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~isPartOf:"Department of Economics working paper series"
~subject:"Arbeitsmarkt"
~subject:"Prognoseverfahren"
~subject:"Spillover effect"
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Arbeitsmarkt
Prognoseverfahren
Spillover effect
Volatility
47
Volatilität
47
Forecasting model
32
Börsenkurs
26
Share price
26
Aktienmarkt
22
Capital income
22
Kapitaleinkommen
22
Stock market
22
Welt
20
World
20
Forecasting
19
Estimation
17
Schätzung
17
Risiko
16
Risk
16
ARCH model
15
ARCH-Modell
15
Climate change
12
Klimawandel
12
Forecast
8
Oil price
8
Prognose
8
USA
8
United States
8
Ölpreis
8
Theorie
6
Theory
6
GARCH-MIDAS
5
Realized volatility
5
forecasting
5
Anlageverhalten
4
Behavioural finance
4
Bubbles
4
Exchange rate
4
Spekulationsblase
4
Spillover-Effekt
4
Stock market volatility
4
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30
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Book / Working Paper
34
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Arbeitspapier
34
Graue Literatur
34
Non-commercial literature
34
Working Paper
34
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English
34
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Gupta, Rangan
34
Pierdzioch, Christian
13
Salisu, Afees A.
9
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Bouri, Elie
4
Cepni, Oguzhan
4
Karmakar, Sayar
4
Demirer, Rıza
3
Ji, Qiang
3
Ogbonna, Ahamuefula Ephraim
3
Plakandaras, Vasilios
3
Foglia, Matteo
2
Gabauer, David
2
Liao, Wenting
2
Liu, Ruipeng
2
Nielsen, Joshua
2
Segnon, Mawuli
2
Çepni, Oğuzhan
2
Balcilar, Mehmet
1
Cuñado Eizaguirre, Juncal
1
Hall, Savanah
1
Ivashchenko, Sergey
1
Luo, Jiawen
1
Ma, Feng
1
Ma, Jun
1
Nel, Jacobus
1
Rognone, Lavinia
1
Wang, Jiqian
1
Wohar, Mark E.
1
Wu, Kejin
1
Ҫekin, Semih Emre
1
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Department of Economics working paper series
Energy economics
211
Finance research letters
143
International review of financial analysis
134
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of forecasting
121
Journal of forecasting
115
Economic modelling
107
International review of economics & finance : IREF
103
Applied economics
99
Discussion paper series / IZA
98
Research in international business and finance
71
Journal of banking & finance
69
Working paper
65
Journal of empirical finance
60
Applied economics letters
59
Journal of international financial markets, institutions & money
59
Journal of risk and financial management : JRFM
58
NBER working paper series
55
Journal of econometrics
53
Discussion paper / Tinbergen Institute
52
CESifo working papers
49
NBER Working Paper
48
IZA Discussion Paper
47
The journal of futures markets
43
Applied financial economics
41
International journal of finance & economics : IJFE
41
Working paper / National Bureau of Economic Research, Inc.
41
Pacific-Basin finance journal
40
Economics letters
38
Emerging markets, finance and trade : EMFT
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Discussion paper / Centre for Economic Policy Research
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
Econometric Institute research papers
34
Labour economics : official journal of the European Association of Labour Economists
33
Journal of international money and finance
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
The European journal of finance
31
Quantitative finance
30
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ECONIS (ZBW)
34
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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