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~language:"eng"
~language:"nld"
~language:"pol"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Taylor, Mark P."
~subject:"Einheitswurzeltest"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Textbook"
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Einheitswurzeltest
Großbritannien
Volatility
Forecasting model
354
Prognoseverfahren
354
Volatilität
304
Estimation
300
Schätzung
300
Theorie
239
Theory
239
USA
236
United States
236
Börsenkurs
215
Share price
215
Capital income
195
Kapitaleinkommen
195
Welt
172
World
172
Stock market
161
Aktienmarkt
160
Risiko
149
Risk
149
ARCH model
126
ARCH-Modell
126
Zeitreihenanalyse
123
Time series analysis
122
United Kingdom
116
Oil price
113
Ölpreis
113
South Africa
106
Südafrika
106
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97
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97
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92
Real estate price
92
Exchange rate
86
Wechselkurs
86
Causality analysis
77
Kausalanalyse
77
Geldpolitik
75
Monetary policy
75
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Undetermined
240
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93
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Article
319
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93
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Amtliche Publikation
Article in journal
Government document
Graue Literatur
No longer published / No longer aquired
Textbook
Aufsatz in Zeitschrift
319
Working Paper
103
Arbeitspapier
102
Non-commercial literature
93
Aufsatz im Buch
5
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5
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1
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1
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Gupta, Rangan
Ma, Feng
Taylor, Mark P.
McAleer, Michael
256
Caporale, Guglielmo Maria
221
Machin, Stephen
201
Gil-Alaña, Luis A.
193
Blundell, Richard W.
156
Bryson, Alex
151
Van Reenen, John
133
Propper, Carol
120
Jenkins, Stephen
116
Bahmani-Oskooee, Mohsen
108
Crafts, Nicholas
104
Bollerslev, Tim
100
Bouri, Elie
97
Griffith, Rachel
96
Chang, Chia-Lin
92
Chang, Tsangyao
91
Minford, Patrick
90
Pesaran, M. Hashem
89
Andersen, Torben
88
Phillips, Peter C. B.
87
Burgess, Simon M.
86
Disney, Richard
85
Taylor, Robert
85
Walker, Ian
85
Bloom, Nicholas
84
Banks, James
83
Booth, Alison L.
83
Brown, Sarah
81
Emmerson, Carl
81
Haskel, Jonathan
81
Pierdzioch, Christian
80
Manning, Alan
79
Narayan, Paresh Kumar
78
Tiwari, Aviral Kumar
78
Blake, David
77
Girma, Sourafel
77
Mills, Terence C.
77
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Centre for Economic Policy Research
1
Forschungsinstitut zur Zukunft der Arbeit
1
Internationaler Währungsfonds / Research Department
1
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Department of Economics working paper series
49
Energy economics
31
Applied economics
19
International review of economics & finance : IREF
14
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
ISER working paper series
11
Applied economics letters
10
International journal of finance & economics : IJFE
10
International review of financial analysis
10
Economic modelling
9
Economics letters
9
Journal of forecasting
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Discussion paper / Centre for Economic Policy Research
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of forecasting
5
Journal of multinational financial management
5
Research in international business and finance
5
Working papers / University of Connecticut, Department of Economics
5
Economica
4
Financial innovation : FIN
4
Journal of international money and finance
4
Oxford bulletin of economics and statistics
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
The European journal of finance
4
The economic journal : the journal of the Royal Economic Society
4
Annals of financial economics
3
Bulletin of economic research
3
CESifo working papers
3
Defence and peace economics
3
Economia internazionale
3
Emerging markets, finance and trade : EMFT
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finmap working paper
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economics and finance
3
Journal of macroeconomics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
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ECONIS (ZBW)
412
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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
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
10
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
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