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~language:"cat"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Kang, Sang Hoon"
~person:"McAleer, Michael"
~subject:"Börsenkurs"
~subject:"Correlation"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Börsenkurs
Correlation
Volatility
277
Volatilität
277
Estimation
240
Schätzung
239
Forecasting model
213
Prognoseverfahren
213
Theorie
177
Theory
177
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160
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157
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157
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151
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151
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131
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130
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Gupta, Rangan
Kang, Sang Hoon
McAleer, Michael
Narayan, Paresh Kumar
75
McMillan, David G.
59
Tiwari, Aviral Kumar
58
Wohar, Mark E.
58
Zaremba, Adam
58
Ryu, Doojin
53
Madura, Jeff
50
Ma, Feng
48
Hammoudeh, Shawkat
46
Caporale, Guglielmo Maria
42
Faff, Robert W.
41
Gil-Alaña, Luis A.
38
Bouri, Elie
36
Xiong, Xiong
36
Zhang, Wei
36
Chiang, Thomas C.
35
Demirer, Rıza
35
Hassan, M. Kabir
34
Pierdzioch, Christian
34
Brooks, Robert
33
Nguyen, Duc Khuong
33
Apergēs, Nikolaos
32
Blau, Benjamin
32
Kim, Jeong-bon
32
Chan, Kam C.
31
Salisu, Afees A.
31
Xuan Vinh Vo
31
Balcilar, Mehmet
30
Corbet, Shaen
30
Hamori, Shigeyuki
30
Ngo, Thanh
30
Wong, Wing Keung
30
Cakici, Nusret
28
Subrahmanyam, Avanidhar
28
Lien, Da-hsiang Donald
27
Plastun, Alex
27
Schiereck, Dirk
27
Sehgal, Sanjay
27
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The North American journal of economics and finance : a journal of financial economics studies
19
Energy economics
7
Finance research letters
7
Applied economics
6
Research in international business and finance
6
International review of economics & finance : IREF
5
Journal of risk and financial management : JRFM
5
The European journal of finance
5
Econometric reviews
4
Economic modelling
4
Economics letters
4
Journal of econometrics
4
Journal of international financial markets, institutions & money
4
Pacific-Basin finance journal
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic systems
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Global finance journal
3
International journal of finance & economics : IJFE
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Applied financial economics
2
Defence and peace economics
2
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Economics / Journal articles : the open-access, open-assessment journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of financial analysis
2
Journal of economics and finance
2
Journal of emerging market finance
2
Journal of forecasting
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Korea and the world economy
2
Public finance review : PFR
2
Risks : open access journal
2
Structural change and economic dynamics : SC+ED
2
Applied econometrics and international development
1
Applied economics letters
1
Borsa Istanbul Review
1
Dae oe gyeong je yeon gu
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ECONIS (ZBW)
176
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
3
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
4
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
5
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
6
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
7
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
8
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
9
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
10
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
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