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subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Research in international business and finance"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Estimation
18
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18
Aktienmarkt
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7
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Kapitaleinkommen
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Gupta, Rangan
Hammoudeh, Shawkat
Gil-Alaña, Luis A.
6
Caporale, Guglielmo Maria
5
Aboura, Sofiane
3
Chevallier, Julien
3
Ma, Feng
3
McMillan, David G.
3
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3
De Grauwe, Paul
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Klotzle, Marcelo Cabus
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Ogbonna, Ahamuefula E.
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Pinto, Antônio Carlos Figueiredo
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Salisu, Afees A.
2
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Xuan Vinh Vo
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Yaya, OlaOluwa S.
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1
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Adewuyi, Adeolu O.
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1
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1
Asai, Manabu
1
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1
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International journal of finance & economics : IJFE
Research in international business and finance
Department of Economics working paper series
23
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
5
Working papers / University of Connecticut, Department of Economics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics letters
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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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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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International review of financial analysis
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Journal of multinational financial management
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
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:
3
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:
4
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
5
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
6
Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Research in international business and finance
42
(
2017
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011747216
Saved in:
7
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
Saved in:
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