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~language:"eng"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~person:"Zhang, Yaojie"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH-Modell
Börsenkurs
Forecasting model
265
Prognoseverfahren
265
Volatility
264
Volatilität
264
Estimation
234
Schätzung
233
Theorie
184
Theory
184
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162
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161
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161
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148
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148
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119
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Gupta, Rangan
McAleer, Michael
Zhang, Yaojie
Ma, Feng
83
McMillan, David G.
77
Narayan, Paresh Kumar
76
Wohar, Mark E.
61
Tiwari, Aviral Kumar
59
Zaremba, Adam
58
Hammoudeh, Shawkat
56
Ryu, Doojin
56
Caporale, Guglielmo Maria
53
Bouri, Elie
52
Madura, Jeff
50
Faff, Robert W.
47
Gil-Alaña, Luis A.
42
Nguyen, Duc Khuong
42
Xuan Vinh Vo
41
Chiang, Thomas C.
40
Zhang, Wei
40
Brooks, Robert
39
Hamori, Shigeyuki
39
Kang, Sang Hoon
39
Xiong, Xiong
39
Kumar, Dilip
38
Salisu, Afees A.
38
Apergēs, Nikolaos
37
Hsing, Yu
37
Mensi, Walid
37
Hassan, M. Kabir
36
Lucey, Brian M.
36
Pierdzioch, Christian
36
Wang, Yudong
36
Corbet, Shaen
35
Balcilar, Mehmet
34
Serletis, Apostolos
34
Choudhry, Taufiq
33
Demirer, Rıza
33
Lien, Da-hsiang Donald
33
Yoon, Seong-min
33
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The North American journal of economics and finance : a journal of financial economics studies
19
Energy economics
18
Applied economics
13
Economic modelling
10
Finance research letters
10
Journal of forecasting
8
Research in international business and finance
8
International journal of forecasting
6
International review of economics & finance : IREF
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Journal of risk and financial management : JRFM
5
The European journal of finance
5
Econometric reviews
4
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4
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4
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4
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4
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4
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4
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4
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3
Defence and peace economics
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Econometric theory
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Financial innovation : FIN
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of economics and finance
2
Journal of emerging market finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Pacific-Basin finance journal
2
Public finance review : PFR
2
Risks : open access journal
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ECONIS (ZBW)
243
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
3
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
4
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
5
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
6
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
7
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
8
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
9
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
10
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
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