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~language:"eng"
~language:"nld"
~language:"pol"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Taylor, Robert"
~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
364
Prognoseverfahren
364
Volatilität
335
Estimation
290
Schätzung
290
Börsenkurs
218
Share price
218
Theorie
206
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206
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202
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202
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167
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154
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82
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78
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71
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70
Kointegration
70
Schock
70
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331
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331
Arbeitspapier
99
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95
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3
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Gupta, Rangan
Ma, Feng
Taylor, Robert
McAleer, Michael
256
Caporale, Guglielmo Maria
221
Machin, Stephen
202
Gil-Alaña, Luis A.
193
Blundell, Richard W.
158
Bryson, Alex
152
Van Reenen, John
133
Propper, Carol
120
Jenkins, Stephen
116
Bahmani-Oskooee, Mohsen
108
Bouri, Elie
105
Crafts, Nicholas
104
Bollerslev, Tim
100
Griffith, Rachel
96
Chang, Chia-Lin
92
Chang, Tsangyao
91
Minford, Patrick
91
Pesaran, M. Hashem
89
Andersen, Torben
88
Phillips, Peter C. B.
87
Taylor, Mark P.
87
Burgess, Simon M.
86
Disney, Richard
85
Walker, Ian
85
Bloom, Nicholas
84
Banks, James
83
Booth, Alison L.
83
Pierdzioch, Christian
83
Tiwari, Aviral Kumar
83
Brown, Sarah
82
Emmerson, Carl
81
Haskel, Jonathan
81
Manning, Alan
80
Blake, David
78
Narayan, Paresh Kumar
78
Girma, Sourafel
77
Mills, Terence C.
77
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European University Institute / Department of Economics
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Department of Economics working paper series
56
Energy economics
32
Journal of econometrics
19
Finance research letters
16
Applied economics
15
Econometric theory
15
International review of economics & finance : IREF
14
International review of financial analysis
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of finance & economics : IJFE
11
Applied economics letters
10
Department of Economics discussion paper / Department of Economics, The University of Birmingham
9
Economic modelling
9
Journal of forecasting
9
Econometric reviews
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
6
Economics letters
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
Financial innovation : FIN
4
Journal of empirical finance
4
The European journal of finance
4
Annals of financial economics
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
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
CREATES research paper
2
China finance review international
2
Discussion papers / Department of Economics, University of Copenhagen
2
Economics and Business Letters : EBL
2
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ECONIS (ZBW)
426
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426
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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
Changing determinant driver and oil volatility forecasting : a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
3
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:
4
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
5
Do commodity futures have a steering effect on the spot stock market in China? : new evidence from volatility forecasting
Lu, Fei
;
Ma, Feng
;
Bouri, Elie
;
Liao, Yin
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543949
Saved in:
6
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:
7
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:
8
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
9
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:
10
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:
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