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~language:"eng"
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~person:"Silvennoinen, Annastiina"
~subject:"ARCH-Modell"
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ARCH-Modell
Volatilität
184
Volatility
183
Forecasting model
177
Prognoseverfahren
177
Estimation
171
Schätzung
171
United States
152
USA
150
Börsenkurs
123
Share price
122
Capital income
112
Kapitaleinkommen
112
Welt
104
World
104
Risiko
95
Risk
95
Aktienmarkt
86
Stock market
86
Time series analysis
82
Zeitreihenanalyse
82
Theorie
79
Theory
79
ARCH model
73
Oil price
71
Ölpreis
71
Immobilienpreis
65
Real estate price
65
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58
VAR-Modell
58
South Africa
57
Causality analysis
56
Kausalanalyse
56
Südafrika
53
Forecasting
47
Inflation
44
Spillover effect
42
Spillover-Effekt
42
Monetary policy
40
Climate change
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Article
36
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Working Paper
38
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37
Aufsatz in Zeitschrift
37
Arbeitspapier
36
Graue Literatur
36
Non-commercial literature
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English
Author
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Bouri, Elie
Gupta, Rangan
Silvennoinen, Annastiina
McAleer, Michael
69
Ma, Feng
35
Teräsvirta, Timo
34
Chang, Chia-Lin
29
Conrad, Christian
27
Caporale, Guglielmo Maria
22
Karanasos, Menelaos
22
Engle, Robert F.
20
Hafner, Christian M.
19
Caporin, Massimiliano
17
Hammoudeh, Shawkat
17
Allen, David E.
15
Salisu, Afees A.
15
Wei, Yu
15
Hamori, Shigeyuki
14
Herwartz, Helmut
14
Rahbek, Anders
14
Shephard, Neil G.
14
Tiwari, Aviral Kumar
14
Zhang, Yaojie
14
Meitz, Mika
13
Saikkonen, Pentti
13
Zagaglia, Paolo
13
Asai, Manabu
12
Kumar, Dilip
12
Rombouts, Jeroen V. K.
12
Serletis, Apostolos
12
Weber, Enzo
12
Yoon, Seong-min
12
Ledoit, Olivier
11
Liang, Chao
11
Mensi, Walid
11
Miller, Stephen M.
11
Polasek, Wolfgang
11
Sheppard, Kevin
11
Spagnolo, Nicola
11
Wolf, Michael
11
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Ekonomiska forskningsinstitutet <Stockholm>
1
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Department of Economics working paper series
23
Energy economics
10
CREATES research paper
5
The North American journal of economics and finance : a journal of financial economics studies
4
SSE EFI working paper series in economics and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Defence and peace economics
2
Economics letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
SSE/EFI Working Paper Series in Economics and Finance
2
Annals of financial economics
1
Applied financial economics
1
Computational economics
1
Economia politica : journal of analytical and institutional economics
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics and Business Letters : EBL
1
Economics working paper
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global Research Unit working paper
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of economics and finance
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance
1
Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
73
EconStor
2
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1
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
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
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:
4
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:
5
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
6
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
7
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:
8
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:
9
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:
10
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:
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