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~language:"eng"
~person:"Ҫepni, Oğuzhan"
~subject:"Volatility"
~type_genre:"Graue Literatur"
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Volatility
Forecasting model
8
Prognoseverfahren
8
Volatilität
7
Forecasting
6
Climate change
5
Estimation
5
Klimawandel
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
Forecast
3
Prognose
3
Risiko
3
Risk
3
Aktienmarkt
2
Anlageverhalten
2
Behavioural finance
2
Business applications
2
Business cycle
2
Börsenkurs
2
Climate Risks
2
Climate-related predictors
2
Konjunktur
2
Realized stock-market volatility
2
Realized volatility
2
Share price
2
State-level data
2
State-level investor sentiment
2
State-level stock markets
2
Stock market
2
USA
2
United States
2
Welt
2
World
2
ARCH model
1
ARCH-Modell
1
Beta forecasting
1
Business fluctuations and cycles
1
Climate risks
1
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Book / Working Paper
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Graue Literatur
Arbeitspapier
7
Non-commercial literature
7
Working Paper
7
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English
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Ҫepni, Oğuzhan
McAleer, Michael
51
Gupta, Rangan
21
Caporale, Guglielmo Maria
20
Chang, Chia-Lin
17
Pierdzioch, Christian
14
Chiarella, Carl
12
Gannon, Gerard L.
12
Spagnolo, Nicola
11
Guo, Hui
9
Härdle, Wolfgang
9
Zanetti, Francesco
9
Allen, David E.
8
Fernández-Villaverde, Jesús
8
Miller, Stephen M.
8
Mumtaz, Haroon
8
Weber, Enzo
8
Yu, Yang
8
Asai, Manabu
7
Buch, Claudia M.
7
Hautsch, Nikolaus
7
Xu, Yongdeng
7
Yu, Jun
7
Alòs, Elisa
6
Bonato, Matteo
6
Caporin, Massimiliano
6
Cepni, Oguzhan
6
Gil-Alaña, Luis A.
6
Laurent, Sébastien
6
Neely, Christopher J.
6
Nguyen, Hoang
6
Siklos, Pierre L.
6
Theodoridis, Konstantinos
6
Vespignani, Joaquin
6
Andersen, Torben
5
Bartram, Söhnke M.
5
Clements, Kenneth W.
5
Diebold, Francis X.
5
Fang, Wen-shwo
5
Farmer, Roger E. A.
5
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Department of Economics working paper series
7
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ECONIS (ZBW)
7
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Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
2
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
3
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
4
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
5
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
Saved in:
6
Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies
Luo, Jiawen
;
Ҫepni, Oğuzhan
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013469716
Saved in:
7
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
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