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subject:"Volatilität"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~type_genre:"Article in journal"
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Volatilität
Estimation
21
Schätzung
21
Börsenkurs
9
Capital income
9
Kapitaleinkommen
9
Share price
9
USA
9
United States
9
Volatility
9
Aktienmarkt
8
Forecasting model
8
Prognoseverfahren
8
Stock market
8
Großbritannien
5
Time series analysis
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United Kingdom
5
Zeitreihenanalyse
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Nichtparametrisches Verfahren
4
Nonparametric statistics
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Spillover effect
4
Spillover-Effekt
4
Yield curve
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Zinsstruktur
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Risikomaß
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Risikoprämie
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Risk measure
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Schock
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Shock
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ARCH-Modell
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Bayes-Statistik
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Bayesian inference
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EU countries
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EU-Staaten
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Article in journal
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English
9
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Caporale, Guglielmo Maria
Gupta, Rangan
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Salisu, Afees A.
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Asai, Manabu
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Dai, Zhifeng
2
Demirer, Rıza
2
Gil-Alaña, Luis A.
2
Hammoudeh, Shawkat
2
Ho, Kin-Yip
2
Hung, Jui-Cheng
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Hung-Chun
2
Liu, Qiang
2
Ma, Feng
2
McAleer, Michael
2
Nonejad, Nima
2
Risse, Marian
2
Wei, Yu
2
Wen, Fenghua
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Ahmed, Rizwan
1
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Ajide, Kazeem Bello
1
Akdeniz, Levent
1
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International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
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
Finance research letters
3
Journal of international money and finance
3
Economic modelling
2
Economics and Business Letters : EBL
2
Economics letters
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
The European journal of finance
2
Applied economics
1
Applied financial economics
1
Applied financial economics letters
1
Defence and peace economics
1
Eastern economic journal
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of risk
1
Journal of the Operational Research Society
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ECONIS (ZBW)
9
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1
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
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
4
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
Saved in:
5
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
6
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
7
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
8
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
9
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
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