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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 / University of Connecticut, Department of Economics"
~language:"eng"
~person:"Adigozalov, Shaig"
~person:"Bhatti, Razzaque H."
~person:"Bohlmann, Jessika A."
~person:"Chisadza, Carolyn"
~person:"Chitiga, Margaret"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Segnon, Mawuli"
~subject:"Prognose"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"long memory"
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Prognose
Prognoseverfahren
South Africa
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Volatility
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Estimation
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Adigozalov, Shaig
Bhatti, Razzaque H.
Bohlmann, Jessika A.
Chisadza, Carolyn
Chitiga, Margaret
Gil-Alana, Luis A.
Gupta, Rangan
Segnon, Mawuli
Pierdzioch, Christian
18
Miller, Stephen M.
12
Salisu, Afees A.
10
Bouri, Elie
9
Cepni, Oguzhan
8
Ҫepni, Oğuzhan
8
Balcilar, Mehmet
7
Bonato, Matteo
6
Aye, Goodness C.
5
Demirer, Rıza
5
Karmakar, Sayar
5
Van Eyden, Reneé
5
Baghestani, Hamid
4
Ogbonna, Ahamuefula Ephraim
4
Biyase, Mduduzi
3
Bohlmann, Heinrich R.
3
Kabundi, Alain
3
Koch, Steven F.
3
Majumdar, Anandamayee
3
Nielsen, Joshua
3
Binner, Jane M.
2
Bonga-Bonga, Lumengo
2
Christou, Christina
2
Dutt, Swarna D.
2
Feridun, Mete
2
Gabauer, David
2
Ghosh, Dipak
2
Gupta, Pankaj Kumar
2
Ji, Qiang
2
Liao, Wenting
2
Liu, Ruipeng
2
Luo, Jiawen
2
Moosa, Imad A.
2
Mosoma, Khumbuzile C.
2
Odhiambo, Nicholas M.
2
Plakandaras, Vasilios
2
Rognone, Lavinia
2
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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 / University of Connecticut, Department of Economics
Applied economics
19
Energy economics
11
The North American journal of economics and finance : a journal of financial economics studies
8
The South African journal of economics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International review of economics & finance : IREF
6
Annals of financial economics
4
Applied economics letters
4
Economics letters
4
International business and economics research journal
4
The journal of real estate finance and economics
4
Applied financial economics
3
Computational economics
3
International journal of finance & economics : IJFE
3
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
3
Defence and peace economics
2
Economic modelling
2
Economics and Business Letters : EBL
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
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Working Papers / Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe
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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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Economics : the open-access, open-assessment e-journal
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Economics : the open-access, open-assessment journal
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Economics Working Paper
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Economics of transition and institutional change
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Economics working paper
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Economics, management and financial markets
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
7
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
8
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
9
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
10
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
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