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~person:"Gupta, Rangan"
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Search: subject:"Volatility"
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Volatility
243
Volatilität
240
Forecasting model
120
Prognoseverfahren
120
Börsenkurs
103
Share price
103
Capital income
98
Kapitaleinkommen
98
Estimation
84
Schätzung
84
Aktienmarkt
81
Stock market
81
Welt
79
World
79
Risiko
77
Risk
77
ARCH model
67
ARCH-Modell
67
USA
51
United States
51
Oil price
49
Ölpreis
49
Forecasting
35
Theorie
33
Theory
33
Time series analysis
31
Zeitreihenanalyse
31
Forecast
25
Prognose
25
Schock
23
Shock
23
VAR model
22
VAR-Modell
22
forecasting
21
Climate change
20
Klimawandel
20
Realized volatility
20
Spillover effect
20
Spillover-Effekt
20
Nichtparametrisches Verfahren
19
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Undetermined
141
Free
97
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Article
167
Book / Working Paper
99
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Article in journal
159
Aufsatz in Zeitschrift
159
Working Paper
69
Arbeitspapier
67
Graue Literatur
67
Non-commercial literature
67
Article
2
Aufsatz im Buch
2
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Conference paper
1
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1
research-article
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Language
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English
248
Undetermined
18
Author
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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
116
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
Engle, Robert F.
83
Shephard, Neil
82
Allen, David E.
81
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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Institution
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Department of Economics, Faculty of Economic and Management Sciences
14
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Published in...
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Department of Economics working paper series
57
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
14
Energy economics
13
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Research in international business and finance
6
Applied economics letters
5
Economics letters
5
Applied economics
4
Journal of forecasting
4
The European journal of finance
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 economics and finance
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of financial markets
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
Working papers / University of Connecticut, Department of Economics
2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Applied financial economics
1
Atlantic economic journal : AEJ
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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Source
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ECONIS (ZBW)
241
RePEc
20
EconStor
4
Other ZBW resources
1
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266
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1
Geopolitical risks and oil returns
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
2
Energy market uncertainties and gold return
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Return-
volatility
nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
8
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:
9
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:
10
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
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