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~isPartOf:"Research in international business and finance"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Williams, Colin C."
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Volatility
Estimation
14
Schätzung
14
Capital income
8
Kapitaleinkommen
8
Volatilität
8
Aktienmarkt
7
Börsenkurs
7
Share price
7
Stock market
7
ARCH model
5
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5
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2
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8
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English
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Caporale, Guglielmo Maria
Gupta, Rangan
Williams, Colin C.
Chevallier, Julien
5
Aboura, Sofiane
4
Ji, Qiang
4
Lau, Chi Keung
4
Tiwari, Aviral Kumar
4
Umar, Zaghum
4
Vortelinos, Dimitrios I.
4
Bouri, Elie
3
Corbet, Shaen
3
Gozgor, Giray
3
Guesmi, Khaled
3
Hamori, Shigeyuki
3
Owusu Junior, Peterson
3
Papadamou, Stephanos
3
Smales, Lee A.
3
Zhang, Wei
3
Aharon, David Y.
2
Ahmed, Walid M. A.
2
Aloui, Chaker
2
Chkili, Walid
2
Degiannakis, Stavros
2
Essaddam, Naceur
2
Fan, Ying
2
Guo, Yaoqi
2
Hmaied, Dorra Mezzez
2
Jiang, Junhua
2
Kang, Sang Hoon
2
Karagozoglu, Ahmet K.
2
Kitamura, Yoshihiro
2
Koulakiotis, Athanasios
2
Koutmos, Dimitrios
2
Kuttu, Saint
2
Larkin, Charles
2
Lee, Chien-chiang
2
Li, Xiao
2
Li, Yi
2
Li, Youwei
2
Minh Thi Hong Dinh
2
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Research in international business and finance
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
6
Economics letters
6
International journal of finance & economics : IJFE
5
Journal of economics and finance
5
The European journal of finance
5
Applied economics
4
Journal of forecasting
4
Journal of international money and finance
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Journal of applied economics
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Computational economics
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Global finance journal
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance : JEF
2
Journal of financial markets
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Open economies review
2
Review of international economics
2
Structural change and economic dynamics : SC+ED
2
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ECONIS (ZBW)
8
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1
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8
of
8
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articles prioritized
date (newest first)
date (oldest first)
1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan
;
Dul, Wiehan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Research in international business and finance
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
Saved in:
3
High and low prices and the range in the European stock markets : a long-memory approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
Research in international business and finance
52
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012543286
Saved in:
4
The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
Saved in:
5
Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
Saved in:
6
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Research in international business and finance
46
(
2018
),
pp. 516-527
Persistent link: https://www.econbiz.de/10011983723
Saved in:
7
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
Saved in:
8
Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Research in international business and finance
42
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011747216
Saved in:
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