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~isPartOf:"Department of Economics working paper series"
~subject:"ARCH model"
~subject:"Share price"
~type_genre:"Bibliografie enthalten"
~type_genre:"Graue Literatur"
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ARCH model
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Volatility
48
Volatilität
47
Forecasting model
32
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26
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23
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22
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Gupta, Rangan
33
Pierdzioch, Christian
11
Salisu, Afees A.
9
Bouri, Elie
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Cepni, Oguzhan
5
Demirer, Rıza
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Nielsen, Joshua
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Bonato, Matteo
3
Ji, Qiang
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Ogbonna, Ahamuefula Ephraim
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Plakandaras, Vasilios
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Ҫepni, Oğuzhan
3
Foglia, Matteo
2
Karmakar, Sayar
2
Liu, Ruipeng
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Nel, Jacobus
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Segnon, Mawuli
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Van Eyden, Reneé
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1
Das, Sonali
1
Fang, Libing
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Hall, Savanah
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Jaichand, Yuvana
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1
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Department of Economics working paper series
Working paper / National Bureau of Economic Research, Inc.
101
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79
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76
CESifo working papers
55
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45
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44
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34
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
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
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
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