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~isPartOf:"Department of Economics working paper series"
~subject:"Kapitaleinkommen"
~type_genre:"Arbeitspapier"
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Kapitaleinkommen
ARCH model
24
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20
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forecasting
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Arbeitspapier
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Gupta, Rangan
12
Bouri, Elie
5
Salisu, Afees A.
5
Ogbonna, Ahamuefula Ephraim
4
Cepni, Oguzhan
3
Ji, Qiang
2
Pierdzioch, Christian
2
Babalos, Vassilios
1
Bhimreddy, Komal S. R.
1
Fang, Libing
1
Li, Haohua
1
Liao, Wenting
1
Liphadzi, Asingamaanda
1
Majumdar, Anandamayee
1
Muddana, Thanoj K.
1
Plakandaras, Vasilios
1
Polat, Onur
1
Shiba, Sisa
1
Zhang, Han
1
Zhang, Yue-jun
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Department of Economics working paper series
Working paper
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Discussion paper / Tinbergen Institute
11
CESifo working papers
9
Economics and finance working paper series
8
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8
Research paper series / Swiss Finance Institute
7
Econometric Institute research papers
6
Working paper series / University of Zurich, Department of Economics
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CFS working paper series
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IES working paper
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SSE EFI working paper series in economics and finance
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Working paper / National Bureau of Economic Research, Inc.
4
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1
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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
3
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:
4
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
5
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
6
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:
7
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
8
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:
9
Energy market uncertainties and gold return volatility : a
GARCH
-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
10
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:
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