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subject:"Volatility"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~person:"Wohar, Mark E."
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Impact assessment
Prognoseverfahren
Volatilität
Estimation
351
Schätzung
351
Time series analysis
112
Zeitreihenanalyse
112
USA
94
United States
94
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93
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93
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87
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87
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69
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69
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68
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129
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Gil-Alaña, Luis A.
Gupta, Rangan
Wohar, Mark E.
Pierdzioch, Christian
39
Bahmani-Oskooee, Mohsen
35
Ma, Feng
35
McMillan, David G.
33
Balcilar, Mehmet
31
Zaremba, Adam
30
Narayan, Paresh Kumar
29
Bouri, Elie
27
Wang, Yudong
27
Todorov, Viktor
26
Zhang, Yaojie
25
McAleer, Michael
24
Xuan Vinh Vo
24
Bollerslev, Tim
23
Kumar, Dilip
21
Caporale, Guglielmo Maria
20
Salisu, Afees A.
20
Mensi, Walid
19
Tiwari, Aviral Kumar
19
Apergēs, Nikolaos
17
Kang, Sang Hoon
17
Rashid, Abdul
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Lee, Chien-chiang
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Nonejad, Nima
16
Wei, Yu
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Asai, Manabu
15
Bali, Turan G.
15
Moosa, Imad A.
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Zhu, Huiming
15
Andersen, Torben
14
Brooks, Robert
14
Caporin, Massimiliano
14
Chiang, Thomas C.
14
Herwartz, Helmut
14
Li, Jia
14
Marcellino, Massimiliano
14
Shi, Yanlin
14
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Finance research letters
10
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
8
Applied economics
5
Applied economics letters
5
Economic modelling
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
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2
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2
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Journal of multinational financial management
2
Open economies review
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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
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Empirica : journal of european economics
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International journal of forecasting
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Journal of behavioral and experimental finance
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Journal of economics and finance : JEF
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ECONIS (ZBW)
129
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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
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:
3
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:
4
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:
5
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:
6
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
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
What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
9
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:
10
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
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