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~person:"Andersen, Torben G."
~person:"Gao, Jiti"
~person:"Gupta, Rangan"
~subject:"Nichtparametrisches Verfahren"
~type:"article"
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Search: subject:"Volatility"
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Nichtparametrisches Verfahren
Volatility
167
Volatilität
166
Forecasting model
73
Prognoseverfahren
73
Börsenkurs
66
Share price
66
Capital income
65
Kapitaleinkommen
65
Estimation
64
Schätzung
64
Risiko
53
Risk
53
Aktienmarkt
51
Stock market
51
Welt
47
World
47
ARCH model
42
ARCH-Modell
42
USA
39
United States
39
Oil price
35
Ölpreis
35
Theorie
25
Theory
25
Time series analysis
25
Zeitreihenanalyse
25
Nonparametric statistics
21
VAR model
19
VAR-Modell
19
Schock
18
Shock
18
Forecasting
15
Realized volatility
15
Spillover effect
15
Spillover-Effekt
15
forecasting
15
Causality analysis
13
Forecast
13
Geldpolitik
13
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Undetermined
18
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Book / Working Paper
8
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Article in journal
21
Aufsatz in Zeitschrift
21
Language
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English
21
Author
All
Andersen, Torben G.
Gao, Jiti
Gupta, Rangan
Balcilar, Mehmet
14
Todorov, Viktor
9
Renò, Roberto
7
Wohar, Mark E.
7
Bollerslev, Tim
5
Li, Jia
5
Linton, Oliver
5
Zu, Yang
5
Boswijk, Herman Peter
4
Bouri, Elie
4
Maheu, John M.
4
Sanfelici, Simona
4
Tauchen, George Eugene
4
Aït-Sahalia, Yacine
3
Demirer, Rıza
3
Kristensen, Dennis
3
Li, Yingying
3
Liu, Zhi
3
Phillips, Peter C. B.
3
Pierdzioch, Christian
3
Podolskij, Mark
3
Shahbaz, Muhammad
3
Suleman, Tahir
3
Andersen, Torben
2
Ausín, M. Concepción
2
Bandi, Federico M.
2
Barunik, Jozef
2
Cai, Zongwu
2
Chen, Ren-Raw
2
Christensen, Kim
2
Christensen, Kimberly
2
Clements, Adam
2
D'Addona, Stefano
2
Dalderop, Jeroen
2
Diebold, Francis X.
2
Dimitrakopoulos, Stefanos
2
Fan, Jianqing
2
Feng, Yuanhua
2
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The North American journal of economics and finance : a journal of financial economics studies
3
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Defence and peace economics
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International economics and economic policy : IEEP
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of multinational financial management
1
Open economies review
1
Research in international business and finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate research
1
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ECONIS (ZBW)
21
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1
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10
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21
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date (oldest first)
1
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
2
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
3
Uncertainty and daily predictability of housing returns and
volatility
of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
4
Exchange rate returns and
volatility
: the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
5
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
6
Differences of opinion and stock market
volatility
: evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
7
OPEC news and predictability of oil futures returns and
volatility
: evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
Saved in:
8
Does geopolitical risks predict stock returns and
volatility
of leading defense companies? : evidence from a nonparametric approach
Apergēs, Nikolaos
;
Bonato, Matteo
;
Gupta, Rangan
; …
- In:
Defence and peace economics
29
(
2018
)
6
,
pp. 684-696
Persistent link: https://www.econbiz.de/10011957107
Saved in:
9
Time-varying rare disaster risks, oil returns and
volatility
Demirer, Rıza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, …
- In:
Energy economics
75
(
2018
),
pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
Saved in:
10
The role of term spread and pattern changes in predicting stock returns and
volatility
of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
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