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subject:"Volatilität"
~isPartOf:"Applied economics"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"Aktienmarkt"
~subject:"Schätztheorie"
~subject:"United States"
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Volatilität
Aktienmarkt
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Estimation
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Causality analysis
3
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Forecasting model
3
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Balcilar, Mehmet
Gupta, Rangan
Hautsch, Nikolaus
Yoon, Seong-min
5
Cassou, Steven Peter
4
Ma, Feng
4
Thornton, James
4
Zhu, Huiming
4
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Applied economics
Department of Economics working paper series
28
SFB 649 discussion paper
13
The North American journal of economics and finance : a journal of financial economics studies
11
Working papers / University of Connecticut, Department of Economics
11
CFS working paper series
10
International review of economics & finance : IREF
6
Research in international business and finance
6
Applied economics letters
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirica : journal of european economics
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Koç University - TÜSİAD Economic Research Forum working paper series
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Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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1
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
2
Does inflation cause gold market price changes? : evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Shahbaz, Muhammad
- In:
Applied economics
50
(
2018
)
17
,
pp. 1891-1909
Persistent link: https://www.econbiz.de/10011849618
Saved in:
3
Impact of macroeconomic factors and country risk ratings on GCC stock markets : evidence from a dynamic panel threshold model with regime switching
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
; …
- In:
Applied economics
49
(
2017
)
13
,
pp. 1255-1272
Persistent link: https://www.econbiz.de/10011813539
Saved in:
4
A non-linear approach for predicting, stock returns and volatility with the use of investor sentiment indices
Bekiros, Stelios
;
Gupta, Rangan
;
Kyei, Clement
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2895-2898
Persistent link: https://www.econbiz.de/10011614191
Saved in:
5
Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh
;
Hammoudeh, Shawkat
;
Balcilar, Mehmet
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
Saved in:
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