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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economia internazionale"
~isPartOf:"Global business & economics review"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Studies in economics and finance"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~language:"eng"
~person:"Bhatti, Razzaque H."
~person:"Chisadza, Carolyn"
~person:"Chitiga, Margaret"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~subject:"Prognose"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"long memory"
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Prognose
South Africa
Volatilität
long memory
Volatility
64
Estimation
59
Forecasting model
59
Prognoseverfahren
59
Schätzung
59
USA
49
United States
49
Börsenkurs
46
Share price
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Welt
41
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41
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36
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61
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64
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64
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Bhatti, Razzaque H.
Chisadza, Carolyn
Chitiga, Margaret
Gil-Alana, Luis A.
Gupta, Rangan
Pierdzioch, Christian
19
Miller, Stephen M.
14
Salisu, Afees A.
12
Bouri, Elie
10
Fang, Wen-shwo
8
Van Eyden, Reneé
8
Demirer, Rıza
7
Ҫepni, Oğuzhan
7
Aye, Goodness C.
6
Bonato, Matteo
6
Cepni, Oguzhan
6
Karmakar, Sayar
6
Ogbonna, Ahamuefula Ephraim
6
Balcilar, Mehmet
5
Nielsen, Joshua
4
Biyase, Mduduzi
3
Bohlmann, Heinrich R.
3
Bonga-Bonga, Lumengo
3
Foglia, Matteo
3
Gil-Alaña, Luis A.
3
Huang, Ho-chuan
3
Ji, Qiang
3
Koch, Steven F.
3
Liu, Bin
3
Liu, Ruipeng
3
Nel, Jacobus
3
Plakandaras, Vasilios
3
Stavroyiannis, Stavros
3
Tseng, Hui-kuan
3
Wohar, Mark E.
3
Aftab, Muhammad
2
Aliu, Florin
2
Anoruo, Emmanuel
2
Apergēs, Nikolaos
2
Babalos, Vassilios
2
Bahmani-Oskooee, Mohsen
2
Berument, Hakan
2
Caporale, Guglielmo Maria
2
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Department of Economics, Faculty of Economic and Management Sciences
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Department of Economics working paper series
Economia internazionale
Global business & economics review
Journal of economics and finance
Studies in economics and finance
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Working papers / University of Connecticut, Department of Economics
Applied economics
16
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
The South African journal of economics
8
International review of economics & finance : IREF
7
Applied economics letters
6
Economics letters
6
Annals of financial economics
4
Defence and peace economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Applied financial economics
3
International business and economics research journal
3
International journal of finance & economics : IJFE
3
Economics and Business Letters : EBL
2
Global Research Unit working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of behavioral and experimental economics
2
Journal of business economics and management
2
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
Working Papers / Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe
2
CREATES research paper
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Computational economics
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Contemporary economics
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EERI research paper series
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Econometric Institute research papers
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Economic modelling
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Economics & finance notes
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Economics Working Paper
1
Economics of transition and institutional change
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Economics working paper
1
Economics, management and financial markets
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
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ECONIS (ZBW)
76
RePEc
3
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1
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
2
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
3
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
4
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
5
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
6
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
7
Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
8
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
9
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
10
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
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