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Journal of Forecasting
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The predictability of stock market volatility in emerging economies : Relative roles of local, regional, and global business cycles
Bouri, Elie
;
Demirer, Rıza
;
Gupta, Rangan
;
Sun, Xiaojin
- In:
Journal of Forecasting
39
(
2020
)
6
,
pp. 957-965
Persistent link: https://www.econbiz.de/10012189073
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2
Volatility forecasting with bivariate multifractal models
Liu, Ruipeng
;
Demirer, Riza
;
Gupta, Rangan
;
Wohar, Mark
- In:
Journal of Forecasting
39
(
2019
)
2
,
pp. 155-167
Persistent link: https://www.econbiz.de/10012082072
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