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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Bathia, Deven"
~person:"Chen, Cathy W. S."
~person:"Gupta, Rangan"
~subject:"Estimation"
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EU-Staaten
Volatility
Estimation
Schätzung
8
Capital income
5
Kapitaleinkommen
5
Börsenkurs
4
Share price
4
Volatilität
4
Aktienmarkt
3
Forecasting model
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realized volatility
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Bathia, Deven
Chen, Cathy W. S.
Gupta, Rangan
Cheung, Yin-Wong
5
Afonso, António
4
Gil-Alaña, Luis A.
4
Kanas, Angelos
4
Wohar, Mark E.
4
Caporale, Guglielmo Maria
3
Chang, Tsangyao
3
Hammoudeh, Shawkat
3
Hyde, Stuart
3
Ma, Feng
3
McMillan, David G.
3
Nitzsche, Dirk
3
Tiwari, Aviral Kumar
3
Aşici, Ahmet Atil
2
Boucher Breuer, Janice
2
Bredin, Donal
2
Clarida, Richard H.
2
Coakley, Jerry
2
De Grauwe, Paul
2
De Vita, Glauco
2
Friberg, Richard
2
Green, Christopher J.
2
Hook, Law Siong
2
Jareño, Francisco
2
Kouretas, Georgios P.
2
Lai, Kon-sun
2
Ogbonna, Ahamuefula E.
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Papell, David H.
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Parhi, Mamata
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Rault, Christophe
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Salisu, Afees A.
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Sarno, Lucio
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Shahbaz, Muhammad
2
Subramaniam, Sowmya
2
Trachanas, Emmanouil
2
Wei, Yu
2
Wickens, Michael R.
2
Yaya, OlaOluwa S.
2
Zarangas, Leonidas P.
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International journal of finance & economics : IJFE
Department of Economics working paper series
39
Working papers / University of Connecticut, Department of Economics
15
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
12
Applied economics
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Economic modelling
5
International review of economics & finance : IREF
5
Journal of forecasting
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
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3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy economics
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Annals of economics and finance
2
Computational economics
2
Defence and peace economics
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Economics, management and financial markets
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Emerging markets review
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Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
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International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Macroeconomic dynamics
2
Open economies review
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ECONIS (ZBW)
8
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1
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
2
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
3
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
4
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
5
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
6
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
7
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
8
International sentiment spillovers in equity returns
Bathia, Deven
;
Bredin, Donal
;
Nitzsche, Dirk
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
Saved in:
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