleinkommen
58
Börsenkurs
55
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55
Volatility
48
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44
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38
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38
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35
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35
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22
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15
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15
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14
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13
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83
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Non-commercial literature
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English
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Wohar, Mark E.
Gupta, Rangan
272
Ma, Feng
103
Pierdzioch, Christian
100
Bouri, Elie
95
McAleer, Michael
86
McMillan, David G.
85
Bahmani-Oskooee, Mohsen
72
Clements, Michael P.
71
Franses, Philip Hans
70
Wang, Yudong
70
Hammoudeh, Shawkat
67
Tiwari, Aviral Kumar
62
Baghestani, Hamid
60
Zhang, Yaojie
60
Balcilar, Mehmet
58
Narayan, Paresh Kumar
58
Fildes, Robert
57
Timmermann, Allan
57
Bollerslev, Tim
56
Salisu, Afees A.
56
Kang, Sang Hoon
55
Marcellino, Massimiliano
55
Mensi, Walid
51
Xuan Vinh Vo
51
Zaremba, Adam
49
Wang, Shouyang
48
Demirer, Rıza
47
Caporale, Guglielmo Maria
46
Stekler, Herman O.
46
Kumar, Dilip
45
Chevallier, Julien
43
Andersen, Torben
42
Diebold, Francis X.
42
Petropoulos, Fotios
42
Fabozzi, Frank J.
41
Yin, Libo
41
Ghysels, Eric
40
Goodwin, Paul
40
Wei, Yu
40
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Energy economics
7
Finance research letters
6
International review of economics & finance : IREF
6
The North American journal of economics and finance : a journal of financial economics studies
6
The European journal of finance
4
Applied economics
3
Applied financial economics
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economic modelling
2
International journal of forecasting
2
Journal of empirical finance
2
Journal of international money and finance
2
Open economies review
2
The journal of real estate finance and economics
2
Applied economics letters
1
Bulletin of economic research
1
Econometric reviews
1
Economics and Business Letters : EBL
1
Indian economic review : official journal of Delhi School of Economics
1
International finance
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of central banking theory and practice
1
Journal of commodity markets
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Research in international business and finance
1
Review / Federal Reserve Bank of St. Louis
1
Review of quantitative finance and accounting
1
The Chinese economy
1
The Manchester School
1
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ECONIS (ZBW)
83
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1
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
2
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
3
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
4
Exchange rate volatility and India-US commodity trade : evidence of the third country effect
Iqbal, Javed
;
Nosheen, Misbah
;
Wohar, Mark E.
- In:
Indian economic review : official journal of Delhi …
58
(
2023
),
pp. 359-398
Persistent link: https://www.econbiz.de/10014391781
Saved in:
5
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
6
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
7
Uncertainty and predictability of real housing returns in the United Kingdom : a regional analysis
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
; …
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1525-1556
Persistent link: https://www.econbiz.de/10013465713
Saved in:
8
The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan
;
Dul, Wiehan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
Saved in:
9
Financial stress, economic policy uncertainty, and oil price uncertainty
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Energy economics
104
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013364361
Saved in:
10
Gold, platinum and the predictability of bond risk premia
Bouri, Elie
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012487757
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