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subject:"Volatilität"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~type_genre:"Article in journal"
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Volatilität
Estimation
9
Schätzung
9
Großbritannien
4
United Kingdom
4
Aktienmarkt
3
Börsenkurs
3
Capital income
3
Forecasting model
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Kapitaleinkommen
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Prognoseverfahren
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Share price
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realized volatility
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Caporale, Guglielmo Maria
Gupta, Rangan
Ma, Feng
2
Salisu, Afees A.
2
Wei, Yu
2
Abosedra, Salah S.
1
Acquah, Benjamin K.
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Ahmed, Rizwan
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1
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1
Chen, Jiaqi
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1
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1
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1
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International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
7
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Finance research letters
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Journal of international money and finance
3
Economic modelling
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Economics and Business Letters : EBL
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Economics letters
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International review of economics & finance : IREF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of multinational financial management
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Open economies review
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The European journal of finance
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Eastern economic journal
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Emerging markets review
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Emerging markets, finance and trade : EMFT
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Energy economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International economics and economic policy : IEEP
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International journal of forecasting
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International review of financial analysis
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Journal of behavioral and experimental finance
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Journal of economic integration
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Journal of economics and finance : JEF
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Journal of emerging market finance
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Journal of financial markets
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Journal of forecasting
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Journal of international commerce, economics and policy
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Journal of macroeconomics
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Journal of risk
1
Journal of the Operational Research Society
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ECONIS (ZBW)
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A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
2
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
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