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~person:"Gupta, Rangan"
~source:"econis"
~source:"repec"
~subject:"Aktienmarkt"
~subject:"long memory"
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Aktienmarkt
long memory
Forecasting model
163
Prognoseverfahren
163
Estimation
149
Schätzung
149
USA
140
United States
140
Volatility
137
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135
Börsenkurs
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Gupta, Rangan
Caporale, Guglielmo Maria
59
Gil-Alaña, Luis A.
47
Tiwari, Aviral Kumar
30
Balcilar, Mehmet
24
Pierdzioch, Christian
23
Nielsen, Morten Ørregaard
22
Wohar, Mark E.
22
Grobys, Klaus
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Hammoudeh, Shawkat
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Jawadi, Fredj
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Demirer, Rıza
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Ma, Feng
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McMillan, David G.
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Miller, Stephen M.
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Spagnolo, Nicola
17
Bouri, Elie
16
Lucey, Brian M.
16
Plastun, Alex
16
Worthington, Andrew Charles
16
Baum, Christopher F.
15
Burdekin, Richard C. K.
15
Guo, Hui
15
Kamaiah, Bandi
15
Salisu, Afees A.
15
Zaremba, Adam
15
Hanousek, Jan
14
Hassan, M. Kabir
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Mensi, Walid
14
Narayan, Paresh Kumar
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Siklos, Pierre L.
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Xuan Vinh Vo
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Yoon, Seong-min
14
Bohl, Martin T.
13
Guesmi, Khaled
13
Kang, Sang Hoon
13
Nguyen, Duc Khuong
13
Stulz, René M.
13
Sum, Vichet
13
Zhang, Bing
13
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Department of Economics, Faculty of Economic and Management Sciences
4
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
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Department of Economics working paper series
28
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
5
International review of economics & finance : IREF
5
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
4
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Applied financial economics
2
Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working papers / University of Connecticut, Department of Economics
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Economia internazionale
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
RePEc
EconStor
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
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
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:
4
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:
5
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:
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
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:
8
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:
9
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
10
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
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