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subject:"United States"
~isPartOf:"Department of Economics working paper series"
~subject:"ARCH model"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
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Search: subject_exact:"Stock price"
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United States
ARCH model
Börsenkurs
35
Share price
35
Volatility
29
Volatilität
29
Forecasting model
26
Prognoseverfahren
26
Aktienmarkt
22
Stock market
22
Capital income
18
Kapitaleinkommen
18
Estimation
13
Schätzung
13
Forecasting
12
ARCH-Modell
11
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11
Welt
8
World
8
Bubbles
7
Climate change
7
Klimawandel
7
Spekulationsblase
7
Theorie
6
Theory
6
USA
6
Forecast
5
Oil price
5
Prognose
5
Ölpreis
5
Anlageverhalten
4
Behavioural finance
4
Climate risks
4
GARCH-MIDAS
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Stock market volatility
4
Gold
3
Markov chain
3
Markov-Kette
3
Moments
3
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16
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16
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16
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16
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Gupta, Rangan
16
Bouri, Elie
5
Salisu, Afees A.
5
Pierdzioch, Christian
4
Cepni, Oguzhan
3
Karmakar, Sayar
2
Ogbonna, Ahamuefula Ephraim
2
Wu, Kejin
2
Bhimreddy, Komal S. R.
1
Bonato, Matteo
1
Demirer, Rıza
1
Fang, Libing
1
Hall, Savanah
1
Ivashchenko, Sergey
1
Li, Haohua
1
Liao, Wenting
1
Liphadzi, Asingamaanda
1
Liu, Ruipeng
1
Majumdar, Anandamayee
1
Muddana, Thanoj K.
1
Plakandaras, Vasilios
1
Segnon, Mawuli
1
Yousaf, Imran
1
Ҫekin, Semih Emre
1
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Department of Economics working paper series
Working paper / National Bureau of Economic Research, Inc.
266
Discussion paper / Centre for Economic Policy Research
88
CESifo working papers
37
Finance and economics discussion series
37
Working paper
33
Discussion paper / Tinbergen Institute
26
CFS working paper series
25
Fisher College of Business working paper series
24
Research paper series / Swiss Finance Institute
23
SFB 649 discussion paper
22
NBER working paper series
19
Discussion paper
17
International finance discussion papers
16
Staff reports / Federal Reserve Bank of New York
16
Swiss Finance Institute Research Paper
13
Econometric Institute research papers
12
Working papers / Rodney L. White Center for Financial Research
12
Working papers
11
Kiel working paper
10
ZEW discussion papers
10
CREATES research paper
9
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9
IMF working paper
9
Working paper series / European Central Bank
9
CAMA working paper series
8
CORE discussion paper : DP
8
Working paper series
8
Working paper series / Center for Research in Security Prices
8
Economics and finance working paper series
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
Working papers / University of Connecticut, Department of Economics
7
Working papers on finance
7
Bank of Finland research discussion papers
6
Discussion paper / LSE Financial Markets Group
6
Discussion paper series / Harvard Institute of Economic Research
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Document de travail
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Economics / Discussion papers : the open-access, open-assessment e-journal
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ECONIS (ZBW)
16
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1
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
2
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:
3
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
4
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
5
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:
6
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:
7
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:
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
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
Saved in:
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