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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:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Großbritannien
Impact assessment
Prognoseverfahren
Volatilität
Estimation
344
Schätzung
344
Time series analysis
110
Zeitreihenanalyse
110
USA
91
United States
91
Börsenkurs
90
Share price
90
Capital income
85
Kapitaleinkommen
85
Cointegration
68
Kointegration
68
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66
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65
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65
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61
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61
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43
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43
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43
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41
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40
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37
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36
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32
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26
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26
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25
fractional integration
25
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Article
154
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1
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155
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71
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71
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2
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155
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Gil-Alaña, Luis A.
Gupta, Rangan
Wohar, Mark E.
Pierdzioch, Christian
38
Bahmani-Oskooee, Mohsen
37
McMillan, David G.
35
Ma, Feng
33
Balcilar, Mehmet
32
Narayan, Paresh Kumar
31
Caporale, Guglielmo Maria
30
Zaremba, Adam
30
Bouri, Elie
25
Todorov, Viktor
25
Wang, Yudong
25
Bollerslev, Tim
24
McAleer, Michael
24
Moosa, Imad A.
23
Xuan Vinh Vo
23
Zhang, Yaojie
22
Kumar, Dilip
21
Apergēs, Nikolaos
20
Salisu, Afees A.
19
Mensi, Walid
17
Rashid, Abdul
17
Tiwari, Aviral Kumar
17
Kang, Sang Hoon
16
Lee, Chien-chiang
16
Nonejad, Nima
16
Wei, Yu
16
Asai, Manabu
15
Bali, Turan G.
15
Zhu, Huiming
15
Andersen, Torben
14
Brooks, Robert
14
Chiang, Thomas C.
14
Demirer, Rıza
14
Döpke, Jörg
14
Herwartz, Helmut
14
Li, Jia
14
Marcellino, Massimiliano
14
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Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
7
International journal of finance & economics : IJFE
7
Economic modelling
6
International review of economics & finance : IREF
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 macroeconomics
3
Journal of multinational financial management
3
The European journal of finance
3
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2
Economics and Business Letters : EBL
2
Empirica : journal of european economics
2
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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
Journal of international financial markets, institutions & money
2
Open economies review
2
Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
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Applied financial economics letters
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Emerging markets review
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1
Global finance journal
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ECONIS (ZBW)
155
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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
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:
5
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:
6
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:
7
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
Saved in:
8
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
9
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:
10
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
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