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The impact of geopolitical risks on stock market dynamics : evidence from Turkey
Güney, Ethem - 2020
Persistent link: https://www.econbiz.de/10012816254
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The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan; Gupta, Rangan; Onay, Yigit - In: Journal of forecasting 41 (2022) 8, pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
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Oil shocks and state-level stock market volatility of the United States : a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Cepni, Oguzhan; … - In: Review of quantitative finance and accounting 63 (2024) 4, pp. 1473-1510
Persistent link: https://www.econbiz.de/10015178531
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Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 41 (2022) 2, pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
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Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analysis
Candila, Vincenzo; Cepni, Oguzhan; Gallo, Giampiero M.; … - 2024
Persistent link: https://www.econbiz.de/10015051333
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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
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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
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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
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Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analysis
Candila, Vincenzo; Cepni, Oguzhan; Gallo, Giampiero M.; … - 2024 - Prima edizione
Persistent link: https://www.econbiz.de/10015099066
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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