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~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"slk"
~person:"Gupta, Rangan"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Estimation
6
Schätzung
6
Capital income
4
Kapitaleinkommen
4
Aktienmarkt
3
Forecasting model
3
Prognoseverfahren
3
Spillover effect
3
Spillover-Effekt
3
Stock market
3
USA
3
United States
3
Volatility
3
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2
Einkommensverteilung
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Großbritannien
2
Income distribution
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Japan
2
Oil price
2
Share price
2
Time series analysis
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United Kingdom
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Zeitreihenanalyse
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realized volatility
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Ölpreis
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ARCH model
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ARCH-Modell
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Asia-Pacific region
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Asiatisch-pazifischer Raum
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Bond
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Causality analysis
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Article in journal
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Gupta, Rangan
Ma, Feng
7
Liang, Chao
5
Kanas, Angelos
4
Li, Xiafei
4
Wei, Yu
4
Jawadi, Fredj
3
Kouretas, Georgios P.
3
Salisu, Afees A.
3
Caporale, Guglielmo Maria
2
Carlson, Mark
2
Chen, Zhonglu
2
Drakos, Anastassios A.
2
Gallo, Giampiero M.
2
Gil-Alaña, Luis A.
2
Gong, Xu
2
Lanne, Markku
2
Lewis, Kurt F.
2
Lin, Boqiang
2
Marsh, Ian
2
Nasir, Muhammad Ali
2
Nelson, William R.
2
Nitzsche, Dirk
2
Osborn, Denise R.
2
Phylaktis, Kate
2
Zarangas, Leonidas P.
2
Zhang, Yaojie
2
Abosedra, Salah S.
1
Aboura, Sofiane
1
Acquah, Benjamin K.
1
Ahmed, Junaid
1
Ahmed, Rizwan
1
Aizenman, Joshua
1
Ajide, Kazeem Bello
1
Akbar, Muhammad
1
Albrecht, Peter
1
Alexius, Annika
1
Alimi, Olorunfemi Yasiru
1
Anselmo, Peter C.
1
Arfaoui, Mongi
1
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International journal of finance & economics : IJFE
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
5
Economics letters
5
Research in international business and finance
5
Applied economics
4
Journal of forecasting
4
The European journal of finance
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
Journal of economics and finance
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economics and Business Letters : EBL
2
Global finance journal
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of financial markets
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
Applied financial economics
1
Atlantic economic journal : AEJ
1
Computational economics
1
Economic systems
1
Economics, management and financial markets
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics and economic policy : IEEP
1
Journal of applied economics
1
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ECONIS (ZBW)
3
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1
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
2
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
3
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
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