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subject:"Volatilität"
~person:"Salisu, Afees A."
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mikroform"
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Volatilität
Kapitaleinkommen
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Estimation
36
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36
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15
Share price
15
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14
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Salisu, Afees A.
Gupta, Rangan
87
Zaremba, Adam
60
Wohar, Mark E.
39
McMillan, David G.
36
Bahmani-Oskooee, Mohsen
33
Ma, Feng
33
Pierdzioch, Christian
33
Tiwari, Aviral Kumar
32
Narayan, Paresh Kumar
31
Xuan Vinh Vo
27
Bollerslev, Tim
26
Bouri, Elie
26
Caporale, Guglielmo Maria
26
McAleer, Michael
26
Todorov, Viktor
26
Balcilar, Mehmet
23
Wang, Yudong
23
Gil-Alaña, Luis A.
22
Zhang, Yaojie
22
Bali, Turan G.
21
Kumar, Dilip
21
Cakici, Nusret
20
Apergēs, Nikolaos
19
Brooks, Robert
19
Chiang, Thomas C.
19
Kang, Sang Hoon
18
Sehgal, Sanjay
18
Tauchen, George Eugene
18
Lee, Chien-chiang
17
Mensi, Walid
17
Rashid, Abdul
17
Yoon, Seong-min
17
Demirer, Rıza
16
Andersen, Torben
15
Asai, Manabu
15
Kumbhakar, Subal
15
Wei, Yu
15
Westerlund, Joakim
15
Yin, Libo
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International review of economics & finance : IREF
3
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Energy economics
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
OPEC energy review
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
16
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1
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
2
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:
3
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
4
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:
5
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:
6
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
7
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
8
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:
9
The behavior of exchange rate and stock returns in high and low interest rate environments
Salisu, Afees A.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 138-149
Persistent link: https://www.econbiz.de/10012792945
Saved in:
10
Volatility spillovers and hedging effectiveness between health and tourism stocks : empirical evidence from the US
Salisu, Afees A.
;
Akanni, Lateef O.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 150-159
Persistent link: https://www.econbiz.de/10012792946
Saved in:
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