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~isPartOf:"Department of Economics working paper series"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Bouri, Elie"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Search: subject:"volatility"
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Volatility
68
Volatilität
67
Forecasting model
38
Prognoseverfahren
38
Börsenkurs
35
Share price
35
Capital income
32
Kapitaleinkommen
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GARCH-MIDAS
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forecasting
7
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5
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Non-commercial literature
Graue Literatur
54
Working Paper
54
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Allen, David E.
Bouri, Elie
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Pierdzioch, Christian
24
Salisu, Afees A.
13
Ma, Feng
9
Wohar, Mark E.
8
Bonato, Matteo
7
Ҫepni, Oğuzhan
7
Balcilar, Mehmet
6
Caporin, Massimiliano
6
Cepni, Oguzhan
6
Demirer, Rıza
5
Dunis, Christian
5
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Karmakar, Sayar
5
Mensi, Walid
5
Ogbonna, Ahamuefula Ephraim
5
Tiwari, Aviral Kumar
5
Wang, Jiqian
5
Abakah, Emmanuel Joel Aikins
4
Ap Gwilym, Owain
4
Arize, Augustine Chuck
4
Brooks, Robert
4
Cuñado Eizaguirre, Juncal
4
Ji, Qiang
4
Malik, Farooq
4
McAleer, Michael
4
Nielsen, Joshua
4
Vivian, Andrew
4
Xuan Vinh Vo
4
Yin, Libo
4
Balli, Faruk
3
Chen, Jinyu
3
Chen, Wang
3
Copeland, Laurence S.
3
Gabauer, David
3
Gil-Alaña, Luis A.
3
Gillas, Konstantinos Gkillas
3
Han, Liyan
3
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Department of Economics working paper series
International economics and economic policy : IEEP
International review of economics & finance : IREF
The European journal of finance
Energy economics
27
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Finance research letters
18
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Discussion paper / Tinbergen Institute
13
Applied financial economics
10
Applied economics
8
CORE discussion papers : DP
8
Journal of forecasting
8
Journal of international financial markets, institutions & money
8
Research in international business and finance
8
School of Accounting, Finance and Economics & FEMARC working paper series
8
Applied economics letters
7
Econometric Institute research papers
7
Economics letters
7
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Financial innovation : FIN
5
International journal of finance & economics : IJFE
5
Journal of multinational financial management
5
Journal of risk and financial management : JRFM
5
The journal of futures markets
5
Working paper
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Defence and peace economics
4
Annals of financial economics
3
Asia-Pacific financial markets
3
CORE discussion paper : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Economia internazionale
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Finmap working paper
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of forecasting
3
International journal of theoretical and applied finance
3
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ECONIS (ZBW)
74
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1
Does the introduction of US spot Bitcoin ETFs affect spot returns and
volatility
of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
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
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
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
8
Economic conditions and predictability of US stock returns
volatility
: local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
9
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:
10
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
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