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~person:"Clements, Adam"
~person:"Hafner, Christian M."
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
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Search: subject_exact:"Volatility"
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Volatility
532
Volatilität
481
ARCH-Modell
164
Schätzung
164
ARCH model
163
Estimation
161
Theorie
122
Theory
121
Forecasting model
118
Prognoseverfahren
118
Börsenkurs
102
Share price
101
Capital income
94
Kapitaleinkommen
94
Stochastic process
84
Stochastischer Prozess
84
Time series analysis
82
Welt
82
Zeitreihenanalyse
82
World
78
USA
71
United States
71
Spillover effect
66
Spillover-Effekt
66
Capital market returns
52
Kapitalmarktrendite
52
Ölpreis
50
Oil price
49
Wechselkurs
49
volatility
49
Exchange rate
48
Risikomaß
45
Risk measure
44
Portfolio selection
40
Portfolio-Management
40
Aktienmarkt
37
Commodity derivative
37
Rohstoffderivat
37
Stock market
37
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31
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Free
357
Undetermined
94
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Book / Working Paper
390
Article
181
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Working Paper
274
Arbeitspapier
259
Graue Literatur
255
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255
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159
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5
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4
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English
510
Undetermined
55
German
6
Author
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Clements, Adam
Hafner, Christian M.
McAleer, Michael
Pierdzioch, Christian
Gupta, Rangan
243
Caporale, Guglielmo Maria
179
Bollerslev, Tim
146
Chang, Chia-Lin
141
Diebold, Francis X.
115
Bouri, Elie
113
Andersen, Torben
98
Aizenman, Joshua
95
Ma, Feng
94
Spagnolo, Nicola
94
Hammoudeh, Shawkat
82
Koopman, Siem Jan
81
Bekaert, Geert
79
Engle, Robert F.
76
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
73
Caporin, Massimiliano
71
Kočenda, Evžen
70
Tiwari, Aviral Kumar
70
McMillan, David G.
69
Todorov, Viktor
69
Chiarella, Carl
65
Hautsch, Nikolaus
65
Asai, Manabu
64
Corbet, Shaen
63
Lux, Thomas
62
Lucey, Brian M.
61
Christoffersen, Peter F.
57
Ghysels, Eric
57
Gil-Alaña, Luis A.
57
Kang, Sang Hoon
56
Wohar, Mark E.
56
Buch, Claudia M.
54
Caballero, Ricardo J.
54
Mensi, Walid
54
Fernández-Villaverde, Jesús
53
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Department of Economics and Finance, College of Business and Economics
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
11
Institute of Economic Research, Kyoto University
10
University of Canterbury / Dept. of Economics and Finance
9
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
National Centre for Econometric Research (NCER)
6
Tinbergen Instituut
4
Institut für Weltwirtschaft
3
School of Business, Edith Cowan University
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Econometrisch Instituut <Rotterdam>
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Fondazione ENI Enrico Mattei (FEEM)
1
Institut für Weltwirtschaft (IfW)
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
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Econometric Institute research papers
74
Discussion paper / Tinbergen Institute
54
Working paper
40
NCER working paper series
23
Department of Economics working paper series
17
Econometric reviews
13
The North American journal of economics and finance : a journal of financial economics studies
13
Econometric Institute Research Papers
11
Journal of econometrics
11
Kieler Arbeitspapiere
11
Working Papers in Economics
11
KIER Working Papers
10
Tinbergen Institute Discussion Paper
10
Energy economics
9
CORE discussion papers : DP
7
Documentos de Trabajo del ICAE
7
International journal of forecasting
7
Kiel working paper
7
Finance research letters
6
International review of economics & finance : IREF
6
NCER Working Paper Series
6
Journal of risk and financial management : JRFM
5
Econometrics : open access journal
4
Journal of banking & finance
4
Journal of forecasting
4
Journal of international money and finance
4
Tinbergen Institute Discussion Papers
4
CORE discussion paper : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of Risk and Financial Management
3
Journal of applied econometrics
3
Mathematics and Computers in Simulation (MATCOM)
3
SFB 649 discussion paper
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The European journal of finance
3
The North American Journal of Economics and Finance
3
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Source
All
ECONIS (ZBW)
478
RePEc
71
EconStor
19
BASE
1
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
Showing
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571
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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
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:
3
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:
4
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
5
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:
6
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
7
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
8
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
9
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
10
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
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