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~person:"Gupta, Rangan"
~person:"Mensi, Walid"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Volatility
170
Volatilität
170
Börsenkurs
67
Share price
67
Estimation
66
Schätzung
66
Capital income
64
Kapitaleinkommen
64
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170
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1
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English
170
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Gupta, Rangan
Mensi, Walid
Ma, Feng
89
Bouri, Elie
84
Tiwari, Aviral Kumar
58
Zhang, Yaojie
42
Hammoudeh, Shawkat
41
Wohar, Mark E.
39
Wang, Yudong
38
Kang, Sang Hoon
37
Liang, Chao
37
Xuan Vinh Vo
36
Lucey, Brian M.
35
Bahmani-Oskooee, Mohsen
34
Ji, Qiang
34
Wei, Yu
34
Corbet, Shaen
33
Demirer, Rıza
33
Roubaud, David
33
Balcilar, Mehmet
31
Pierdzioch, Christian
30
Salisu, Afees A.
28
McAleer, Michael
27
Yin, Libo
27
Shahzad, Syed Jawad Hussain
26
Kumar, Dilip
25
Lau, Chi Keung
25
Umar, Zaghum
24
Gillas, Konstantinos Gkillas
23
Wen, Fenghua
22
Wu, Xinyu
22
Zhu, Huiming
22
Serletis, Apostolos
21
Wang, Jiqian
21
Wang, Lu
21
Xiong, Xiong
21
Jawadi, Fredj
20
Lee, Chien-chiang
20
Todorov, Viktor
20
Yoon, Seong-min
20
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The North American journal of economics and finance : a journal of financial economics studies
20
Energy economics
15
Finance research letters
12
International review of economics & finance : IREF
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
8
Research in international business and finance
6
Applied economics letters
5
Economics letters
5
The European journal of finance
4
Annals of financial economics
3
Defence and peace economics
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Applied economics
2
Emerging markets review
2
Global finance journal
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
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
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2
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2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
The quarterly review of economics and finance
2
Atlantic economic journal : AEJ
1
Australian economic papers
1
Computational economics
1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics and economic policy : IEEP
1
International journal of emerging markets
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
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ECONIS (ZBW)
170
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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
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:
4
Extreme downside risk connectedness and portfolio hedging among the G10 currencies
Abakah, Emmanuel Joel Aikins
;
Brahim, Mariem
;
Carlotti, …
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578289
Saved in:
5
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi
;
Ziadat, Salem Adel
;
Mensi, Walid
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014578360
Saved in:
6
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:
7
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
8
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
9
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
10
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
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