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~person:"Allen, David E."
~person:"Engle, Robert F."
~person:"Gupta, Rangan"
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Search: subject:"VOLATILITY"
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Volatility
366
Volatilität
362
Prognoseverfahren
151
Forecasting model
150
Börsenkurs
138
Share price
136
Kapitaleinkommen
132
Capital income
130
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125
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38
forecasting
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191
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English
386
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40
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3
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Allen, David E.
Engle, Robert F.
Gupta, Rangan
McAleer, Michael
593
Caporale, Guglielmo Maria
224
Chang, Chia-Lin
213
Bollerslev, Tim
192
Diebold, Francis X.
151
Koopman, Siem Jan
138
Spagnolo, Nicola
129
Asai, Manabu
120
Pierdzioch, Christian
118
Bouri, Elie
117
Härdle, Wolfgang
106
Lux, Thomas
101
Aizenman, Joshua
99
Andersen, Torben
98
Hammoudeh, Shawkat
98
Ma, Feng
96
Bekaert, Geert
95
Caporin, Massimiliano
95
Chiarella, Carl
92
Bahmani-Oskooee, Mohsen
86
Chevallier, Julien
86
Hautsch, Nikolaus
86
Todorov, Viktor
86
Andersen, Torben G.
84
Shephard, Neil
82
Buch, Claudia M.
78
Mumtaz, Haroon
77
McMillan, David G.
75
Clements, Adam
74
Davis, Steven J.
73
Kočenda, Evžen
73
Tiwari, Aviral Kumar
73
Ghysels, Eric
69
Barndorff-Nielsen, Ole E.
67
Herwartz, Helmut
66
Hafner, Christian M.
65
Christiansen, Charlotte
64
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Department of Economics, Faculty of Economic and Management Sciences
14
Tinbergen Instituut
7
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5
National Bureau of Economic Research
5
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
4
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
2
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2
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2
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1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
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1
Rodney L. White Center for Financial Research
1
School of Economics and Management, University of Aarhus
1
Society for Computational Economics - SCE
1
Česká Národní Banka
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Department of Economics working paper series
57
The North American journal of economics and finance : a journal of financial economics studies
14
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
14
Energy economics
13
Discussion paper / Department of Economics, University of California San Diego
12
Discussion paper / Tinbergen Institute
11
Finance research letters
10
Tinbergen Institute Discussion Paper
10
International review of economics & finance : IREF
8
School of Accounting, Finance and Economics & FEMARC working paper series
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Tinbergen Institute Discussion Papers
7
Applied economics
6
Research in international business and finance
6
Applied economics letters
5
Economics letters
5
NBER working paper series
5
Working Papers in Economics
5
Working paper / National Bureau of Economic Research, Inc.
5
Econometric Institute research papers
4
Econometrics Working Papers Archive
4
Journal of Risk and Financial Management
4
Journal of forecasting
4
Journal of risk and financial management : JRFM
4
The European journal of finance
4
Working paper
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economic modelling
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial innovation : FIN
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
Journal of econometrics
3
Journal of economics and finance
3
Journal of multinational financial management
3
NBER Working Paper
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working paper series / University of Zurich, Department of Economics
3
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ECONIS (ZBW)
362
RePEc
48
EconStor
19
Other ZBW resources
1
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430
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1
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:
2
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:
3
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
Saved in:
4
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:
5
Forecasting gold returns
volatility
over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
6
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:
7
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:
8
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:
9
Climate risks and prediction of sectoral REITs
volatility
: international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
10
Financial stress and realized
volatility
: the case of agricultural commodities
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Research in international business and finance
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015061759
Saved in:
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