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subject:"EU-Staaten"
subject:"Volatility"
~person:"Bouri, Elie"
~person:"Brunello, Giorgio"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Rault, Christophe"
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EU-Staaten
Volatility
Estimation
551
Schätzung
551
Volatilität
162
Forecasting model
133
Prognoseverfahren
133
Börsenkurs
110
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110
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84
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212
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Bouri, Elie
Brunello, Giorgio
Chang, Chia-Lin
Gupta, Rangan
Ma, Feng
Rault, Christophe
Belke, Ansgar
102
Caporale, Guglielmo Maria
102
McAleer, Michael
89
Pierdzioch, Christian
52
Gil-Alaña, Luis A.
48
Bollerslev, Tim
44
Afonso, António
39
Dreger, Christian
38
Buch, Claudia M.
37
Herwartz, Helmut
37
Koopman, Siem Jan
37
Badinger, Harald
35
Bahmani-Oskooee, Mohsen
35
Todorov, Viktor
34
Döpke, Jörg
31
Engle, Robert F.
31
Hautsch, Nikolaus
31
Härdle, Wolfgang
31
Asai, Manabu
29
Hayo, Bernd
29
Caporin, Massimiliano
28
Kočenda, Evžen
25
Setzer, Ralph
25
Wohar, Mark E.
25
Mumtaz, Haroon
23
Pesaran, M. Hashem
23
Xuan Vinh Vo
23
Andersen, Torben
22
Brülhart, Marius
22
Crespo Cuaresma, Jesús
22
MacDonald, Ronald
22
Marcellino, Massimiliano
22
Artis, Michael J.
21
Klose, Jens
21
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18
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13
The North American journal of economics and finance : a journal of financial economics studies
9
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8
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8
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7
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4
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Economics : the open-access, open-assessment e-journal
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ECONIS (ZBW)
212
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1
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:
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
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:
4
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
5
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
6
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
7
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
8
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:
9
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
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