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person:"McAleer, Michael"
~person:"Gupta, Rangan"
~person:"Wei, Yu"
~subject:"Capital market returns"
~subject:"Forecasting model"
~subject:"Rohstoffderivat"
~subject:"Spillover effect"
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Search: subject_exact:"Volatility"
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Capital market returns
Forecasting model
Rohstoffderivat
Spillover effect
Volatility
609
Volatilität
567
ARCH-Modell
213
ARCH model
212
Prognoseverfahren
193
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183
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183
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volatility
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Forecasting
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McAleer, Michael
Gupta, Rangan
Wei, Yu
Ma, Feng
88
Chang, Chia-Lin
70
Bouri, Elie
67
Bollerslev, Tim
46
Pierdzioch, Christian
46
Diebold, Francis X.
42
Zhang, Yaojie
41
Caporale, Guglielmo Maria
40
Kang, Sang Hoon
40
Spagnolo, Nicola
38
Wang, Yudong
38
Liang, Chao
35
Mensi, Walid
34
Caporin, Massimiliano
33
McMillan, David G.
33
Hammoudeh, Shawkat
31
Salisu, Afees A.
31
Asai, Manabu
27
Clements, Adam
27
Lux, Thomas
27
Ji, Qiang
26
Kočenda, Evžen
26
Christoffersen, Peter F.
25
Degiannakis, Stavros
25
Gallo, Giampiero M.
25
Kumar, Dilip
25
Prokopczuk, Marcel
25
Tiwari, Aviral Kumar
25
Lucey, Brian M.
24
Xuan Vinh Vo
24
Demirer, Rıza
23
Allen, David E.
22
Andersen, Torben
22
Engle, Robert F.
22
Wang, Jiqian
22
Chevallier, Julien
21
Manera, Matteo
21
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32
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23
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12
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10
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7
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2
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2
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2
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2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
326
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1
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:
2
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:
3
Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
4
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:
5
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
6
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
Saved in:
7
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:
8
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:
9
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
10
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
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