//--> //--> //--> //-->
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:"Barunik, Jozef"
~person:"Christensen, Bent Jesper"
~person:"Pierdzioch, Christian"
~type_genre:"Article in journal"
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
Measuring volatility with the...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
16
Volatilität
16
Forecasting model
12
Prognoseverfahren
12
Capital income
10
Kapitaleinkommen
10
Estimation
9
Schätzung
9
Realized volatility
8
Welt
6
World
6
realized volatility
6
Börsenkurs
5
Forecast
5
Forecasting
5
Prognose
5
Share price
5
Aktienmarkt
4
Gold
4
Oil price
4
Stock market
4
forecasting
4
Ölpreis
4
Anlageverhalten
3
Behavioural finance
3
Risikomaß
3
Risk measure
3
Theorie
3
Theory
3
USA
3
United States
3
Bitcoin
2
Exchange rate
2
Gold-price returns
2
Multivariate Verteilung
2
Multivariate distribution
2
Portfolio selection
2
Portfolio-Management
2
Regression analysis
2
Regressionsanalyse
2
more ...
less ...
Online availability
All
Undetermined
13
Free
2
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Working Paper
19
Aufsatz in Zeitschrift
16
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
16
Author
All
Barunik, Jozef
Christensen, Bent Jesper
Pierdzioch, Christian
Ma, Feng
26
Gupta, Rangan
22
Degiannakis, Stavros
14
Todorov, Viktor
14
Bollerslev, Tim
11
Li, Jia
11
Tauchen, George Eugene
11
Liang, Chao
10
Molnár, Peter
10
Gillas, Konstantinos Gkillas
9
Filis, George
8
Lyócsa, Štefan
8
Zhang, Yaojie
8
Andersen, Torben
7
Hounyo, Ulrich
7
Li, Yingying
7
Liao, Yin
7
Nonejad, Nima
7
Ben Omrane, Walid
6
Demirer, Rıza
6
Lai, Yu-Sheng
6
Mykland, Per A.
6
Todorova, Neda
6
Wei, Yu
6
Audrino, Francesco
5
Brooks, Robert
5
Chen, Langnan
5
Fiszeder, Piotr
5
Hautsch, Nikolaus
5
Li, Yan
5
Liu, Zhi
5
Nolte, Ingmar
5
Papavassiliou, Vassilios G.
5
Patton, Andrew J.
5
Potiron, Yoann
5
Sirimon Treepongkaruna
5
Stübinger, Johannes
5
Varneskov, Rasmus Tangsgaard
5
Watanabe, Toshiaki
5
more ...
less ...
Published in...
All
Finance research letters
2
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Computational economics
1
Finance a úvěr
1
Financial innovation : FIN
1
Journal of financial econometrics
1
Journal of international money and finance
1
Journal of the Operational Research Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can we still benefit from international diversification? : the case of the Czech and German stock markets
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Finance a úvěr
63
(
2013
)
5
,
pp. 425-442
Persistent link: https://www.econbiz.de/10010244836
Saved in:
2
Dynamic global currency hedging
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012504315
Saved in:
3
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
4
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
5
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:
6
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
7
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
8
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
9
Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of international money and finance
104
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012395236
Saved in:
10
Forecasting realized volatility of Bitcoin : the role of the trade war
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Computational economics
57
(
2021
)
1
,
pp. 29-53
Persistent link: https://www.econbiz.de/10012486864
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->