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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Journal of international commerce, economics and policy"
~person:"Gupta, Rangan"
~person:"Ogbonna, Ahamuefula Ephraim"
~subject:"Estimation"
~subject:"Wechselkurs"
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Search: subject_exact:"Volatility"
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Estimation
Wechselkurs
Volatility
49
Volatilität
48
Forecasting model
32
Prognoseverfahren
32
Börsenkurs
26
Share price
26
Stock market
23
Aktienmarkt
22
Capital income
22
Kapitaleinkommen
22
Forecasting
20
Welt
20
World
20
Schätzung
18
Risiko
16
Risk
16
ARCH model
15
ARCH-Modell
15
Climate change
12
Klimawandel
12
Forecast
8
Oil price
8
Prognose
8
USA
8
United States
8
Ölpreis
8
Exchange rate
5
GARCH-MIDAS
5
Theorie
5
Theory
5
forecasting
5
Anlageverhalten
4
Behavioural finance
4
Bubbles
4
Realized volatility
4
Spekulationsblase
4
Spillover effect
4
Spillover-Effekt
4
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18
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English
21
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Gupta, Rangan
Ogbonna, Ahamuefula Ephraim
Pierdzioch, Christian
7
Salisu, Afees A.
4
Ҫepni, Oğuzhan
4
Bonato, Matteo
3
Bouri, Elie
3
Ji, Qiang
3
Nel, Jacobus
3
Nielsen, Joshua
3
Cepni, Oguzhan
2
Karmakar, Sayar
2
Liao, Wenting
2
Plakandaras, Vasilios
2
Usman, Ahmed
2
Akhtar, Parveen
1
Anwar, Sofia
1
Apergēs, Nikolaos
1
Aye, Goodness C.
1
Babuşçu, Senol
1
Balcilar, Mehmet
1
Bhutto, Niaz Ahmed
1
Chang, Bisharat Hussain
1
Foglia, Matteo
1
Gabauer, David
1
Gillas, Konstantinos Gkillas
1
Gnangnon, Sèna Kimm
1
Hazar, Adalet
1
Kamal, Yasmine
1
Konstantatos, Christoforos
1
Liu, Ruipeng
1
Ma, Jun
1
Majeed, Muhammad Tariq
1
Marfatia, Hardik A.
1
Moodley, Damien
1
Moyo, Prudence S.
1
Pillay, Nehrunaman
1
Rajput, Suresh Kumar Oad
1
Rognone, Lavinia
1
Segnon, Mawuli
1
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Department of Economics working paper series
Journal of international commerce, economics and policy
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Finance research letters
3
International review of economics & finance : IREF
3
Research in international business and finance
3
The European journal of finance
3
Applied economics letters
2
Economic modelling
2
Economics and Business Letters : EBL
2
Economics letters
2
Emerging markets, finance and trade : EMFT
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of multinational financial management
2
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Economics, management and financial markets
1
Emerging markets review
1
Energy economics
1
Finmap working paper
1
Global Research Unit working paper
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Open economies review
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ECONIS (ZBW)
21
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1
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:
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
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:
4
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:
5
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:
6
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
7
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
8
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
9
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
10
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10012820396
Saved in:
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