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~language:"eng"
~person:"Gupta, Rangan"
~person:"Theissen, Erik"
~subject:"ARCH model"
~subject:"Börsenkurs"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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ARCH model
Börsenkurs
Estimation
260
Schätzung
260
Forecasting model
250
Prognoseverfahren
250
Volatility
213
Volatilität
212
Share price
205
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191
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165
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150
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Gupta, Rangan
Theissen, Erik
McAleer, Michael
221
Caporale, Guglielmo Maria
174
Ma, Feng
84
Narayan, Paresh Kumar
81
Gil-Alaña, Luis A.
79
McMillan, David G.
77
Chang, Chia-Lin
74
Allen, David E.
67
Stulz, René M.
67
Pierdzioch, Christian
66
Wohar, Mark E.
65
Hautsch, Nikolaus
63
Tiwari, Aviral Kumar
63
Plastun, Alex
62
Bouri, Elie
61
Hafner, Christian M.
61
Engle, Robert F.
60
Ryu, Doojin
59
Hammoudeh, Shawkat
58
Zaremba, Adam
58
Bohl, Martin T.
55
Bauwens, Luc
54
Lux, Thomas
53
Faff, Robert W.
52
Caporin, Massimiliano
51
Bollerslev, Tim
50
Madura, Jeff
50
Teräsvirta, Timo
50
Linton, Oliver
49
Härdle, Wolfgang
48
Salisu, Afees A.
48
Herwartz, Helmut
46
Spagnolo, Nicola
46
Timmermann, Allan
46
Nguyen, Duc Khuong
43
Brooks, Robert
42
Xuan Vinh Vo
41
Balcilar, Mehmet
40
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Bonn Graduate School of Economics
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Department of Economics working paper series
42
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12
Energy economics
9
Research in international business and finance
7
The European journal of finance
7
Working papers / University of Connecticut, Department of Economics
7
CFS working paper series
6
Finance research letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
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4
Economic modelling
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International review of economics & finance : IREF
4
Journal of multinational financial management
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3
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3
Economics letters
3
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Journal of forecasting
3
Journal of international financial markets, institutions & money
3
Schmalenbach business review : sbr
3
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3
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Emerging markets review
2
Emerging markets, finance and trade : EMFT
2
Financial innovation : FIN
2
Global finance journal
2
International journal of forecasting
2
International review of financial analysis
2
Journal of behavioral and experimental finance
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Journal of economics and finance
2
Journal of emerging market finance
2
Public finance review : PFR
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ECONIS (ZBW)
245
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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
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 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:
4
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:
5
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
6
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:
7
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:
8
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
9
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
10
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
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