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~isPartOf:"Department of Economics working paper series"
~person:"Caralt, Jordi Surinach"
~person:"Gupta, Rangan"
~person:"Posel, Dorrit"
~subject:"Südafrika"
~subject:"Volatilität"
~subject:"long memory"
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Südafrika
Volatilität
long memory
Volatility
54
Forecasting model
47
Prognoseverfahren
47
Estimation
39
Schätzung
39
Welt
36
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Caralt, Jordi Surinach
Gupta, Rangan
Posel, Dorrit
Pierdzioch, Christian
17
Salisu, Afees A.
11
Bouri, Elie
9
Van Eyden, Reneé
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Karmakar, Sayar
6
Cepni, Oguzhan
5
Demirer, Rıza
5
Ogbonna, Ahamuefula Ephraim
5
Nielsen, Joshua
4
Bohlmann, Heinrich R.
3
Foglia, Matteo
3
Ji, Qiang
3
Koch, Steven F.
3
Nel, Jacobus
3
Plakandaras, Vasilios
3
Aye, Goodness C.
2
Chisadza, Carolyn
2
Gabauer, David
2
Liao, Wenting
2
Liu, Ruipeng
2
Mosoma, Khumbuzile C.
2
Segnon, Mawuli
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Sheng, Xin
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Van Der Westhuizen, Chevaughn
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Wu, Kejin
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Balcilar, Mehmet
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Bhimreddy, Komal S. R.
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Biyase, Mduduzi
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Bohlmann, Jessika A.
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Caraiani, Petre
1
Clance, Matthew W.
1
Cuñado Eizaguirre, Juncal
1
Das, Sonali
1
Fang, Libing
1
Gil-Alaña, Luis A.
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Department of Economics working paper series
Energy economics
15
Applied economics
14
The South African journal of economics
14
The North American journal of economics and finance : a journal of financial economics studies
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
International review of economics & finance : IREF
7
Applied economics letters
6
Economics letters
5
Defence and peace economics
4
Economia internazionale
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of economics and finance
4
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
4
Annals of financial economics
3
International business and economics research journal
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International journal of finance & economics : IJFE
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Working Papers in Economics
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Working papers / University of Connecticut, Department of Economics
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Economic modelling
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Economics and Business Letters : EBL
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Global Research Unit working paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of business economics and management
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Studies in economics and finance
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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Computational economics
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Contemporary economics
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Econometric Institute research papers
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Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
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Economics working paper
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Economics, management and financial markets
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Gender and time use in a global context : the economics of employment and unpaid labor
1
Global business & economics review
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IZA Journal of development and migration
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55
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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
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:
8
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:
9
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
10
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:
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