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~isPartOf:"Department of Economics working paper series"
~person:"Gupta, Rangan"
~person:"Kanbur, Ravi"
~person:"McAleer, Michael"
~person:"Tirole, Jean"
~subject:"Volatility"
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Volatility
Volatilität
47
Forecasting model
43
Prognoseverfahren
43
Estimation
37
Schätzung
37
Welt
33
World
33
Börsenkurs
32
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English
48
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Gupta, Rangan
Kanbur, Ravi
McAleer, Michael
Tirole, Jean
Pierdzioch, Christian
16
Salisu, Afees A.
9
Bouri, Elie
8
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Cepni, Oguzhan
5
Demirer, Rıza
5
Karmakar, Sayar
4
Nielsen, Joshua
4
Ji, Qiang
3
Nel, Jacobus
3
Ogbonna, Ahamuefula Ephraim
3
Plakandaras, Vasilios
3
Van Eyden, Reneé
3
Foglia, Matteo
2
Gabauer, David
2
Liao, Wenting
2
Liu, Ruipeng
2
Segnon, Mawuli
2
Sheng, Xin
2
Çepni, Oğuzhan
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Babalos, Vassilios
1
Balcilar, Mehmet
1
Caraiani, Petre
1
Cuñado Eizaguirre, Juncal
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Das, Sonali
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Fang, Libing
1
Gillas, Konstantinos Gkillas
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Hall, Savanah
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Ivashchenko, Sergey
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1
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1
Konstantatos, Christoforos
1
Kunene, Desiree M.
1
Li, Haohua
1
Liphadzi, Asingamaanda
1
Luo, Jiawen
1
Ma, Feng
1
Ma, Jun
1
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Department of Economics working paper series
Working paper
40
Econometric Institute research papers
26
The North American journal of economics and finance : a journal of financial economics studies
17
Energy economics
16
International review of economics & finance : IREF
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics
6
Economics letters
6
Working Papers in Economics
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Annals of financial economics
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Defence and peace economics
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Economia internazionale
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International journal of finance & economics : IJFE
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Discussion paper / Tinbergen Institute
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Global Research Unit working paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Tourism economics : the business and finance of tourism and recreation
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Working Papers / Department of Economics, Faculty of Economic and Management Sciences
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Working papers / University of Connecticut, Department of Economics
2
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Documentos de Trabajo del ICAE
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Economics working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of Reviews on Global Economics
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Journal of applied economics
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Journal of international commerce, economics and policy
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Research in international business and finance
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The journal of real estate finance and economics
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Working paper / Graduate Institute of International Studies
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ECONIS (ZBW)
48
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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
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:
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
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
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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