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subject:"Share price"
subject:"Stock index"
~person:"Entorf, Horst"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~person:"Timmermann, Allan"
~subject:"US-Dollar"
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Share price
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Estimation
454
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146
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Entorf, Horst
Gupta, Rangan
Hautsch, Nikolaus
Timmermann, Allan
Caporale, Guglielmo Maria
78
Gil-Alaña, Luis A.
52
Pierdzioch, Christian
50
Bohl, Martin T.
43
McAleer, Michael
42
McMillan, David G.
40
Narayan, Paresh Kumar
39
Bollerslev, Tim
37
Wohar, Mark E.
35
Zaremba, Adam
35
Todorov, Viktor
33
Lettau, Martin
29
Tiwari, Aviral Kumar
29
Theissen, Erik
26
Belke, Ansgar
25
Allen, David E.
23
Ludvigson, Sydney C.
23
Bali, Turan G.
22
Engle, Robert F.
22
Härdle, Wolfgang
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Stulz, René M.
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Cakici, Nusret
21
Cheung, Yin-Wong
20
Hong, Harrison G.
20
Lux, Thomas
20
MacDonald, Ronald
20
Pesaran, M. Hashem
20
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20
Balcilar, Mehmet
19
Döpke, Jörg
19
Herwartz, Helmut
19
Hess, Dieter
19
Kapetanios, George
19
Nitschka, Thomas
19
Ang, Andrew
18
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18
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ECONIS (ZBW)
156
Showing
1
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10
of
156
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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
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:
3
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:
4
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:
5
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:
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
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:
8
Stock market bubbles and the forecastability of gold returns (and volatility)
Gabauer, David
;
Gupta, Rangan
;
Karmakar, Sayar
; …
-
2022
Persistent link: https://www.econbiz.de/10013253753
Saved in:
9
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
10
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
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