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~isPartOf:"Department of Economics working paper series"
~person:"Gupta, Rangan"
~person:"McCracken, Michael W."
~subject:"ARCH-Modell"
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ARCH-Modell
Forecasting model
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forecasting
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Gupta, Rangan
McCracken, Michael W.
Salisu, Afees A.
5
Bouri, Elie
4
Ogbonna, Ahamuefula Ephraim
3
Demirer, Rıza
2
Ji, Qiang
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Pierdzioch, Christian
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Foglia, Matteo
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Ivashchenko, Sergey
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Department of Economics working paper series
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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:
2
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:
3
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
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
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
6
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
7
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
8
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800652
Saved in:
9
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
10
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
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