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~accessRights:"restricted"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Regan, Aidan"
~subject:"Volatility"
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Volatility
Estimation
179
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179
Volatilität
155
Forecasting model
143
Prognoseverfahren
143
Capital income
128
Kapitaleinkommen
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Caporale, Guglielmo Maria
Gupta, Rangan
Regan, Aidan
Ma, Feng
89
Bouri, Elie
85
Tiwari, Aviral Kumar
60
Zhang, Yaojie
42
Hammoudeh, Shawkat
41
Mensi, Walid
41
Wohar, Mark E.
39
Wang, Yudong
38
Kang, Sang Hoon
37
Liang, Chao
37
Xuan Vinh Vo
36
Lucey, Brian M.
35
Wei, Yu
35
Bahmani-Oskooee, Mohsen
34
Balcilar, Mehmet
34
Demirer, Rıza
34
Ji, Qiang
34
Roubaud, David
34
Corbet, Shaen
33
Pierdzioch, Christian
33
McAleer, Michael
28
Salisu, Afees A.
28
Shahzad, Syed Jawad Hussain
27
Yin, Libo
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Kumar, Dilip
26
Jawadi, Fredj
25
Lau, Chi Keung
25
Umar, Zaghum
24
Gillas, Konstantinos Gkillas
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Serletis, Apostolos
22
Todorov, Viktor
22
Wen, Fenghua
22
Wu, Xinyu
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Zhu, Huiming
22
Bollerslev, Tim
21
Degiannakis, Stavros
21
Ryu, Doojin
21
Wang, Jiqian
21
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Finance research letters
12
Energy economics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Research in international business and finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
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Economics letters
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The European journal of finance
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Department of Economics working paper series
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International journal of finance & economics : IJFE
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3
International review of financial analysis
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Journal of multinational financial management
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OPEC energy review
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Open economies review
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Structural change and economic dynamics : SC+ED
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Atlantic economic journal : AEJ
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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China economic review : an international journal
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Economic modelling
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Economic systems
1
Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial markets and portfolio management
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Handbook of real estate and macroeconomics
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ECONIS (ZBW)
155
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1
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:
2
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:
3
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
4
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
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
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
7
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
8
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
9
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
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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