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~subject:"Volatility"
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Volatility
Theorie
30,659
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30,114
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21,257
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20,986
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10,487
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10,320
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9,326
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9,168
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2,972
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2,945
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2,908
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2,611
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2,573
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2,572
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2,464
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2,451
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Gupta, Rangan
48
Caporale, Guglielmo Maria
45
Diebold, Francis X.
45
Bollerslev, Tim
36
Aizenman, Joshua
34
Clements, Adam
30
Andersen, Torben
27
Bekaert, Geert
24
Spagnolo, Nicola
24
Engle, Robert F.
18
Andersen, Torben G.
17
Caballero, Ricardo J.
17
Neely, Christopher J.
16
Pierdzioch, Christian
16
Chan, Joshua
14
Davis, Steven J.
14
Edwards, Sebastian
14
Aït-Sahalia, Yacine
13
Campbell, John Y.
13
Silvennoinen, Annastiina
13
Yılmaz, Kamil
13
Bloom, Nicholas
12
Fernández-Villaverde, Jesús
12
Stulz, René M.
12
Christoffersen, Peter F.
11
Engel, Charles
11
Marcellino, Massimiliano
11
Tauchen, George Eugene
11
Bansal, Ravi
10
Bartram, Söhnke M.
10
Brandt, Michael W.
10
Clark, Todd E.
10
Frankel, Jeffrey A.
10
Giglio, Stefano
10
Harvey, Campbell R.
10
Hautsch, Nikolaus
10
Lettau, Martin
10
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10
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10
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10
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492
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19
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9
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9
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7
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1
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1
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1
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
466
CAMA working paper series
79
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CESifo Working Paper Series
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Working paper
65
CFS working paper series
53
Working paper series
48
Department of Economics working paper series
47
Economics and finance working paper series
46
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
30
NCER working paper series
28
Fisher College of Business working paper series
25
Série de trabalhos para discussão
25
Federal Reserve Bank of Cleveland working paper series
21
ERID working paper
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19
Working paper series / Centre for Practical Quantitative Finance
19
Working paper series / Federal Reserve Bank of Atlanta
18
Working paper series / European Central Bank ; Eurosystem
16
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
15
Working papers / ADB Institute
15
Working paper series / Charles University, Center for Economic Research and Graduate Education ; Academy of Sciences of the Czech Republic, Economics Institute, CERGE-EI
14
Cambridge working papers in economics
13
Sveriges Riksbank working paper series
13
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
12
Massachusetts Institute of Technology Department of Economics working paper series : working paper
12
Serie de documentos de trabajo
12
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
12
Cambridge-INET working papers
11
Koç University - TÜSİAD Economic Research Forum working paper series
11
LEM working paper series
11
School of Accounting, Finance and Economics & FEMARC working paper series
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
10
ADB economics working paper series
9
NBER technical working paper series
9
NCER Working Paper Series
9
Working paper series / Federal Reserve Bank of Richmond
9
Working paper series / Research Department, Federal Reserve Bank of Chicago
9
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ECONIS (ZBW)
2,358
RePEc
33
EconStor
9
ArchiDok
3
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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
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:
3
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:
4
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:
5
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
6
Improving the robustness of Markov-Switching dynamic factor models with time-varying volatility
Aumond, Romain
;
Royer, Julien
-
2024
Persistent link: https://www.econbiz.de/10014486414
Saved in:
7
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:
8
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
9
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:
10
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:
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