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subject:"Volatility"
~isPartOf:"Journal of multinational financial management"
~isPartOf:"The European journal of finance"
~person:"Alireza Zarei"
~person:"Gupta, Rangan"
~subject:"Kapitaleinkommen"
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Volatility
Kapitaleinkommen
Estimation
7
Schätzung
7
Capital income
6
Börsenkurs
5
Share price
5
Volatilität
5
Exchange rate
3
Forecasting model
3
Prognoseverfahren
3
Wechselkurs
3
Aktienmarkt
2
Exchange rates
2
Großbritannien
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
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Stock returns
2
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2
Welt
2
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2
forecasting
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Bitcoin
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Causality analysis
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Commodity futures markets
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DCC-MGARCH
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Deutschland
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Alireza Zarei
Gupta, Rangan
Copeland, Laurence S.
3
Pierdzioch, Christian
3
Ap Gwilym, Owain
2
Bahloul, Walid
2
Balcilar, Mehmet
2
Charemza, Wojciech
2
Cuñado Eizaguirre, Juncal
2
Högholm, Kenneth
2
Knif, Johan
2
Koutmos, Gregory
2
McMillan, David G.
2
Panopulu, Aikaterinē
2
Shields, Kalvinder K.
2
Solibakke, Per Bjarte
2
Zalewska-Mitura, Anna
2
Abhyankar, Abhay
1
Achleitner, Ann-Kristin
1
Acker, Daniella
1
Ahmed, Sheraz
1
Algaba, Andres
1
Alonso-Conde, Ana Belén
1
Andres, Christian
1
Assaf, Ata
1
Batten, Jonathan A.
1
Bell, Adrian R.
1
Bentzen, Eric
1
Betzer, André
1
Bhatti, Muhammad Ishaq
1
Bonaccolto, G.
1
Booth, G. Geoffrey
1
Boudt, Kris
1
Bouri, Abdelfettah
1
Broll, Udo
1
Brooks, Chris
1
Buckle, Michael J.
1
Butt, Hilal Anwar
1
Cao, Jia
1
Caporin, Massimiliano
1
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Journal of multinational financial management
The European journal of finance
Department of Economics working paper series
19
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
6
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
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Economics and Business Letters : EBL
3
International review of economics & finance : IREF
3
Applied economics letters
2
Economics letters
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 forecasting
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Economics, management and financial markets
1
Economies : open access journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Energy economics
1
Finmap working paper
1
Global Research Unit working paper
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 emerging market finance
1
Journal of financial markets
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
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ECONIS (ZBW)
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1
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:
2
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
3
The impact of exchange rates on stock market returns : new evidence from seven free-floating currencies
Alireza Zarei
;
Mohamed Ariff
;
Bhatti, Muhammad Ishaq
- In:
The European journal of finance
25
(
2019
)
14
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10012207088
Saved in:
4
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
5
The role of economic and financial uncertainties in predicting commodity futures returns and volatility : evidence from a nonparametric causality-in-quantiles test
Bahloul, Walid
;
Balcilar, Mehmet
;
Cuñado Eizaguirre, Juncal
- In:
Journal of multinational financial management
45
(
2018
),
pp. 52-71
Persistent link: https://www.econbiz.de/10012055774
Saved in:
6
Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model
Christou, Christina
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of multinational financial management
40
(
2017
),
pp. 92-102
Persistent link: https://www.econbiz.de/10011927815
Saved in:
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