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person:"Stein, Jeremy C."
subject:"Share price"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~subject:"Aktienmarkt"
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Aktienmarkt
Estimation
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Stein, Jeremy C.
Gupta, Rangan
Pesaran, M. Hashem
Caporale, Guglielmo Maria
78
Pierdzioch, Christian
49
Gil-Alaña, Luis A.
46
McMillan, David G.
44
Bohl, Martin T.
43
Hautsch, Nikolaus
42
Zaremba, Adam
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Narayan, Paresh Kumar
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35
McAleer, Michael
33
Tiwari, Aviral Kumar
32
Theissen, Erik
31
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29
Campbell, John Y.
27
Engle, Robert F.
26
Ludvigson, Sydney C.
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Todorov, Viktor
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Bollerslev, Tim
25
Härdle, Wolfgang
25
Allen, David E.
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Cakici, Nusret
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Bali, Turan G.
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Stulz, René M.
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Cheung, Yin-Wong
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Chiang, Thomas C.
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19
Hess, Dieter
19
Liesenfeld, Roman
19
Schrimpf, Andreas
19
Sehgal, Sanjay
19
Ang, Andrew
18
Brooks, Robert
18
Döpke, Jörg
18
Entorf, Horst
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ECONIS (ZBW)
111
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1
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:
2
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:
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
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
6
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
7
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:
8
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
-
2022
Persistent link: https://www.econbiz.de/10013462272
Saved in:
9
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
10
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
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