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~person:"Gupta, Rangan"
~person:"McMillan, David G."
~subject:"Stock market"
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Stock market
Forecasting model
361
Prognoseverfahren
361
Estimation
313
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313
Volatility
293
Volatilität
291
Börsenkurs
262
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Gupta, Rangan
McMillan, David G.
Caporale, Guglielmo Maria
153
Bekaert, Geert
79
Zaremba, Adam
75
Campbell, John Y.
67
Gil-Alaña, Luis A.
67
Hammoudeh, Shawkat
57
Pierdzioch, Christian
54
Tiwari, Aviral Kumar
54
Levine, Ross
53
Guo, Hui
52
Lucey, Brian M.
52
Narayan, Paresh Kumar
52
Hassan, M. Kabir
49
Wohar, Mark E.
49
Xuan Vinh Vo
49
Arouri, Mohamed
46
Bouri, Elie
45
Spagnolo, Nicola
45
Sum, Vichet
45
Mensi, Walid
44
Demirer, Rıza
42
Guesmi, Khaled
42
Kang, Sang Hoon
42
Nguyen, Duc Khuong
42
Bali, Turan G.
41
Harvey, Campbell R.
41
Ma, Feng
41
Ryu, Doojin
40
Faff, Robert W.
39
Schmukler, Sergio L.
39
Wong, Wing Keung
39
Stulz, René M.
38
Henry, Peter Blair
37
Plastun, Alex
37
Goetzmann, William N.
36
Brooks, Robert
35
Cakici, Nusret
35
Chiang, Thomas C.
35
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Department of Economics, Faculty of Economic and Management Sciences
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Department of Economics working paper series
27
The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
9
Research in international business and finance
8
International review of economics & finance : IREF
6
Applied financial economics
5
International journal of finance & economics : IJFE
4
International review of financial analysis
4
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3
Energy economics
3
Journal of economics and finance
3
The European journal of finance
3
The journal of asset management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
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2
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2
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2
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2
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2
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2
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2
Structural change and economic dynamics : SC+ED
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Studies in economics and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
Working papers / University of Connecticut, Department of Economics
2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Applied financial economics letters
1
Asian African journal of economics and econometrics
1
CREATES research paper
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Economia internazionale
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1
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1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finmap working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
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ECONIS (ZBW)
179
RePEc
2
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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
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:
4
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:
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
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:
7
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:
8
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:
9
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
10
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:
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