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~isPartOf:"Department of Economics working paper series"
~person:"Demirer, Rıza"
~person:"Härdle, Wolfgang"
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~person:"Yoon, Seong-min"
~person:"Çepni, Oğuzhan"
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Search: subject_exact:"Volatility"
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Volatility
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Demirer, Rıza
Härdle, Wolfgang
Pierdzioch, Christian
Tiwari, Aviral Kumar
Yoon, Seong-min
Çepni, Oğuzhan
Gupta, Rangan
55
Salisu, Afees A.
12
Bouri, Elie
10
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Karmakar, Sayar
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Ogbonna, Ahamuefula Ephraim
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Cepni, Oguzhan
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Foglia, Matteo
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Ji, Qiang
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Nel, Jacobus
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Plakandaras, Vasilios
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Van Eyden, Reneé
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Gabauer, David
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Liao, Wenting
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Liu, Ruipeng
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Segnon, Mawuli
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Sheng, Xin
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Wu, Kejin
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Balcilar, Mehmet
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Bhimreddy, Komal S. R.
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Cuñado Eizaguirre, Juncal
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Das, Sonali
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Fang, Libing
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Kunene, Desiree M.
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Department of Economics working paper series
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1
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:
2
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:
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
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:
5
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:
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
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:
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
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan
;
Karmakar, Sayar
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10012794059
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