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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:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Haas, Markus"
~person:"Nam, Kiseok"
~subject:"G7 stock markets"
~subject:"Markov chain"
~subject:"Schwellenländer"
~subject:"Share price"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"ARCH model"
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Angelidis, Timotheos
Beljid, Makram
Gallo, Giampiero M.
Gupta, Rangan
Haas, Markus
Nam, Kiseok
Bouri, Elie
4
Salisu, Afees A.
4
Ogbonna, Ahamuefula Ephraim
3
Karmakar, Sayar
2
Pierdzioch, Christian
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Wu, Kejin
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Bhimreddy, Komal S. R.
1
Cepni, Oguzhan
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Demirer, Rıza
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Fang, Libing
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Ivashchenko, Sergey
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Li, Haohua
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Liphadzi, Asingamaanda
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Liu, Ruipeng
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Majumdar, Anandamayee
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Muddana, Thanoj K.
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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
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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
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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