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subject:"United Kingdom"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Estimation"
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United Kingdom
Volatility
Estimation
268
Schätzung
268
USA
77
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77
Volatilität
76
Börsenkurs
72
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72
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69
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Caporale, Guglielmo Maria
Gupta, Rangan
Gil-Alaña, Luis A.
37
Bahmani-Oskooee, Mohsen
35
Ma, Feng
26
Bollerslev, Tim
24
McAleer, Michael
24
Todorov, Viktor
24
Wohar, Mark E.
24
Pierdzioch, Christian
23
Bouri, Elie
22
Balcilar, Mehmet
21
Xuan Vinh Vo
21
Kumar, Dilip
20
Kang, Sang Hoon
17
Mensi, Walid
17
Tiwari, Aviral Kumar
17
Asai, Manabu
16
Apergēs, Nikolaos
15
Hamori, Shigeyuki
15
Rashid, Abdul
15
Blundell, Richard W.
14
Brooks, Robert
14
Li, Jia
14
McMillan, David G.
14
Wei, Yu
14
Yoon, Seong-min
14
Andersen, Torben
13
Chiang, Thomas C.
13
Narayan, Paresh Kumar
13
Tauchen, George Eugene
13
Wang, Yudong
13
Wu, Xinyu
13
Zhu, Huiming
13
Belke, Ansgar
12
Hegerty, Scott W.
12
Jawadi, Fredj
12
Lee, Chien-chiang
12
Malik, Farooq
12
Zhang, Yaojie
12
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The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
5
International journal of finance & economics : IJFE
5
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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Journal of international money and finance
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Journal of multinational financial management
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Open economies review
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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The European journal of finance
2
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1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
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Emerging markets, finance and trade : EMFT
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1
Exchange rate policy in Europe
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
International review of financial analysis
1
Journal of behavioral and experimental finance
1
Journal of economic integration
1
Journal of economics and finance : JEF
1
Journal of emerging market finance
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ECONIS (ZBW)
95
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1
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:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
3
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
4
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
5
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
6
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
7
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
8
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
9
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
10
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
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