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subject:"Volatility"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~person:"Wohar, Mark E."
~subject:"Forecasting model"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"VAR model"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Forecasting model
Großbritannien
Impact assessment
Prognoseverfahren
VAR model
Volatilität
Estimation
348
Schätzung
348
Time series analysis
110
Zeitreihenanalyse
110
USA
93
United States
93
Börsenkurs
92
Share price
92
Capital income
86
Kapitaleinkommen
86
Cointegration
69
Kointegration
69
Theorie
67
Theory
67
Aktienmarkt
63
Stock market
63
Fractional integration
44
Welt
44
World
44
Risk
42
Risiko
41
United Kingdom
37
Inflation
36
VAR-Modell
32
Immobilienpreis
27
Real estate price
27
Geldpolitik
26
Monetary policy
26
ARCH model
25
ARCH-Modell
25
Business cycle
25
Konjunktur
25
Structural break
25
Strukturbruch
25
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Undetermined
120
Free
9
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Article
166
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1
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Article in journal
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167
Arbeitspapier
77
Working Paper
77
Graue Literatur
76
Non-commercial literature
76
Aufsatz im Buch
2
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2
Conference paper
1
Konferenzbeitrag
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English
167
Author
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Gil-Alaña, Luis A.
Gupta, Rangan
Wohar, Mark E.
Pierdzioch, Christian
40
Bahmani-Oskooee, Mohsen
37
McMillan, David G.
36
Ma, Feng
35
Balcilar, Mehmet
34
Caporale, Guglielmo Maria
33
Narayan, Paresh Kumar
32
Zaremba, Adam
30
Bouri, Elie
26
Wang, Yudong
26
Tiwari, Aviral Kumar
25
Todorov, Viktor
25
Xuan Vinh Vo
25
Bollerslev, Tim
24
McAleer, Michael
24
Salisu, Afees A.
24
Apergēs, Nikolaos
23
Moosa, Imad A.
23
Zhang, Yaojie
23
Kumar, Dilip
21
Mensi, Walid
19
Marcellino, Massimiliano
18
Belke, Ansgar
17
Döpke, Jörg
17
Kang, Sang Hoon
17
Pesaran, M. Hashem
17
Rashid, Abdul
17
Herwartz, Helmut
16
Lee, Chien-chiang
16
Nonejad, Nima
16
Wei, Yu
16
Asai, Manabu
15
Bali, Turan G.
15
Chiang, Thomas C.
15
Demirer, Rıza
15
Hammoudeh, Shawkat
15
Papadamou, Stephanos
15
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The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
10
Applied economics
9
Applied economics letters
8
International journal of finance & economics : IJFE
8
International review of economics & finance : IREF
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economic modelling
6
Research in international business and finance
5
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of forecasting
4
Energy economics
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Journal of macroeconomics
3
Journal of multinational financial management
3
The European journal of finance
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Empirica : journal of european economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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 economics and finance : JEF
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
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied econometrics and international development
1
Applied financial economics letters
1
Contemporary economics
1
Defence and peace economics
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics bulletin : EB
1
Economics, management and financial markets
1
Emerging markets, finance and trade : EMFT
1
Global finance journal
1
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ECONIS (ZBW)
167
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
3
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
5
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
6
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
7
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
8
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:
9
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
10
Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries
Cepni, Oguzhan
;
Gupta, Rangan
;
Ji, Qiang
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 365-381
Persistent link: https://www.econbiz.de/10014330982
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