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~person:"Engle, Robert F."
~person:"Gupta, Rangan"
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Volatility
301
Volatilität
296
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127
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Engle, Robert F.
Gupta, Rangan
McAleer, Michael
592
Caporale, Guglielmo Maria
223
Chang, Chia-Lin
212
Bollerslev, Tim
192
Diebold, Francis X.
151
Koopman, Siem Jan
137
Spagnolo, Nicola
129
Asai, Manabu
120
Pierdzioch, Christian
112
Bouri, Elie
106
Härdle, Wolfgang
104
Lux, Thomas
101
Aizenman, Joshua
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Andersen, Torben
98
Hammoudeh, Shawkat
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Bekaert, Geert
94
Caporin, Massimiliano
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Chiarella, Carl
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Ma, Feng
92
Chevallier, Julien
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Hautsch, Nikolaus
86
Bahmani-Oskooee, Mohsen
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Todorov, Viktor
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Andersen, Torben G.
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Shephard, Neil
82
Allen, David E.
81
Buch, Claudia M.
78
Mumtaz, Haroon
77
Clements, Adam
74
McMillan, David G.
74
Davis, Steven J.
72
Kočenda, Evžen
70
Ghysels, Eric
68
Barndorff-Nielsen, Ole E.
67
Hafner, Christian M.
65
Herwartz, Helmut
65
Tiwari, Aviral Kumar
65
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64
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Department of Economics working paper series
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14
Discussion paper / Department of Economics, University of California San Diego
12
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Finance research letters
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International review of economics & finance : IREF
7
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Econometrics Working Papers Archive
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4
The European journal of finance
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3
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3
Finmap working paper
3
International journal of finance & economics : IJFE
3
Journal of econometrics
3
Journal of economics and finance
3
Journal of multinational financial management
3
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3
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3
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2
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ECONIS (ZBW)
297
RePEc
29
EconStor
6
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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 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:
3
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:
4
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:
5
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:
6
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:
7
Does the introduction of US spot Bitcoin ETFs affect spot returns and
volatility
of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
8
Modelling
volatility
cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
9
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
10
Economic conditions and predictability of US stock returns
volatility
: local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
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