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~subject:"Share price"
~type:"book"
~type_genre:"Arbeitspapier"
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Share price
ARCH model
1,681
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1,681
Volatility
850
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849
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594
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594
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448
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448
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390
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390
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261
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261
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247
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247
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240
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217
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215
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163
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144
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144
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128
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128
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119
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118
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118
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116
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107
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McAleer, Michael
14
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12
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8
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6
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6
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5
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5
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5
Paolella, Marc S.
5
Silvennoinen, Annastiina
5
Allen, David E.
4
Bauwens, Luc
4
Bouri, Elie
4
Engle, Robert F.
4
Härdle, Wolfgang
4
Salisu, Afees A.
4
Schröder, Michael
4
Teräsvirta, Timo
4
Claessen, Holger
3
De Nard, Gianluca
3
Feng, Yuanhua
3
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3
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3
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3
Herwartz, Helmut
3
Kočenda, Evžen
3
Ledoit, Olivier
3
Pierdzioch, Christian
3
Raaij, Gabriela de
3
Raunig, Burkhard
3
Ravazzolo, Francesco
3
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3
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3
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3
Weber, Enzo
3
Wolf, Michael
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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3
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1
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1
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1
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1
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2
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2
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2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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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1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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ECONIS (ZBW)
240
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1
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:
2
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
3
Estimation of large volatility matrices with low-rank signal plus sparse noise structures
Dai, Runyu
;
Matsuda, Yasumasa
-
2023
Persistent link: https://www.econbiz.de/10014310363
Saved in:
4
Anatomy of price volatility transmission in Indian vegetables market
Padhi, Puja
;
Shekhar, Himani
;
Handa, Akanksha
-
2023
Persistent link: https://www.econbiz.de/10014325713
Saved in:
5
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:
6
The stock market effects of committing and setting GHG targets : evidence from the science-based initiative
Guerrero-Escobar, Santiago
;
Hernández del Valle, Gerardo
; …
-
2023
. However, there is limited evidence on the market effects of setting those targets. Using a
GARCH
model with a trend developed …
Persistent link: https://www.econbiz.de/10014438864
Saved in:
7
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:
8
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
9
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
10
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
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