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subject:"Volatility"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~person:"Wohar, Mark E."
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Structural break"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Großbritannien
Impact assessment
Prognoseverfahren
Structural break
Volatilität
Estimation
351
Schätzung
351
Time series analysis
112
Zeitreihenanalyse
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94
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Gil-Alaña, Luis A.
Gupta, Rangan
Wohar, Mark E.
Bahmani-Oskooee, Mohsen
44
Pierdzioch, Christian
39
Narayan, Paresh Kumar
38
Ma, Feng
35
McMillan, David G.
35
Caporale, Guglielmo Maria
34
Balcilar, Mehmet
32
Zaremba, Adam
30
Bouri, Elie
27
Wang, Yudong
27
Tiwari, Aviral Kumar
26
Todorov, Viktor
26
Zhang, Yaojie
25
Bollerslev, Tim
24
Lee, Chien-chiang
24
McAleer, Michael
24
Xuan Vinh Vo
24
Moosa, Imad A.
23
Salisu, Afees A.
23
Kumar, Dilip
21
Apergēs, Nikolaos
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Chang, Tsangyao
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Nonejad, Nima
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Bali, Turan G.
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Sosvilla-Rivero, Simón
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Yoon, Seong-min
15
Andersen, Torben
14
Brooks, Robert
14
Caporin, Massimiliano
14
Chiang, Thomas C.
14
Demirer, Rıza
14
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Applied economics
11
Finance research letters
11
The North American journal of economics and finance : a journal of financial economics studies
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
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8
International journal of finance & economics : IJFE
7
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International review of economics & finance : IREF
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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
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:
4
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
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
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:
7
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:
8
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
9
Housing price uncertainty and housing prices in the UK in a time-varying environment
Balcilar, Mehmet
;
Uzuner, Gizem
;
Bekun, Festus Victor
; …
- In:
Empirica : journal of european economics
50
(
2023
)
2
,
pp. 523-549
Persistent link: https://www.econbiz.de/10014251826
Saved in:
10
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
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