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Volatility
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Gupta, Rangan
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Pierdzioch, Christian
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Bouri, Elie
23
Cepni, Oguzhan
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Salisu, Afees A.
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Bonato, Matteo
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Sheng, Xin
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Ji, Qiang
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Nielsen, Joshua
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Demirer, Rıza
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Ogbonna, Ahamuefula Ephraim
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Polat, Onur
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Liao, Wenting
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Foglia, Matteo
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Liu, Ruipeng
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Fu, Shengjie
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Gil-Alaña, Luis A.
2
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Department of Economics working paper series
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
268
Working papers / University of Connecticut, Department of Economics
45
Finance research letters
41
Applied economics
36
Energy economics
32
Working papers / Department of Economics, University of Connecticut
28
The North American journal of economics and finance : a journal of financial economics studies
27
Economic modelling
25
Econometrics Working Papers Archive
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Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
22
Journal of forecasting
21
Research in international business and finance
20
The South African journal of economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
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Economics letters
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International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
International business and economics research journal
18
Journal of Forecasting
16
Working Papers / Department of Economics, University of Nevada-Las Vegas
14
International journal of finance & economics : IJFE
12
International journal of forecasting
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Economic Modelling
11
International Journal of Finance & Economics
11
EUI working paper / ECO
10
Journal of economic studies
10
Journal of real estate literature : a publication of the American Real Estate Society
10
South African Journal of Economics
10
The journal of real estate finance and economics
10
International review of financial analysis
9
Journal of Economic Studies
9
Working Papers / Economic Research Southern Africa (ERSA)
9
Annals of financial economics
8
Applied financial economics
8
Economic systems
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
The time-varying impact of uncertainty shocks on the comovement of regional housing prices of the United Kingdom
Cepni, Oguzhan
;
Marfatia, Hardik A.
;
Gupta, Rangan
-
2021
Persistent link: https://www.econbiz.de/10012661143
Saved in:
2
Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility
Bouri, Elie
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Liu, Ruipeng
-
2024
Persistent link: https://www.econbiz.de/10015066784
Saved in:
3
The role of uncertainty in forecasting realized covariance of US state-level stock returns : a reverse-MIDAS approach
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2025
Persistent link: https://www.econbiz.de/10015195194
Saved in:
4
Unveiling true connectedness in US state-level stock markets : the role of common factors
Caporin, Massimiliano
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2025
Persistent link: https://www.econbiz.de/10015326254
Saved in:
5
Machine learning and the forecastability of cross-sectional realized variance : the role of realized moments
Plakandaras, Vasilios
;
Bonato, Matteo
;
Gupta, Rangan
; …
-
2025
Persistent link: https://www.econbiz.de/10015398295
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
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
8
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:
9
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:
10
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
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