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~person:"Andersen, Torben G."
~person:"Gupta, Rangan"
~subject:"Nichtparametrisches Verfahren"
~type:"article"
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Search: subject:"Volatility"
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Nichtparametrisches Verfahren
Volatility
156
Volatilität
156
Forecasting model
66
Prognoseverfahren
66
Börsenkurs
63
Share price
63
Capital income
62
Kapitaleinkommen
62
Estimation
61
Schätzung
61
Risiko
51
Risk
51
Aktienmarkt
49
Stock market
49
Welt
44
World
44
USA
39
United States
39
ARCH model
38
ARCH-Modell
38
Oil price
32
Ölpreis
32
Theorie
22
Theory
22
Time series analysis
22
Zeitreihenanalyse
22
VAR model
19
VAR-Modell
19
Nonparametric statistics
18
Schock
18
Shock
18
Spillover effect
15
Spillover-Effekt
15
forecasting
15
Causality analysis
13
Geldpolitik
13
Impact assessment
13
Kausalanalyse
13
Monetary policy
13
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Undetermined
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6
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18
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English
18
Author
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Andersen, Torben G.
Gupta, Rangan
Balcilar, Mehmet
14
Todorov, Viktor
8
Wohar, Mark E.
7
Renò, Roberto
6
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
Gao, Jiti
3
Kristensen, Dennis
3
Li, Yingying
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
Fengler, Matthias R.
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 economics and finance
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)
18
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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
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:
6
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:
7
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:
8
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:
9
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:
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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