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~accessRights:"restricted"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Taylor, Mark P."
~person:"Zhang, Wei"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliographie"
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Volatility
Estimation
159
Schätzung
159
Volatilität
144
Forecasting model
139
Prognoseverfahren
139
Capital income
128
Kapitaleinkommen
128
Börsenkurs
123
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123
USA
98
United States
98
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88
World
88
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84
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84
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84
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84
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84
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84
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66
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59
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59
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48
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48
Oil price
43
Ölpreis
43
Behavioural finance
42
Causality analysis
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42
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41
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39
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38
ARCH-Modell
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38
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38
Shock
38
Impact assessment
36
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36
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144
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Gupta, Rangan
Taylor, Mark P.
Zhang, Wei
Ma, Feng
84
Bouri, Elie
79
Tiwari, Aviral Kumar
52
Hammoudeh, Shawkat
40
Mensi, Walid
39
Wohar, Mark E.
38
Zhang, Yaojie
38
Kang, Sang Hoon
36
Wang, Yudong
36
Xuan Vinh Vo
36
Bahmani-Oskooee, Mohsen
34
Demirer, Rıza
33
Ji, Qiang
33
Liang, Chao
33
Roubaud, David
33
Wei, Yu
33
Balcilar, Mehmet
31
Corbet, Shaen
31
Lucey, Brian M.
30
McAleer, Michael
27
Salisu, Afees A.
27
Yin, Libo
27
Shahzad, Syed Jawad Hussain
26
Kumar, Dilip
25
Lau, Chi Keung
25
Pierdzioch, Christian
25
Umar, Zaghum
23
Gillas, Konstantinos Gkillas
22
Wen, Fenghua
22
Zhu, Huiming
22
Jawadi, Fredj
21
Serletis, Apostolos
21
Wu, Xinyu
21
Ryu, Doojin
20
Todorov, Viktor
20
Wang, Jiqian
20
Caporale, Guglielmo Maria
19
Lu, Xinjie
19
Molnár, Peter
19
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The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
10
Finance research letters
10
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
6
Economics letters
5
The European journal of finance
4
Annals of financial economics
3
Applied economics
3
Defence and peace economics
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of economics and finance
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
2
Journal of financial markets
2
Journal of forecasting
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
Atlantic economic journal : AEJ
1
Computational economics
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1
Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics and economic policy : IEEP
1
International journal of economics and finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economic interaction and coordination : JEIC
1
Journal of economic studies
1
Journal of international economics
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
144
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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
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:
3
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:
4
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:
5
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:
6
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
7
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:
8
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
9
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
10
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
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