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subject:"Volatilität"
type:"article"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Gupta, Rangan"
~source:"econis"
~subject:"Cointegration"
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Volatilität
Cointegration
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Gupta, Rangan
Gil-Alaña, Luis A.
3
Ma, Feng
3
Caporale, Guglielmo Maria
2
Cheung, Yin-Wong
2
Ogbonna, Ahamuefula E.
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Salisu, Afees A.
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International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
7
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
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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:
2
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
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