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~language:"eng"
~language:"hun"
~language:"spa"
~person:"Salisu, Afees A."
~subject:"ARCH-Modell"
~subject:"Arbeitsmarkt"
~subject:"Risiko"
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ARCH-Modell
Arbeitsmarkt
Risiko
Volatility
49
Volatilität
49
Forecasting model
25
Prognoseverfahren
25
Börsenkurs
24
Share price
24
Welt
21
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21
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20
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20
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18
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ARCH model
17
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15
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12
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12
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GARCH-MIDAS
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forecasting
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Salisu, Afees A.
McAleer, Michael
135
Gupta, Rangan
123
Ma, Feng
69
Chang, Chia-Lin
68
Bouri, Elie
48
Caporale, Guglielmo Maria
47
Kumar, Dilip
35
Zhang, Yaojie
34
Bauwens, Luc
32
Davis, Steven J.
31
McMillan, David G.
29
Teräsvirta, Timo
29
Bollerslev, Tim
28
Conrad, Christian
28
Engle, Robert F.
27
Herwartz, Helmut
27
Wang, Yudong
27
Bachmann, Ronald
26
Bloom, Nicholas
26
Hafner, Christian M.
26
Hammoudeh, Shawkat
26
Karanasos, Menelaos
26
Liang, Chao
26
Wei, Yu
26
Haltiwanger, John C.
25
Hansen, Peter Reinhard
25
Spagnolo, Nicola
25
Tiwari, Aviral Kumar
25
Caporin, Massimiliano
24
Kang, Sang Hoon
24
Pierdzioch, Christian
24
Christiansen, Charlotte
22
Demirer, Rıza
22
Diebold, Francis X.
22
Ji, Qiang
22
Serletis, Apostolos
22
Silvennoinen, Annastiina
22
Andersen, Torben
21
Asai, Manabu
21
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Department of Economics working paper series
7
International review of economics & finance : IREF
2
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Economics and Business Letters : EBL
1
Energy economics
1
Global Research Unit working paper
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1
International Journal of Energy Economics and Policy : IJEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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1
Journal of risk and financial management : JRFM
1
OPEC energy review
1
Research in international business and finance
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ECONIS (ZBW)
28
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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
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:
3
Geopolitical risks and oil returns
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
4
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
5
Policy uncertainty and stock market
volatility
revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
6
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:
7
Testing the forecasting power of global economic conditions for the
volatility
of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
Saved in:
8
Policy uncertainty and stock market
volatility
revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270178
Saved in:
9
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
10
Forecasting output growth of advanced economies over eight centuries : the role of gold market
volatility
as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, …
-
2021
Persistent link: https://www.econbiz.de/10012622272
Saved in:
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