//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Salisu, Afees A."
~subject:"ARCH model"
~subject:"Share price"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Share price
Forecasting model
10
Prognoseverfahren
10
Volatility
10
Volatilität
10
Börsenkurs
7
ARCH-Modell
6
Capital income
5
Kapitaleinkommen
5
Aktienmarkt
4
Forecasting
4
GARCH-MIDAS
4
Stock market
4
Welt
4
World
4
Estimation
3
Industrialized countries
3
Industrieländer
3
Oil price
3
Schätzung
3
USA
3
United States
3
forecasting
3
Ölpreis
3
Aktienindex
2
Daily State-Level Stock Returns Volatility
2
Energiemarkt
2
Energy market
2
Monthly Oil Price and Energy Market Uncertainties
2
Risiko
2
Risk
2
Stock index
2
Bitcoin prices
1
Bruttoinlandsprodukt
1
Capital market returns
1
DFM-SV
1
Daily Exchange Rate Returns Volatility
1
Developing countries
1
Economic forecast
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Graue Literatur
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
10
Non-commercial literature
10
Working Paper
10
Language
All
English
10
Author
All
Salisu, Afees A.
McAleer, Michael
93
Caporale, Guglielmo Maria
45
Chang, Chia-Lin
43
Gupta, Rangan
39
Lux, Thomas
23
Spagnolo, Nicola
22
Hautsch, Nikolaus
19
Koopman, Siem Jan
18
Andersen, Torben
17
Bauwens, Luc
16
Bloom, Nicholas
15
Hafner, Christian M.
15
Härdle, Wolfgang
15
Kočenda, Evžen
15
Allen, David E.
13
Bollerslev, Tim
13
Herwartz, Helmut
13
Teräsvirta, Timo
13
Christiansen, Charlotte
12
Pierdzioch, Christian
12
Spagnolo, Fabio
12
Diebold, Francis X.
11
Hale, Galina
11
Hansen, Peter Reinhard
11
Lettau, Martin
11
Lucas, André
11
Mittnik, Stefan
11
Razin, Asaf
11
Silvennoinen, Annastiina
11
Stulz, René M.
11
Tong, Hui
11
Baker, Scott
10
Conrad, Christian
10
Karanasos, Menelaos
10
Sibbertsen, Philipp
10
Davis, Steven J.
9
Dijk, Dick van
9
Dumas, Bernard
9
Engle, Robert F.
9
more ...
less ...
Published in...
All
Department of Economics working paper series
9
Global Research Unit working paper
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
4
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
5
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
6
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
7
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
8
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
9
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270178
Saved in:
10
Forecasting output growth of advanced economies over eight centuries : the role of gold market volatility as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, …
-
2021
Persistent link: https://www.econbiz.de/10012622272
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->