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source:"edz"
~person:"Caporin, Massimiliano"
~person:"Gupta, Rangan"
~person:"Karanasos, Menelaos"
~source:"econis"
~type_genre:"Arbeitspapier"
~type_genre:"Conference paper"
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Search: subject_exact:"ARCH-Modell"
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ARCH model
59
ARCH-Modell
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Caporin, Massimiliano
Gupta, Rangan
Karanasos, Menelaos
McAleer, Michael
129
Chang, Chia-Lin
51
Hafner, Christian M.
35
Bauwens, Luc
31
Caporale, Guglielmo Maria
31
Teräsvirta, Timo
28
Rombouts, Jeroen V. K.
23
Engle, Robert F.
20
Herwartz, Helmut
19
Paolella, Marc S.
19
Linton, Oliver
16
Saikkonen, Pentti
16
Asai, Manabu
15
Koopman, Siem Jan
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Mittnik, Stefan
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Shephard, Neil G.
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Silvennoinen, Annastiina
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Conrad, Christian
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Laurent, Sébastien
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Allen, David E.
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Andersen, Torben
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Francq, Christian
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Rahbek, Anders
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Sheppard, Kevin
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Spagnolo, Nicola
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Polasek, Wolfgang
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Zakoïan, Jean-Michel
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Chen, Chi-chung
11
Christoffersen, Peter F.
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Diebold, Francis X.
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Hansen, Peter Reinhard
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Lütkepohl, Helmut
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Meitz, Mika
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Preminger, Arie
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ECONIS (ZBW)
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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
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:
3
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
Saved in:
4
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
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
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:
7
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
8
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
Saved in:
9
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
10
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
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