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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economia internazionale"
~isPartOf:"Journal of 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:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"Prognose"
~subject:"South Africa"
~subject:"long memory"
~type:"book"
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ARCH model
Prognose
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long memory
Estimation
53
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52
Volatility
50
Volatilität
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Bhatti, Razzaque H.
Chisadza, Carolyn
Gil-Alana, Luis A.
Gupta, Rangan
Miller, Stephen M.
11
Fang, Wen-shwo
8
Pierdzioch, Christian
7
Salisu, Afees A.
6
Aye, Goodness C.
5
Bouri, Elie
5
Ji, Qiang
4
Van Eyden, Reneé
4
Ҫepni, Oğuzhan
4
Balcilar, Mehmet
3
Bohlmann, Heinrich R.
3
Cepni, Oguzhan
3
Karmakar, Sayar
3
Koch, Steven F.
3
Ogbonna, Ahamuefula Ephraim
3
Plakandaras, Vasilios
3
Demirer, Rıza
2
Foglia, Matteo
2
Lai, Yihao
2
Lee, ChunShen
2
Mosoma, Khumbuzile C.
2
Rognone, Lavinia
2
Schoeman, Niek J.
2
Van Der Westhuizen, Chevaughn
2
Albulescu, Claudiu Tiberiu
1
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1
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1
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1
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1
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1
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1
Fang, Libing
1
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1
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1
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1
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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
Journal of economics and finance
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Working papers / University of Connecticut, Department of Economics
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
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1
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ECONIS (ZBW)
33
RePEc
2
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1
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:
2
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:
3
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
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
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
6
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
9
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
10
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
Saved in:
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