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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"International review of financial analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Angelidis, Timotheos"
~person:"Beljid, Makram"
~person:"Degiannakis, Stavros"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Haas, Markus"
~person:"Nam, Kiseok"
~subject:"G7 stock markets"
~subject:"Markov chain"
~subject:"Schwellenländer"
~subject:"Share price"
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Search: subject_exact:"ARCH model"
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G7 stock markets
Markov chain
Schwellenländer
Share price
ARCH model
37
ARCH-Modell
37
Volatility
32
Volatilität
32
Forecasting model
24
Prognoseverfahren
24
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Angelidis, Timotheos
Beljid, Makram
Degiannakis, Stavros
Gallo, Giampiero M.
Gupta, Rangan
Haas, Markus
Nam, Kiseok
Bouri, Elie
5
Salisu, Afees A.
4
Li, Yan
3
Ma, Feng
3
Ogbonna, Ahamuefula Ephraim
3
Filis, George
2
Floros, Christos
2
Ivashchenko, Sergey
2
Kouretas, Georgios P.
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Lu, Fei
2
Morelli, David
2
Pierdzioch, Christian
2
Segnon, Mawuli
2
Ureche-Rangau, Loredana
2
Alhaj-Yaseen, Yaseen S.
1
An, Haizhong
1
Andrikopulos, Andreas A.
1
Ané, Thierry
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Badshah, Ihsan Ullah
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Bahcivan, Hulusi
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Ballester, Laura
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Balli, Faruk
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Balli, Hatice Ozer
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Barkoulas, John T.
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Bauwens, Luc
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Bee, Marco
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Bevilacqua, Mattia
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Bhimreddy, Komal S. R.
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Bianchi, Michele Leonardo
1
Blazsek, Szabolcs
1
Boldanov, Rustam
1
Bratis, Theodoros
1
Brooks, Robert
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Department of Economics working paper series
Emerging markets, finance and trade : EMFT
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CFS working paper series
5
The North American journal of economics and finance : a journal of financial economics studies
3
Economic modelling
2
Economics letters
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Pacific-Basin finance journal
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Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
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1
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:
2
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:
3
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
4
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:
5
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
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
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
9
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800652
Saved in:
10
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
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